An Invitation to Operator Theory Y. A. Abramovich Indiana University-Purdue University Indianapolis C. D. Aliprantis Purdue University Graduate Studies in Mathematics Volume 50 ‘American Mathematical Society Providence, Rhode IslandEditorial Board Walter Craig Nikolai Ivanov Steven G. Krante, David Saltman (Chait) 2000 Mathematics Subject Classification, Primary 46A2cx, 46Bxx, 46Gxx, 4TAxx, 47Bxx, 70x, ATDioe, 4TLacx, 28Arcx, 28Eex, 15A48, 15A18, - Library of Congress Cataloging-in-Publication Data Abramovich, Y. A. (Yasi A) ‘An invitation to operator theory / Y. A. Abramovich, C. D. Aliprantis. . em. — (Graduate studies in mathematic, ISSN 1065-7330 jv. 60) Includes bibliographical references and index. ISBN 0-8218-2146-6 (all. paper) 1. Operator theory. I. Alipraatis, Charalambos D. Il, Title. IML. Series, QAs29.425 2002 51/-724—de21 002074420 Copying and reprinting Individual readers of thls publication, end nonprofit Ubraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use ‘teaching or research, Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. ‘Republication, systematic copying, or multiple reproduction of any’ material in this publication is permitted only under license from the American Mathematical Society. Requests for such permission should be addreseed to the Acquisitions Department, American Mathematical Society, 201 Charles Strost, Providence, Rhode Island 02904-2294, USA. Requests can also be made by ‘e-mail to reprint-peratssiondans.org © 2002 by the American Mathematical Society. All rights reserved. ‘The American Mathematical Society retains all rights ‘except those granted to the United States Government. Printed in the United States of America. © The paper used in this book is acidtree end falls within the guidelines established to ensure permanence and durability. ‘Visit the AMS home page at http://t.ans.org/ 10987654321 070605 0403 02_To Alla, Julia, and Jane YAA ‘To Bernadette, Claire, and Dionissi CDAContents Foreword, Chapter 1. Odds and Ends $1.1, Banach Spaces, Operators, and Linear Functionals §1.2. Banach Lattices and Positive Operators §1.3. Bases in Banach Spaces §1.4. Ultrapowers of Banach Spaces §1.5. Vector-valued Functions §1.6. Fundamentals of Measure Theory Chapter 2. Basic Operator Theory §2.1. Bounded Below Operators §2.2. The Ascent and Descent of an Operator §2.3. Banach Lattices with Order Continuous Norms §2.4. Compact and Weakly Compact Positive Operators Chapter 3. Operators on AL- and AM-spaces, §3.1. AL- and AM-spaces §3.2. Complex Banach Lattices §3.3. The Center of a Banach Lattice §3.4. The Predual of a Principal Ideal Chapter 4. Special Classes of Operators §4.1. Finite-rank Operators §4.2. Multiplication Operators 13, 27 37 44 52 69 69 79 84 88 93, 4 103 12 119 123 123, 135ui Contents §4.3. Lattice and Algebraic Homomorphisms 142 §4.4. Fredholm Operators 158 §4.5. Strictly Singular Operators 170 Chapter 5. Integral Operators 179 §8.1. The Basics of Integral Operators 180 §5.2. Abstract Integral Operators 193 §5.3. Conditional Expectations and Positive Projections 211 §5.4. Positive Projections and Lattice-subspaces 228 Chapter -6:—Spectral-Properties 237 §6.1. The Spectrum of an Operator 237 §6.2. Special Points of the Spectrum 248 §6.3. The Resolvent of a Positive Operator 253 §6.4. Functional Calculus 256 Chapter 7. Some Special Spectra 2m §7.1. The Spectrum of a Compact Operator 272 §7.2. Turning Approximate Eigenvalues into Eigenvalues 281 §7.3. The Spectrum of a Lattice Homomorphism 287 §7.4. ‘The Order Spectrum of an Order Bounded Operator 291 §7.5. The Essential Spectrum of a Bounded Operator 298 Chapter 8. Positive Matrices 315 §8.1. The Banach Lattices M,(R) and M,(C) 316 §8.2. Operators on Finite Dimensional Spaces 320 §8.3. Matrices with Non-negative Entries 329 §8.4. Inreducible Matrices oe §8.5. The Perron-Frobenius Theorem 339 Chapter 9. Irreducible Operators S47. §9.1. Irreducible and Expanding Operators 347 §9.2. Ideal Irreducibility and the Spectral Radius 357 §9.3. Band Irreducibility and the Spectral Radius 365 §9.4. Krein Operators on O(M)-spaces 370 Chapter 10. Invariant Subspaces en §10.1. A Smorgasbord of Invariant Subspaces 383 393 §10.2, The Lomonosov Invariant Subspace TheoremContents $103. go. §10.5. §10.6. §10.7. $108. Invariant Ideals for Positive Operators Invariant Subspaces of Families of Positive Operators Compact-ftiendly Operators Positive Operators on Banach Spaces with Bases ‘A Characterization of Non-transitive Algebras ‘Comments on the Invariant Subspace Problem Chapter 11. The Daugavet Equation ‘The Daugavet Equation and Uniform Convexity - The Daugavet Property in AZ- and AM-spaces ‘The Daugavet Property in Banach Spaces ‘The Daugavet Property in C(®)-spaces Slices and the Daugavet Property Narrow Operators Some Applications of the Daugavet Equation Bibliography Index 398, 409 425 436 440 449 455 456 467 am 407 487 493 500 505 521Foreword Since the appearance of the seminal monograph of Stefan Banach [51] on (linear) operators between normed spaces, the study of operators has been ‘at-the heart of research in analysis. For the most part, this research was confined to the topological structures of the spaces and to the topological properties of the operators. At the same time there was one more aspect of ‘operator theory that was developed in parallel with the topological and alge- braic study of operators. This natural aspect involved the order structures of the spaces between which the operators acted. Almost every classical Banach space is equipped with a natural order that is compatible with the algebraic and topological structures of the space. Operators that preserve the order structures are known as positive operators. They were first introduced and studied by F. Riesz [278, 279], H. Freuden- thal [129], and L. V. Kantorovich (172, 173] in the mid 1930's. For some peculiar reason, the investigations of the topological and order properties of operators were not connected, and for quite a while it seemed that they had little in common. The monographs written by L. V. Kantorovich, B. Z. Vu- likh and A. Pinsker [175] in the Soviet Union and by H. Nakano [251, 252] in Japan contained most of the theoretical background on operators between ordered spaces accumulated by 1950. A partial list of books and monographs that deal with Banach spaces and operators between them without empha- sizing in depth the order structures includes: [56, 85, 102, 105, 106, 113, 118, 149, 152, 199, 205, 235, 250, 266, 300, 305, 306, $17). For a glimpse of the modern state of the art in Banach space theory and op- erator theory, see the special volume [164] edited by W. B. Johnson and J. Lindenstrauss.Foreword From the early 1960's it was realized that the topological and order structures of operators were related and that they should be studied to- gether. Since then much research has aimed at producing a theory that ‘would encompass these structures in a unified manner. The “unification” of the order and topological properties of operators is due to the efforts of many mathematicians in various countries. The period of this unification can be roughly divided into two parts; the pre-1980 period and the post-1980 period. Let us describe here the basic achievements done in each period. ‘The pre-1980 period can be described as the period where most of the foundations of the order structure of vectors spaces and the lattice proper- ties of operators were laid down. In this era the theory of partially ordered vector spaces was developed through the efforts of mathematicians from many countries. There were several monographs written on the subject. Those written by A. L. Peressini [264] and G. Jameson [161] and the last part of H. H. Schacfer’s book [289] were devoted entirely to ordered veo- tor spaces. The books by W. A. J. Luxemburg and A. C. Zaanen [225], B. Z. Vulikh [328], and S. Kaplan [176] studied the order structure of Riesz, spaces, while D. H. Fremlin [128] and C. D. Aliprantis and O. Burkin- shaw [29] studied topological properties of Riesz. spaces. Monographs on Banach lattices and positive operators were written by M. A. Krasnoselsky et al. [191], H. J. Krieger [194], H. E. Lacey [197], J. Lindenstrauss and L. Tzafriri (205, 206], H. H. Schaefer (290), and H.-U. Schwars [298]. ‘The post-1980 period is characterized by the study of positive operators from all points of view. Special attention was paid to the properties of op- erators dominated by positive operators having some compactness property. We also find in this era a complete study of integral operators in terms of their lattice structure. Monographs regarding positive operators were writ- ten in this period by C.D. Aliprantis and O. Burkinshaw [30], W. Arendt et al. [41], A. V. Bukhvalov et al. [78], P. Meyer-Nieberg [240], and A. C. Za- anen (843, 344]. The list of very recent monographs on the subject of positive operators includes the books by Y. A. Abramovich, E. L.-Aren- son, and A. K. Kitover [21], Y. A. Abramovich and A. K. Kitover [22], A. G. Kusraev [195], and W. Wnuk [338]. Besides its important internal role in mathematics, the theory of Riess spaces and positive operators has important applications to several disci- plines. The areas where the theory of Riesz spaces and positive operators has been found to be useful include: game theory [182]; finance [151, Chap- ter 31); economies [26]; nuclear reactor theory [64, 65); statistical decision theory [201]; and structured population dynamics (80, 248] The objective of this book is to present at the graduate level in a self contained manner the theory of linear operators between Banach spacesForeword xi and Banach lattices by exploiting their topological and order structures, as ‘well as the topological and order properties of the spaces of operators. The subject matter of the book is divided into eleven chapters, which to some extent can be read independently. Each chapter is subdivided into sections. ‘At the end of each section there is a list of exercises of varying degrees of difficulty designed to help the reader comprehend the material in the section. ‘There are more than six hundred exercises in the book. Hints to selected exercises are also given. Our companion book Problems in Operator Theory contains complete solutions to all exercises. Exercises play a considerable role in our presentation. They serve several pury First of all, we often relegate some technical details of proofs to the exercises. These details may not be critical for understanding the proofs but they are certainly essential for their validity, and we want to provide the student with an accurate and complete account of how such details should be presented. Second, these exercises not only allow the student to leam how the results presented in the book work out but they also offer a considerable amount of additional material and further developments. ‘There is one more feature to these exercises. There are many useful, almost classical, results whose proofs are not readily available in the literature (for instance, the duality between the uniformly convex and uniformly smooth spaces, the equivalence between the differentiability and other properties of the norm, the explicit closed form of the resolvent of the Volterra operator, the description of the spectrum of the averaging operator f ++ } fj f dy, etc.). The reader will find detailed solutions and discussions of many of these results among our problems. Some of the exercises are new, and some are known. Whenever possible, we indicate the sources of the known exercises. On the other hand, for the standard results or for some variations of classical results, we often omit the sources of their origins. 5 am ‘The prerequisites of the book are the usual graduate introductory courses in real analysis, general topology, measure theory, and functional analysis. ‘Trying to make the book as self-contained as possible, we have provided de- tailed proofs to most theorems in the text. This, coupled with the inclusion of the exercises, makes the book an ideal text for a graduate or advance course in operator theory and functional analysis. Moreover, since many chapters contain the latest results (some of which have not been published before), we hope that the book will be useful not only to graduate students but also to research mathematicians in operator theory and functional anal- ysis, as well as to scientists in other disciplines. Bach of Chapters 5, 7, 9, 10, and 11 can be used for an advanced seminar and each of them will also present the students with possibilities and directions to start on independentresearch. A brief description of the material in each chapter should give a g00d idea of the topies covered in the book. © Chapter 1 presents an introduction to Banach spaces and opera- tor theory. Also, it introduces Banach lattices, positive operators, and vector-valued functions. The chapter culminates with a very brief but, nevertheless, rather comprehensive presentation of the fundamentals of measure theory. © Chapter 2 reviews the basic structural properties of operators with special emphasis on positive operators. It also studies operators bounded from below and discusses the ascent and descent of an operator. © Chapter 3 deals with AM- and AL-spaces and demonstrates their importance in operator theory. It also studies the center of a Ba- nach lattice and presents a careful exposition of the complexifica- tion of a Banach lattice. © Chapter 4 presents detailed accounts regarding the following classes of operators: finite-rank operators, multiplication operators, lattice and algebraic homomorphisms, Fredholm operators, and strictly singular operators. ‘© Chapter 5 deals exclusively with integral operators. It presents their basic properties from the measure-theoretic and abstract points of view. It also studies conditional expectation operators and demonstrates their connection with positive projections. © Chapter 6 introduces the spectrum of a bounded operator and dis- cusses the basic geometrical properties of the special parts of the spectrum. The study specializes in the spectral properties of pos- itive operators. A comprehensive study of the functional calculus is also here. © Chapter 7 describes the spectra of compact operators and lattice homomorphisms. It also contains the method of turning approx- imate eigenvalues to eigenvalues. In addition, this chapter intro- duces and studies the order spectrum of an order bounded operator as well as the essential spectrum of a bounded operator. © Chapter 8 specializes in the study of operators to finite dimensional spaces with special emphasis on matrices with non-negative entries. It studies irreducible matrices and presents a thorough discussion on the classical Perron-Frobenius theorem.Foreword xiii © Chapter 9 investigates irreducible operators on Banach lattices and presents several conditions for the strict positivity of the spectral radius. This chapter also studies Krein operators between C()- spaces. © Chapter 10 deals with the famous invariant subspace problem. It starts with several classical invariant subspace theorems, but its central topic is the invariant subspace problem for positive and related operators. The results obtained for individual operators are then generalized to collections of positive operators. # A bounded operator T on a Banach space satisfies the Daugavet equation if |Z + T|| =1+ ||T|. Chapter 11 presents a comprehen- sive study of operators on Banach spaces that satisfy the Daugavet equation. We regret that the size of the book has precluded us from including number of relevant topics, in particular, disjointness preserving operators and their spectral properties, interpolation of positive operators, and the domination problem. ‘There is one more omission that we would like to mention. The book deals with the general theory of operators and, as a result, Hilbert space operators occur in our discussions only sporadically. ‘There are many excellent books devoted exclusively to Hilbert spaces and operators on them, and so anyone interested in this particular subject will be able to find it easily in the literature; see for instance the monographs [94, 148]. At present, the realm of operator theory is so vast that any book can cover only a portion of it. In writing the book we have received help and benefited from discussions ‘with many colleagues and friends. We are grateful and express our sincer- est thanks to all of them: O. Burkinshaw (for many fruitful conversations), W. A. J. Luxemburg (for his support-and-encouragement), H. Radjavi (for insightful comments on the invariant subspace problem), B. Randrianan- toanina (for reading the book, correcting a number of mistakes, and pro- viding us with many valuable suggestions), G. Sirotkin (for a number of useful remarks and problems), T. Oikhberg (for contributing several prob- Jems), K. Podgorski (for discussions concerning conditional expectations), §. Klimek and B. Mulkhin (for helping us to incorporate graphics in IXTEX), 8. I. Gelfand (for constant support at all stages during the production of this book), the AMS Copy Editor Arlene O’Sean (for her professional reading of the manuscript and her many recommendations for its improvement), and two anonymous referees (for their constructive criticism and comments). Our special thanks go to A. K. Kitover and V. G. Troitsky. They read the entire book, corrected mistakes, modified the old and provided some new proofs, and suggested many interesting improvements. We are also deeplyxiv Foreword indebted to W. Geller who read most of the book and, apart from fixing some mathematical irregularities, corrected a great number of irregularities in our English. Without his help our writing would have been considerably less idiomatic. Finally, we would like to thank our wives, Alla and Bernadette, for coping with our idiosyncrasies during the many years it took us to assemble the material, write, and typeset this text. To accomplish this project without their patience and understanding would not have been possible. ~—¥.-A-Abramovich and C. D. Aliprantis Indianapolis and West Lafayette, May 2002Chapter 1 Odds and Ends ‘The material included in this chapter is reflected correctly in its title. We introduce here some basic concepts related to Banach spaces and state a few principal theorems of functional analysis that will be used throughout the book. These concepts include linear operators, linear functionals, and bases in Banach spaces. Special attention is given to the complexification of real Banach spaces. Section 1.5 is devoted to vector-valued functions and it will serve as the background needed to study the spectral properties of operators on Banach spaces and Banach lattices. Section 1.6 presents a brief but nevertheless complete introduction to measure theory. Some of this material will be necessary for a comprehensive investigation of integral operators undertaken in Chapter 5. Measure theory is studied in conjunction with the measure- ‘theoretic properties of the Riesz space of all measurable functions defined on a measure space. ‘We present complete proofs to many results and omit mainly the proofs of several well-known ones. As usual, the exercises at the end of the sections contain a wealth of supplemental material that is of independent interest in its own right. 1.1, Banach Spaces, Operators, and Linear Functionals Here we briefly state a fow basic definitions and facts regarding normed spaces and operators that will be used repeatedly throughout this mono- graph. Although we shall include many proofs, for more details and exten- sive treatments of the material in this chapter we refer the reader to the books (30, 31, 118, 205, 317]. y2 1. Odds and Ends A function || - |: X — I on a (real or complex") vector space is said to be a norm whenever it satisfies the following properties: (1) Positivity) |jx\| > 0 for all « € X and |[x|| = 0 if and only if z=0, (2) (Homogeneity) |[a:x|| = lal - a\| for all = € X and all scalars a. (3) (The Triangle Inequality) || + yl] < |jz|| + ||y|| for all x,y € X. A normed space is a vector space equipped with a norm. To avoid trivi- alities, we shall assume throughout this monograph that all normed spaces are non-trivial, ive., different from the trivial vector space {0}. Every norm || || on a vector space X induces a metric on X via the formula d(x, y) = ||x — y||. A Banach space is a normed space which is a complete metric space under the metric induced by its norm. A mapping T: X — Y between two vector spaces (over the same field) is said to be a linear operator, or simply an operator, whenever T(ax + By) = aT (2) + 6T(y) holds for all x,y € X and all scalars , 8. For simplicity, the value T(z) will often be denoted by Tz. If X and ¥ are normed spaces and T: X — ¥ is an operator, then its (operator) norm is defined by irl) ITI = sup Tall = su st lll= If |[T|| < 00, then T is called a bounded operator, and when iT] =,00, ‘the operator TT is called an unbounded operator. It easily follows that if T is bounded, then [ITI] = min{at > 0: ||Tz\| < Mljal| for each 2 € X}. Also, it is easy to check that an operator T: X ++ ¥ between normed spaces is bounded if and only if T is continuous. An operator T: X + ¥ between two normed spaces is called an isome- try (or, more precisely, a linear isometry) if ||'2|] = ||x|| for each « € X. ‘Two normed spaces are said to be isometric if there exists a surjective linear isometry from one space onto the other. ‘The collection of all bounded operators from a normed space X into ‘another normed space ¥ will be denoted by £(X,¥). We shall write £(X) instead of £(X,X). It turns out that £(X,Y) with the usual algebraic operations and with the operator norm is a normed space, As a matter of fact, we have the following. The symbole Rand C will be uzod exclusively to denote the sot of rea and complex numbers, respectively. Also, as usual, N will denote the set of natural numbers, Qtheset of rational numbers, land Z the set of integers11. Banach Spaces, Operators, and Linear Functionals 3 ‘Theorem 1.1. If X is a normed space and Y is a Banach space, then the vector space (X,Y) equipped with the operator norm is a Banach space. Recall that an algebra is a vector space A that is equipped with an extra binary operation (z,y) +» ay (called multiplication) that satisfies for all s,y,2 € A and all scalars a the following properties: (1) (ey)z=a(y2) and (az)y = (ay) = a(zy). (2) ey+2)=aytax and (ety)z=22+y2. An algebra A is called unital if there exists a vector e (which is uniquely determined and is called the unit of A) such that ze = ex = 2 holds for all ned. A Banach algebra is an algebra A which is also a Banach space under a norm |||] that satisfies llryl] < || - ly for all 2,y © A. Theorem 1.2. If X is a Banach space, then £(X) with the composition operation as multiplication is a unital Banach algebra with the identity op- erator as its unit. For a real (resp. complex) normed space X, the Banach space £(X,R) (resp. £(X,C)) will be denoted by X* and will be referred to as the norm dual (or simply the dual) of X. The Banach space X** = (X*)* is known as the second (or double) dual of X. Considering every « € X as a linear functional on X* via the formula x(x") = x"(z), we get a natural isometric, embedding of X into X*, ie., X can be viewed as a subspace of X"*. As usual, we say that a sequence {7n} in a Banach space X converges weakly to some vector ¢ € X (in symbols, z_ “+2 or t, 2%X1, 2) if 2°(tq) — 2*(z) holds for each 2* € X*. Similarly, a sequence {2%}. in the dual X* of a Banach space X weak* converges to some x” € X* (in symbols, 2% > 2* or xf, 20.0), 2) if. 2 (x)-—+-2*(2) for each x € X. If X is a normed space, then the closed unit balls of X, X*, and X** will be denoted by U, U*, and U", respectively. That is, U={zeEX: |lzl| <1}, Ut = {oe X*: |lz"| <1}, and uw = {a eX": |x| <1}. If clarity requires the normed space X to be indicated, then the above closed unit balls will be denoted by Ux, Ux-, and Ux-+, respectively. It follows that for each * € X* we have = sup (2°,2) ||2*l] = sup |z*(a)| so bev. Also, for each x € X we have |lz|| = sup |2*(2)|= sup (2,2). wet eet4 1. Odds and Ends The adjoint of a bounded operator T': X — Y between two arbitrary normed spaces is the bounded operator T*: ¥* + X* defined via the for- mula (I*y*)(2) = y"(T2) for y" € ¥* and x € X. It is customary to write the formula defining T* by means of the duality expression (T°y*,2) = (y", Tz) ‘The adjoint of T*, ie., the operator T**: X** + ¥** defined by (Ta, y") for all ee -X** and ally" €-Y*, is called the double adjoint: of the operator T’. It is not difficult to see that ||| = ||7*|| = ||7**||. Indeed, jr" = sup |izrv'|] = sup [sup (r"y",)] Wwist Wrist “lst = sup [ sup (y’,T2)] Waist Iyrist = sup |[Tzl| = |ITI]. tlt From now on, unless otherwise stated, X and Y will denote two arbitrary normed spaces. A subset A of £(X,Y) is said to be pointwise bounded if for each x € X there exists some M, > 0 (depending upon =) satisfying [[Tel| < Mg for each Te A. ‘Theorem 1.3 (The Uniform Boundedness Principle). Assume that X: is a Banach space and Y is a normed space. Then a subset of £(X,Y) is norm bounded if and only if it is pointwise bounded. ‘The Uniform Boundedness Principle is also known in the literature as ‘the Banach-Steinhaus theorem. For bounded operators between Banach spaces there are two more important results that will be stated next. They too were discovered by S. Banach and are referred to as the “open mapping” and “closed graph” theorems. ‘Theorem 1.4 (The Open Mapping Theorem). Any surjective operator be- tween two Banach spaces is an open mapping. Recall that the graph of a function f: A — B is the subset Gy of the Cartesian product A x B defined by Gy = {(a,f(a)): a € A}. If T: X — Y is an operator between vector spaces, then its graph Gr is a vector subspace of X x Y. If Xj,...,X, are normed spaces, then their Cartesian product X1 x --- x Xq is also a normed space under the norm Il(er,---,2n)l] = (CE liaell?)?. This normed space is also called the direct1.1. Banach Spaces, Operators, and Linear Functionals 5 sum normed space and is denoted X, @+-@ Xp. If Xi, Banach spaces, then X; @--- @ Xp is likewise a Banach space. X,, are all ‘Theorem 1.5 (The Closed Graph Theorem). An operator between two Ba- nach spaces is bounded if and only if it has a closed graph. Corollary 1.6. Let (X,p) and (Y,q) be two normed spaces and let there exist two complete norms py and q, on X and Y, respectively, such that Py 2p and gy 2g. Then each (p,q)-continuous operator from X to ¥ is also (py y)-continuous. Proof,-Assume-that-T:-X-—+¥-is-a-(p,q)-continuous-operator.To-show: that this operator is (py, q,)-continuous it suffices to show that its graph is closed, To this end, take any sequence {sr} in X such that p(2q) — 0 and q,(T2_—y) — 0 for some y € Y. Since px dominates p, it follows that pla) ++ 0, and since T is (p, q)-continuous, we have (Trp) — 0. Similarly, Gy(T2n — y) — 0 implies q(Tzn — y) —> 0, and consequently we see that y= 0. That is, the operator T: (X,px) — (Ysgy) has a closed graph, and hence it is continuous. We close the section with a discussion of the complexification of a real vector space. If X is a real vector space, then the complexification of X is the complex vector space Xe=XoiwX ={a+ry: 2yeX}, ‘whose vector space operations are defined by (er +11) + (e2+me) = sr +a2+a(y1 +02), and (a+18)(@+w) = or—fyts(6r+ay). ‘The real vector space X itself is usually identified with the (real) subspace X +10} of Xe. That is, by identifying every vector 2 € X with ¢+10 € Xe, wwe can consider the vectors of X as vectors of Xe. If X is also a normed space with norm |j |, then we can extend the norm ||-|| to a norm on Xe via the formula llel| = sup |[zcos8 + ysindl| ee(o.| for each z = 2+ ty € Xe. Clearly, ||x|| = ||z +00] for each « € X. Notice that 4(l + Hull) < tl < Hell + lll 2 Two other frequently used equivalent norms on the direct sui vector space Xi @---@Xn ave ieee) = Ea Hl and [C21 --) = masacise bl For simplicity we write cos -4+-y sin@ instead of the standard expression (cos)2+ (sin6 1. Odds and Ends for all z= 2+ ty € Xe. Consequently, zp = tn + ym > + in Xe if and only if, — 2 and yq — y in X. This implies that if X is a Banach space, then X¢ is also a Banach space. Every operator T: X — Y between two real vector spaces gives rise naturally to a complex linear operator Te: Xe —* Ye defined via the formula Tole + ry) = Ta +iTy. Lemma 1.7. If X and ¥ are normed spaces and T: X + ¥ is a bounded operator, then the operator Te: Xe —+ Ye is also bounded and satisfies (Zell = II : 7 Proof, First note that the inequality ||Tell 2 ||| is obvious. On the other hand, for each z = x+y and any angle 9 we have ||(@z) cos8 + (Ty)sind|| = |[T(weosé + ysiné)|| [7 (lzcos6 + ysinél)) s [Ziel This implies ||Zez|| < [7 -llzl| or ||TZell < [IT]. So, [[Zel] = ITI]. IA 1A In the sequel, quite often, we shall identify T’ with Te without any men- tion. When we do so the identification will be clear to the reader from the context. It is very common to denote the vectors + 1y of Xe os column vectors Ei - With this notation in mind, it is not difficult to see that every operator T: X¢ —» Xe can be represented by a unique operator matrix of the form T= iB “Fh where §,2: X — X are linear operators, and as usual * |se+Ty Notice that in this notation; if T': X —+ X is an operator, then the operator Te is represented by the matrix re+w=[5 “9 = [rari] -t2-svt+eoe+m. ‘Any operator T: Xe — Xe for which S = 0 is called a real operator on Xe. Of course, an operator T: Xe + X¢ is real if and only if T = Te for some operator T: X — X. Also, it should be noticed that for an operator Xe — Xe to be real it is necessary and suflicient that T leaves X invariant, i, T(X) CX. ‘Thus, every operator T € L(Xe, Ye) can be identified with a matrix and also with a pair of operators T,5 € £(X,Y). Equivalently, every operator TBanach Spaces, Operators, and Linear Funetionels in £(Xe, Ye) can be identified with the vector T-+15 in £(X,Y) @1£(X,¥). Moreover, the action of T +28 on Xe can be computed formally (and mnemonically!) by the usual multiplication procedure on complex numbers. That is, (P+28)(0+ wy) = (Tx ~ Sy) +e(Sx+Ty). ‘Thus, we have established the following result. ‘Theorem 1.8. If X and ¥ are two real normed spaces, then £(Ke, Ye) = L(X,¥)c = L(X,¥) @1L(X,¥), where every T-+28.€ £(X,¥)¢-acts.on X¢.via the formula. (1 +28)( + wy) = (Tx - Sy) + o(Se+Ty) If, in addition, Z is another real normed space, T; + 18, € L(Yc, Ze) and T +1 € L(Xe,Yc), then the operator (Ti +151)(T +18) € L(Xe, Ze) is given by (Ty +18,)(T +2) = (iT — $18) +(T,$ + ST). ‘There is one more important connection between complex vector spaces, and real vector spaces. ‘To discuss this connection, let X be a complex vector space. Then X can also be considered as a vector space over the field of real numbers R. We shall denote this real vector space by Xp. Now let f: XC be a linear fimctional. Then for each x € X we can write F(z) = 9(z) ++h(2), where g(2) and h(2) are real numbers. An easy argument shows that the functions g,h: Xq — R are in fact both linear functionals. From the ho- mogeneity of f we have f(tx) = af(2) or g(sz) + sh(vz) = —A(e) + (a), and so h(2) = —g(xz). ‘Thus, we have shown that if f: X — C is a linear functional, then there exists a unique linear functional g: Xz —> R (denoted Ref, ie., 9 = Ref, and called the real part of f) such that F(z) = g(x) — rg(tx) (*) holds for each 2 € X. Conversely, if g: Xz — Ris a linear functional, then by means of () the functional g gives rise to a linear functional f: X — C such that Ref = g. Now assume that X is a complex normed space and that f: X + C is ‘8 continuous linear functional. Write f(x) = g(z) — 1g(xz) and note that if = € X satisfies [xl] < 1, then from the inequality |9(z)| < |f(2)| < IIfll, it follows that |gl| = supjsy are given by | & (]+bl=[e+y] and Alz]=[)z]. | Te | The mapping w+ [ul] is called the quotient map of W onto W/V. ‘The following result summarizes some basic properties of quotient | | normed spaces. Its proof is left to the reader. ‘Theorem 1.11. Let Y be a closed subspace of a normed space X, and define the function |||- lll: X/¥ +B by | | | \ [ell = a@,¥) = ing ee — ull = nf lel, § & S where d(x,Y) is the distance from x to Y. Then: Be \ (a) The function {\|- ll is a norm on the quotient vector space X/Y ny (called the quotient norm) y {b) The set Uxyy = {[2]: # € Ux} is the unit ball of X/Y under the i quotient norm. SR (c) The quotient map is an open contraction, i.e., it is an open mapping 2s whose norm is at most one. () If X is a Banach space, then (X/Y,|||-Il) és also a Banach space. If V is a vector subspace of a normed space X, then its annihilator is fhe norm closed subspace of X* defined by Vi = {2° €X": o%(v) =0 forall ve V}1.1. Banach Spaces, Operators, and Linear Functionals 9 In terms of annihilators the norm duals of a subspace and of a quotient, space are described as follows. Theorem 1.12, For a closed subspace ¥ of a normed space X we have (GAY) — eee ond ee Yael a Yoo subject to the following surjective linear isometries. (1) The mapping ¢: Y+ + (X/Y)*, defined via the formula O@(E) =2%(2), st eY, Ble x/y, “is a well-defined surjective linear isometry. (2) The mapping y: X*/Y+ + ¥*, defined via the formula v(e") Jor each [x*] € X*/Y", is a well-defined surjective linear isometry, "|p. (the restriction of a* to Y) Exercises 1. If two vectors x and y in a normed space satisfy lz + yl] = lll + [lull then show that lax + Syl| = axl] + Sllyl| for all scalars a, 8 > 0. [HINT: Ti the scalars a and 6 satisfy a > 6, then note that Jaw + Byll = lla(e+y) + (8 —a)yll 2 alle + yl — (@—-ADlivll ] 2. Let T: V+ W be a surjective one-to-one operator between two vector spaces. Show that T-? (the inverse of T) is a linear operator. 3. fT: X + ¥ is a bounded operator between normed spaces, then show that [Pl] =min{M > 0: |T2\| < Mila] for all re X}. 4, Prove Theorem 1.1 8. Prove the following converse of Theorem 1.1. If X is a non-trivial normed space, Y is another normed space and £(X,Y) is a Banach space, then ¥ is likewise a Banach space. 6. Show that the complexification X_ of a real vector space X under the operations (a1 +1) + (eo +m) = ty +aa+alyr tye), and (at2B)(etw) = ax — Sy +1(82-+ay) is a complex vector space. T. Let X be @ real normed space with norm || - ||. Show that the function lle: Xe +B defined via the formula ele = sup |[xcos@+ysindl|, z=2+1y € Xe, 90.25}10 1. Odds and Ends 10. 1. is a norm on X¢ that extends -||. Also, show that Feil + lial) < late < Hell + Hell for each z= 2+1 € Xe. Use the preceding inequality to verify that: (2) A sequence {2m}, where 2m = an + Wns satisfies lzn[le — 0 if and only if [Ian] - 0 and lyn] — 0. (b) Tf X is a Banach space, then Xe is also a Banach space. . Let X be a real vector space with complexification X_= X @1X. Bstab- lish the following properties. (a) If V isa vector subspace of X, then Ve = VenV = {r-+1y: 2, € V} is a vector subspace of Xe. (b) If X is also-a normed space and V is a vector subspace of X, then the vector subspace Ve = Vi of Xe is closed in Xe if and only if V is a closed subspace of X. (c) Let T: X — X be an operator. A subspace V of X is said to be invariant under T (or simply T-invariant) whenever T(V) CV. A vector subspace V of X is T-invariant if and only if the vector subspace V. = V @1V of Xe is Te-invariant, . Let X be a real vector space. It is very common to denote the vectors a-+ay of Xe as column vectors El Under this notation the vector space operations of Xe are given by a1] , fea] _ fen +20 f=) _ fa ~ Bs Gi) 7 | = fees | ae ga fl = (e232) Now assume that X and Y are two real vector spaces. Show that a mapping T: X_ — Y¢ is a linear operator if and only if there exist ‘two (uniquely determined) operators $,7': X —+ Y such that T has the matrix representation T = [7 Th where as usual 8 iT -S] [2] _ [re— Sy] tern=[5 a] fi]= [sear Also, show that if X and Y are normed spaces, then T is a bounded operator if and only if both § and-T’-are bounded operators. A bounded operator T': X —- Y between normed spaces is said to be invertible if there exists (@ uniquely determined), bounded. operator ‘S:¥ — X satisfying ST = Ix and TS = Iy; the operator S is called the inverse of T and is denoted T-1. For an operstor PX — ¥ between real vector spaces establish the following properties. (a) The operator T is surjective if and only if T, is surjective. (b) The operator T' is one-to-one if and only if T is one-to-one. (c) The operator 7’ is invertible if and only if T, is invertible. Also, show that if T is invertible, then (Zz)-? = (I~1).. Lot X = X;@>-'@ Xq be the direet sui Banach space; Show that a mapping A: X — X is a bounded linear operator if and only if there1.1, Banach Spaces, Operators, and Linear Functionals ll exist bounded linear operators Aij: Xj —> Xr (i, =1,2, determined) such that A hes the matrix representation for each z= 21 @--- 2, we have An Aigo Atm] [mi] [Loja Aves An An Aan| [a Dios Ass Az = = Am Ana + Ann) Len) [SR Anse (Cave) ® (Lave) oe (Sane). 12, Recall that a (not aocarily surjective) operator T: X —+ ¥ between normed spaces is said to be an isometry (or more precisely @ linear isometry) if 2|| = [al] holds for each = € X. Show that a bounded operator T: X —» ¥ between two normed spaces {san isometry if and only ifits double adjoint T"*: X** + ¥** is likewise fan isometry. (HINT: Assume that T: X — ¥ is an isometry. Clearly, HT = |T""l] = 1 and so [T**2"*|| < ||" for all 2°* © X°*, Now fix a* € X* with |jz*|| <1. Then the formula y*(Tz) = (x,2*) defines a continuous linear functional on the range of T such that |jy*|| <1. Let y" also denote a continuous linear extension of y* to all of Y such that, ily’ <1; clearly T*y* = 2*, Now note that for each 2** € X"* we have yn) (uniquely [Ai], where 0 Meta") = (T*y"2"*)| =|", Ta) Sly’ ioe") s ra"), and so |]a"*|| = supyeyes [(2",2°*)| < |T**a"* |.) 18. Let T: X -+ X bea bounded operator on a normed vector space. A glance at the inequality |7'2—Tyl| < [IT] lz — yl] implies that T is a uniformly continuous mapping. So, T”has & unique (linear) continuous extension 7: X — X, where X denotes the norm completion of X. Establish the following properties: _ (a) IfT is an isometry on X, then so is 7 on X. (b) IfT is an invertible isometry with inverse S, then’ S is also a (linear) isometry, 2 i (c) If is invertible, then so is 1, and we have (7-1 = (T° (@) If~T is invertible on X for some scalar A, then 4—-T* is likewise invertible on 4 - (©) fF is an invertible isometry on X, is T necessarily an invertible isometry on X? [HINT: For (¢) let X denote the vector space of all polynomials defined ‘on (0,1) equipped with the sup norm. Clearly, X = C[0, 1]. Now consider the operator T: X — X defined by T(t) = p(t?) for all p € X and all £€0,1]. Note that T’is a non-invertible isometry. However, it should be clear that ': C[0, 1] + C[0, 1] satisfies Pz() = 2(¢*) for all x € C0, 1} and each ¢ € [0,1], which is an invertible isometry on X.] ‘in this context, aa usual, the scalar A stands for the operator A2 1, Odds and Ends 14, Show that for bounded operators X TY 8+ 7 between normed spaces (all over the same field) we have |ST|| < [SI] |]. Use this inequality to show that: (a) The map ($,7) + ST, from L(Y, Z)x £(X,¥) to £(X, Z), is jointly norm continuous. (b) The Banach space £(U, V) of all bounded operators from a normed space U to a Banach space V is a unital Banach algebra. 15. Let X and ¥ be two normed spaces over the same field. Show that the mapping T+ T*, from £(X,Y) into C(¥*,X"), is a linear isometry. 16. Prove Theoret 1.10. 17. Let A be a non-empty subset of @ normed space X and let Zp €X. We say that there is a nearest (or a closest) point to zo in A if there exists some ag € A such that ||t9.~ doll < {lt ~ al| for all a € A. Establish the following. (a) The norm function © + [|x| is weakly lower semicontinuous, i.e. qx in X implies [lx] < liminf all. ' (b) If X is a reflexive Banach space and A is a non-empty weally closed subset of X, then for every point ao € X there exists a nearest point to ap in A, (c) Assume that the norm of X is uniformly convex, that is, for each 0. ¢, then )?$4|| < 1-5, A normed space is called uniformly convex if its norm is uniformly convex. (It is easy to verify that Hilbert spaces are uniformly convex.) If Ais a non-empty, convex, and closed subset of a uniformly convex Banach space X, then for every zp € X there exists exactly one point in A that is nearest to 2. In other words, there exists a mapping m: X > A defined by lle ~ *(2)l] = mip Ue ~ wl ‘The mapping z is called the nearest point mapping from X to A. (@) Let C be a non-empty closed convex subset of a uniformly convex Banach space X. Show that the nearest point mapping 7 is contin- ous. 18. For a non-empty closed convex subset C of a Hilbert space X establish: the following properties of the nearest point mapping 1: X —» C. (a) Itz €C, then x(z) =z. (b) fz ¢C, then x(2) € 8C. (c) For each 2 € X and each y € C we have (x —x(z),y—a(z)) <0. (d) For each z,y € X we have (n(x) — m(y),a—y) 20. (e) For all z,y € X we have |}x(z) — x(y)|| < [lx - ull (f) If C is a closed vector subspace of X, then for each = € X the vector 2~n(z) is orthogonal to C, ie., (x — x(z),c) =0 for all ce C. Remark: Recall that a non-empty subset’ A of a topological space 9 is called a retract of (if there exists a continuous mapping f: 9 — A,1.2, Banach Lattices and Positive Operators 13 called a retraction of 9 onto A, such that f(a) =a for each a € A. ‘The preceding properties show that 7 is a retraction of X onto C. 19. (Support Points). In this problem X will denote a real Banach space, H is a real Hilbert space, and C’is a non-empty closed convex subset of H. The function x: — C is the nearest point mapping as defined in Exercise 17 above. Recall that a point ap in a subset A of X is called a support point of A if there exists some non-zero a* € X* such that 2*(ag) < 2*(a) for each a € A, ie., if c* attains its minimum value on A at ag. Establish the following. (a) Only boundary points of a set can be support points. __(d) Ifa closed convex subset of X has a non-empty interior, then every ‘boundary point of the set is a support point. (©) A point co € AC is a support point of C if and only if there exists some x ¢ C such that x(2) (¢) 1f RF, then every boundary point of C is a support point. (©) (Bishop-Phelps [66]) The set of support points of Cis dense in the boundary BC of C. (£) Give an example of a non-empty closed convex subset of ¢2 for which not every boundary point is a support point. 20. (The Finite Dimensional Separation Theorem). Recall that a non-zero linear functional 2* € X* separates two non-empty subsets A and B of ‘a Banach space X if x*(a) < 2*(b) for all a€ A and all be B. Show that every pair of disjoint non-empty convex subsets of R* can always be separated. (HINT: Assume that A and B are two non-empty disjoint convex subsets of R¥, Now consider the non-empty convex set C = A-B and note that 0 ¢ C. 1f0 ¢ C, then 2* = (0) separates A and B, where = is the nearest point mapping from R* onto C. If 0 €C, then verify that 0 € 6C.| 21. Prove Theorem 1.11 22, Prove Theorem 1.12. 1.2. Banach Lattices and Positive Operators In this section, we review very briefly a few basic properties of ordered vector spaces and positive operators. For omitted proofs and details we refer the reader to the books [29, 30, 225, 240, 290, 343]. Recall that a reflexive, antisymmetric, and transitive relation on a-set is known as an order relation, That is, a binary relation > on a set is an order relation ‘whenever it satisfies the properties: (1) (Reflexivity) 2 >a for each 2. (2) (Antisymmetry) «> y and y>zimply 2 =y. This famous result of B. Bishop and R. R. Phelps is true for any reel Banach space; for a complete diseussion of the Bishop~Phelps theorem see [25, Section 8.9]. V. I. Lomonosov [213] hhas proven recently that the Bishop-Phelps theorem fils for complex Banach spaces.4 1. Odds and Ends (3) (Gransitivity) => y and y > z imply 2 > 2 As usual, the symbol y < a is equivalent to x > y. The notation x > y (or y <2) means 2 > y and « #y. Any set equipped with an order relation is called a partially ordered set. A vector space order on a real vector space X is an order relation > on X that is compatible with the algebraic structure of X in the sense that, it satisfies the following two extra properties. (a) Ifz>y, then c+2>y +2 for each 2€ X. (b) Ifa > y, then ax > ay for each scalar a > 0. ‘partially ordered vector space (or simply an ordered vector space) is a real vector space equipped with a vector space order. If X is an ordered vector space, then the set X+ = {2 €X: x >0}is referred to as the positive cone, or simply the cone, of X. The cone X*+ satisfies the following properties: (@) Xt4x*CXt. (ji) aX* CX* for each scalar a > 0, (ii) X+ 1m (—X+) = {0}. Any subset, C of a real vector space X that satisfies properties (i), (ii), and (ii) above is referred to as a (convex) cone of X. The following important relationship between cones and vector space orders is true: If C is a cone in a real vector space X, then the binary relation > defined by letting x > y uhenever x —y € C és a vector space order on X such that Xt =C. ‘An ordered vector space X has a generating cone if X = X*+ — Xt, ice,, if every vector can be written as a difference of two positive vectors (or equivalently, if for each x € X there exists some y € X* satisfying y > 2). Definition 1.13. An operator T: X — Y between two ordered vector spaces is called: (1) positive (in symbols, T > 0 or 00 implies Tx > 0; (2)- strictly positive if « > 0 implies Tx > 0; and (3) regular ifT can be written as a difference of two positive operators. ‘The collection of all regular operators between two ordered vector spaces X and Y will be denoted £,(X,Y). The reader should notice that under the pointwise algebraic operations and under the natural order generated by the cone of positive operators the set £,(X,Y) is, in fact, an ordered vector space. A subset A of a partially ordered vector space X is said to be order bounded if there exist z,y € X such that « Ay, erat, ors a”, andor |o| are referred to collectively as the lattice operations of a Riesz space. From (), it follows that every Riesz space has a generating cone. A Riesa space is said to be Dedekind (or order) complete whenever every non-empty subset of the space that is bounded from above has a least © An ordered vector space Y is said to be Archimedean if na < for all n implies <0.16 1. Odds and Ends upper bound. Similarly, a Riesz space is said to be a-Dedekind (or o- order) complete whenever every non-empty countable subset of the space that is bounded from above has a least upper bound. When B and F are Riesz spaces with F Dedekind complete, an operator T: E — Fis order bounded if and only if it is a regular operator. The details of this important fact are included in the next result whose proof can be found in [30, p. 12} ‘Theorem 1.16 (F. Riese-Kantorovich). If H and F are two Riess spaces with F Dedekind complete, then the ordered vector space £,(E,P) is a Dedekind complete-Riesz-space-satisfying L-(E;F) =-Ly(E, F)-Moreover, its lattice operations are given by (1) T+(@)=sup{Ty: O a2 implies ta S Ta,- The notation zq | z means zq | and z= inf{zq}. The symbols tq 1 and tq 1 « have analogous meanings. Definition 1.18. A net {ta}aca in a partially ordered set is said to be order conuergent to an element «x, in symbols, tq —2+2, whenever there exist two nets {yg}gep and {zy}yer such that:1.2, Banach Lattices and Positive Operators i (1) yg Te and zy | 2. (2) For each 6 € B andy €TT there exists some ay € A (depending on B and 7) satisfying yp ao, ‘The element x is called the order limit of the net {ta}. ‘The following observation regarding order limits will be useful. If in the definition of 4 -2+ we consider the product index set A = B xT and define the two nets {ua}rca and {va},ea by uy=yp and v= 2 for ese N= (9,7) EK, them we can replace the nets (yayaen and (2 }yer by {ua}aea and {v,},ea, respectively. That is, we can assume in the deft- nition of order convergence that the index sets B and I’ are the same. It should be clear that if rq [sor tq | «in a partially ordered set, then tq-2+2, We list below two basic properties of order limits. © A net in a partially ordered set can have at most one order limit. © If anet {tq} in a partially ordered set satisfies ta 1 (resp. Za |) and %q—2+2, then tq tx (resp. ta | 2). (See Exercise 4 at the end of the section.) The next result deals with order convergencé in Riesz spaces. Lemma 1.19. For « net {ra}aca in a Riesz space E we have: (a) If there exists a net {ue}aea (with the same index set) such that Ua | 0 and \tq~2| a(6,"7). For each o € A, let tg = inf ty and Wa = Sup ay. ‘The above suprema and infima exist since the net {zq) is order bounded and E is Dedekind complete. Clearly, ve T and wa |. Moreover, since for18 1. Odds and Ends each @ € B and y ET we have yp < rar < 2; for all a! > a8," it follows that yp < va < zy for all a > a(8,7). So, if vq T v, then yp Sv < 2, holds for all 6 € Band y €[. From yg 1 z and zy | 2, we got v =z. Similarly, ‘Wa | 2. To finish the proof notice that |tq — | < we — Ue for each a and that Wa ~Ua 0. Since order convergent sequences in Riesz spaces are automatically order bounded, the sequential analogue of Lemma 1.19 can be stated as follows. Lemma 1.20. In a o-Dedekind complete Riesz space a sequence {tn} is order convergent to a vector x if and-only if there exists a sequence {un} such that tm | 0 and |tm —2| < tn for eachn EN. Historically, the conclusion of Lemma 1.20 is taken as the definition of order convergence of sequences. To be consistent with the literature, we also follow this tradition. That is, for sequences we define order convergence as follows. Definition 1.21. A sequence {an} in a partially ordered set is said to be order convergent to some element x, in symbols, z», —2-+:2, whenever there exist two sequence {yn} and {za} such that ym Tx, Zn La, and Yn Stn San for all n. For Riesz spaces we have the following: # A sequence {tq} in a Riesz space is order convergent to a vector x if and only if there exists a sequence {un} such that um | 0 and [tn ~2| < tm for each n €N. According to Lemma 1.20, for o-Dedekind complete Riesz spaces this defi- nition is, of course, equivalent to the general definition of order convergence of nets as given in Definition 1.18. Definition 1.22. A subset D of a partially ordered set is said to be order closed (resp. c-order closed) if {ta} C D and tq» imply x € D (resp. {2n} C-D-and aq —2+2 imply 2.€ D). ‘We now turn our attention to order continuous mappings. Definition 1.23. A mapping f: X > Y between partially ordered sets is: (1) a-order continuous if 2-22 in X implies f(an)-® f(a) in, (2) order continuous if rq -2+2 in X implies {(ta)-® f(a) in ¥. Simple examples of order continuous functions are provided by the lattice operations of a Riesz. space. For instance, in any Riesz space (8) Assume that q | 0 and let some y € F satisfy y < |T'al for each a. Since Tzq—2+0, there exists a net {u,},eq such that ua | 0 and for each € A there exists some ao satisfying |T'zq| < ya for each a > ap. This implies y < |Ttag| < ta, and s0 y (4) It suffices to establish that T* is order continuous. To this end, assume that tq | 0 in E. Let 0 ap we have 0S y—yAzteg =yAL—YAta < e—2q. This implies Ty - Ty Ata) =T(y—y Ate) STG ~ tq) = Tt - Trea, and consequently O ao and all 0 < y < a. Since for each 0 < y < « we have Y Aza La209 0, it follows from our hypothesis that infazag [T(y A za)| = 0- Now a glance at (4) yields 0 < u< Tx —Ty for each 0 (1) Let zq-2+0 in B. Pick two nets {yg}gen and {zy}yer such that yp T 2, 2 | 2, and for each @ € B and y €T' there exists some a(8,7) € A satisfying yg < tq < z, for each a > ag. It is easy to see that [zal < 2y— yp holds for all a > a(6,7). If we put A = B xT and for each 4 = (8,4), we let uy = 2 —yp > 0, then |Tzq| < |T'|(ua) holds for all a > a(8,) = a(A). The order continuity of [| implies |T'(ua) | 0, and so Tz, -2+0 in F. The proof is finished» a ‘The corresponding result for o-order continuous operators is as follows. ‘Theorem 1.26. For an order bounded operator T: B + F between Riesz spaces with F Dedekind complete the following statements are equivalent. (1) T is o-order continuous. (2) Ift, 0 in EB, then T2,—2+0 in F (3) Taq 10 in B, then inf, [Tx,|=0 in F. (4) Tt and T~ are both o-order continuous. (5) (5) [| is o-order continuous. Let E be a Riesz space. A subset A of E is said to be solid if |z| < |y| and y € A imply « € A. A solid vector subspace of B is called an ideal. The ideal generated by a non-empty subset A of I is the smallest (with respect to inclusion) ideal containing A; it coincides with the intersection of all ideals that contain A and is given by Baa {26 B: 32y,...,2, € Aand dyy..-)An €R? with [al < Datel} cat If A= {x}, then Zz = Ejay is called the principal ideal generated by the vector x. Note that Ez ={y€E: there exists > 0 such that [yl < Alz|}. ‘The principal ideals will play an important role in this book. A vector e > 0 is called an order unit (or a strong unit or simply a unit) if Ee = B, ie., if for each x € X there exists some \ > 0 such that |x| < de. An order closed ideal is called a band. Since a solid subset D in a Riesz space B is order closed if and only if {2} C DME* and zg | x in E imply a € D (see Exercise 5 at the end of the section), it follows that an ideal A is a band if and only if {aq} CA and 0 < aq {2 imply ze A If D is a non-empty subset of a Riesz space E, then the band generated by D is the smallest (with respect to inclusion) band Bp that contains D. If D = {a}, then B, = Big) is called the principal band generated by the vector x. The band generated by an ideal is described as follows.1.2. Banach Lattices and Positive Operators 21 Theorem 1.27. If J is an ideal in a Riesz space E, then the band By generated by J is given by By={c€E: 3 {ta} CJ such that 0< 2a |x|}. Moreover, for each x € E the principal band Bz generated by x is given by Bs = {ye Bs yl Antal lvl} A vector e > 0 is said to be a weak unit if B. = E, ie., if cAnet a holds for each z € E+. If E is Archimedean, then a vector e > 0 is a weak unit if and only if |z| Ae = 0 implies « = 0. Clearly, every order unit is a weak-unit ~ ‘The disjoint complement of a non-empty subset A of I is defined by A’={c€B: |x| Ala|=0 foreach ae A}. ‘The order continuity of the lattice operations guarantees that every disjoint complement is a band. In Archimedean Riesz spaces every band is a disjoint complement, ‘Theorem 1.28. In an Archimedean Riesz space, the band generated by a non-empty set A coincides with At = (A*)®, ic. By = A%4. In particular, every band B in an Archimedean Riesz space satisfies B= BY. ‘A band B in a Riesz space Bis said to be a projection band whenever E=B@ Bt holds, Clearly, each projection band B gives rise to a natural projection’ with range B which is referred to as a band projection. Ina Dedekind complete Riesz space every band is a projection band. ‘The collection of all order continuous regular operators from an ordered vector space X into another ordered vector space Y will be denoted by La(X,Y). Similarly, the collection of all ¢-order continuous regular oper- ators will be denoted by £.(X,Y). Both £3(X,Y) and £.(X,Y) are vec- tor subspaces of the vector space of all regular operators £,(X,Y), and L£o(X,¥) £ £e(X,¥). ‘Theorem 1.29 (Ogasawara). If B and F are Riesz spaces with F Dedekind complete, then Ly(E,F) and L_(B,F) are both bands in £,(B,F). In par- ticular, we have the decompositions LAE, F) = La(E, F) ® (Cn(E, FY) = Le(E, F) @ [Ce(E,F)|*- If B is a Riesz. space, then the Dedekind complete Riesz space £,(B,R) is called the order dual of F and is denoted B, i., E” = £,(E,R). The band By = £q(#,R) is referred to as the order continuous dual of B. If By separates the points of E, then B is called a normal Riesz space. T Recall that linear operator P: V ~+ V on a vector space i called a projection if P? = P.22. 1. Odds and Ends Recall also that a Riesz space B is said to have the countable sup property if for every subset D of H having a supremum there exists an at most countable subset C of D satisfying sup C = sup D. The countable sup property allows us to work with sequences rather than nets. For example, if E satisfies the countable sup property, then £_(E, F) = La(E, F). A seminorm p n a Riesz space is said to be a lattice seminorm when- ever |z| < |y implies p(z) < p(y). A normed Riesz space is a Riesz space equipped with a lattice norm. A normed Riesz space which is also norm complete (i.e., a Banach space) is called a Banach lattice. In a normed Riesz space, the lattice operations are uniformly continuous functions. In particular, this implies that every band is a closed subspace. Every band projection on a normed Riesz. space is always a contraction. We also have the following simple but very useful result Lemma 1.30. In a normed Riesz space E: (a) The cone E+ is norm (and hence weakly) closed. (b) The order intervals are norm (and hence weakly) closed. (0) Hanet {tq} CE satisfies tq} and ||xn — xl] +0, then aq 1 2. Our next result informs us that positive operators between Banach lat- tices are continuous; for a proof see [30, p. 175). Theorem 1.81. Buery order bounded operator from a Banach lattice to a normed Riesz space is continuous (and hence every positive and every regular operator on a Banach lattice is also continuous). Now consider two Banach lattices E and F with F Dedekind complete. For a regular operator T: E + F its r-norm is defined by |\7'r = || |||] Note that we have [Tll- = inf{\|S||: +7< S}. ‘This formula allows us to define the r-norm for regular operators with values in a non-Dedekind complete Banach lattice. For the proof of the next result see [30, Theorem 15.2, p. 248). Theorem 1.32. If E and F are two Banach lattices with F Dedekind com- plete, then the Dedekind complete Riesz space £-(E,F) of all regular oper- ators from E to F equipped with the r-norm is a Banach lattice. Since every continuous linear functional on a normed Riesz space B is automatically order bounded, it follows that E* C E™. In fact, it follows that the operator norm coincides with the r-norm on E*; see Exercise 20 at the end of the section. In other words, we have the following important result,Banach Lattices and Positive Operators 23, Theorem 1.33. If E is a normed Riesz space, then its norm dual E* is a Banach lattice and its lattice operations are given by (y*(@) = sup{2*(y): OS ys}, (2*)"(z) = sup{-e"(y): OS y Sz}, and |e"\(2) sup{z*(y): |yl (b) We have T(a*) =T(e v0) = T(z) VT(0) = T(e) v0= (Tz)*. (b) = (c) Using the identity 2 Ay =y—(y—=)*, we get Try) = Ty) -T((y-2)*) =TWw) -(T@—a)I* = Ty) - (To) -Tt@)]* = Te) ATW). (c) => (a) The identity |x - yl =a-+y— 2(c Ay) yields: T(le—v) = T(e)+Ty)-27(@ Ay) = Tx) + Ty) ~21P(2) ATW) = Letting y = 0 gives |T(z)| = T(|x|) for all x € B. T(x) - TI.24 1. Odds and Ends (4) = () Let wy =0. The identity uAv = (u-+v—|u= vl) implies T(z) AT(y) [@) +7) - IP) -TW)I] [P@) +7) ~ T(x - yp] T(}e+y—|e-yl)) =T@Ay) =T(0) =0 1 a 1 2 (e) => (2) From (2—zAy)A(y—aAy) = 0, we get T(eAy) = T(e)AT(y). Now use the identity x Vy =<2-+y—xAy to obtain 41 Tevy) = Te) +Ty)-TeAry) = Te) +T(y) -(2@) ATW) =T@) VT). ‘This completes the proof, @ A positive operator T: E — B is said to be interval preserving if T(0,z| = [0,72] for each « € E*. There are some nice duality properties between interval preserving operators and lattice homomorphisms. They are included in the next result whose proof can be found in [30, p. 92]; see also Exercise 11 in Section 4.3. Theorem 1.35 (Kim [183]; And6—Lotz [216)). For an arbitrary posit operator T: E+ F between two Banach lattices we have the following. (1) If T is interval preserving, then its adjoint T*: F* —+ E* is a lattice homomorphism. (2) T is a lattice homomorphism if and only if'T* és interval preserving. Building on the work and ideas of D. Maharam [228, 229, 230] on integral representations-of linear operators, W:-A. J: Luxemburg and B. de Pagter [222] have also established the following remarkable result regarding extensions of positive operators to interval preserving operators. ‘Theorem 1.36 (Luxemburg-de Pagter). Assume that B is an Archimedean Riesz space, F is a Dedekind complete Riesz space, and T: B > F is a positive operator. Then there exists a Dedekind complete Riesz space L containing E as a Riesz subspace and an order continuous interval preserving operator T: L + F that eatends T.Banach Lattices and Positive Operators 25 Exercises 1. Let C be a cone in a real vector space X. Show that the relation > on X dofined by « > y whenever 2~y € C'is a vector space order such that Xt=C. 2. Prove Theorem 1.15. 8. Show that order complete Riesz spaces and normed Riesz spaces are Ar- chimedean. 4. Establish the following properties of order convergence. (a) A net in a partially ordered set can have at most one order limit, (b) ay Ta oF By lz ina partially ordered set, then eq —2Fz. (c) Hanet {eq}aea in a partially ordered set satisfies wg 1 (resp. 2a 1) and 24-22, then tq 1 (resp. ta | 2). (a) A positive operator T: X — ¥ between two ordered vector spaces is order continuous if rq | 0 in X implies Tra | 0 in Y. (e) Anet {ta }aca in a Riesz space satisfies xq —2+ 2 if and only if there exists another net {u,},ea such that uy | Oand for each \ € A there ‘exists some ao (depending on A) such that [tq — 2] ag) (8) The lattice operations in any Riesz space are order continuous, '5. Show that a solid subset D of a Riesz space is order closed if and only if (tq} C DAB and 2g 1x in E imply x € D. 6. Prove Theorem 1.27. ‘T. Prove Theorem 1.28. Show that a vector e > 0 in an Archimedean Riesz space is a weak unit if and only if [z] Ae = 0 implies z= 0. 9. Show that positive operator T: X — Y between two partially ordered vector spaces is order continuous if and only if tq | Din X implies Ta | 0 in¥.. 10. Show the following: (a) IE is a compact topological space, then in (M2) each component of the constant function 1 is of the form xv for some clopen set V. (b) If is a finite measure, then in Z(y) each component of the constant, function 1 is of the form x4 for some measurable set A. 11. If B and F are Riese spaces with F Dedekind complete, then show that the lattice operations of any two operators $,T € £4(E, F) are given by (SVT)@) = sup(Sy+Tz: y,2¢E* and yt2=2}, and (SAT)(@) = inf[Sy+T2: y,2eE* and y+z=2} for each 2 € E*. 12. Prove Lemma 1.30, 13. Show that if z, — x holds in a Banach lattice, then there exist a subse- quence {yn} of {eq} and some u > 0 satisfying [ym —2| < 2u for each 226 1. Odds and Ends 14, 15. 16. a7. 18. 19. 21. ‘n, (HINT: Pick a subsequence {yn} of {zn} satisfying [lyn — 2 < fe for each n and let u = D2 nlya — 2] Prove Theorem 1.31. Show that for a given Riese space E there is, up to an equivalence, at ‘most one lattice norm which makes a Banach lattice. (HINT: Assume that a Riesz space E is a Banach lattice under the lattice norms ||- |], and Il- a. ‘Then the identity operator I: (E,||- I) -* (El 2) is positive, ‘and hence (by Theorem 1.31) it must be a homeomorphism. | Show that a normed Riess space E is e Banach lattice if and only if every increasing norm Cauchy sequence of B* is norm convergent. [HINT: Assume that the condition is satisfied and let {a4} be a norm Cauchy sequence in B. Without loss of generality, we can suppose that [zn ~ all < gk for each m, Now consider the sequences {yn} and {zn} of E* defined by t= Dilei-a)* and z= ea)", and note that both sequences are increasing norm Cauchy sequences and Dnt — 21 = Yn — 2nd Prove Theorem 1.32. Give an example of a regular operator T: E — F between two Banach lattices with F Dedekind complete satisfying ||T\| < |IT'l-- Show that a band projection P on a normed Riesz space is a contraction (ie, PIs 1). If E is a normed Riesz space, then show that |l2*|| = lle" = [I 2°I [I holds for each 2* € E*. [HINT: From le") < le"M(lel) 0 are-fixed, then from |x*|(|x|) = sup{|z*(y)|: |y| < |z|}, we see that there exists some y € E with |y| < al such that |x*|([r}) —€ < |z*(y)| < lz". ‘Therefore, Niel =supflz"I(lzl): lel <1} < fle" +e, for each ¢ > 0. This implies | |2"||| < l2*ll-] A Dedekind complete Riesz space B is said to be a Dedekind comple- tion of a Riesz space E if there exists a lattice isomorphisin 7: B > B such that = sup{x(v): ve Band x(v) <#} = inffa(w): we Band @ 0. From ty = ltr Bea) So pe = a it = (here we assume @ = 0 and x» > |#;|), we see that #, < o for each n, Since B8 is Dedekind complete, there exists some & € E* such that, Gq 1 @. Next, note that for each n and p we have tpt nto O 0. Next, pick a sequence {zn} ¢ {0,2 such that f(zn) + 9(a — tn) <2-"e holds for each n. If ye = Air then note that ya | 0. ‘This implies 0 < oft — va) = 9(Viea(@ ~ m4) S Dyer g(@ — 21) < & Therefore, 0.5 g(x) < € holds for each ¢ > 0 or g(z) = 0. Thus, Cp CN, and so 0,00, = {0}.] 1.3. Bases in Banach Spaces In this section X will denote a Banach space. Our objective is to review a few basic properties of bases in Banach spaces. For extensive treatments of bases in Banach spaces, we refer the reader to {205}, (305), and [306]. For an excellent quick review of bases see [160].28 1. Odds and Ends A sequence {tn} in X is said to be a Schander basis (or simply a basis) in X if for every x € X there exists a unique sequence of scalars {am} such that « has the series representation Gin, Where the series is assumed to converge in the norm. The uniqueness of the sequence {on} guarantees that zn # 0 for each n and that the vectors 2, 2,... are linearly independent. Every Banach space X with a basis is automatically separable. Indeed, if we let D={2eX: 3 rym €Q such that 2 Yonai} then D is a countable set that is dense in X. This means that only sepa- rable Banach spaces can possibly have bases. The basis problem was the following long standing question: Does every separable Banach space have a basis? In 1972 P. Enflo [120] produced a separable Banach space without a basis, and so he provided a negative answer to the basis problem. Now let {an} be a basis in a Banach space X, and for each vector TEX let = De; Ont, be its series representation. The n‘-coordinate functional c}, of the basis {,} is the linear functional defined by h(a) = oh oS Onn) = On. nal It should be clear that c% is indeed a linear functional. Also, there exists a sequence {Py} of natural projections on X that are associated with the given basis {zq}. The range of the projection P,: X + X is the vector subspace generated by the set {r1,.22,...,2,} and P, is defined by Lae = Da @ar a ‘The projections F, and the coordinate functionals c¥, are all continuous. ‘Theorem 1.37. Assume that X is a Banach space with a basis {cn} and for each vector « €X let 2 = Ty 0ntin = 21 ch(x)an be its series representation with respect to the basis {tq}. Then: (a) The function |||- |||: +R, defined by r \s Ue] = sup |] > aes nett x ‘is a norm that is equivalent to |j -|| (the norm of X). (b) Each projection P, is continuous and « = sup, ||Prl| < 00. (c) Bach coordinate functional cx, is continuous and \len|| < _2%y} 1.3. Bases in Banach Spaces 29 trivial. Verifying the completeness of ||| ||| is cumbersome and is left as an exercise. (b) Since ||-|| is equivalent to [| || there exists a constants C > 0 such that {[|x||] < C|x\| for each x € X. This implies [2x2] = [0 axes < tell < Cheat, a and so P, is a continuous projection satisfying ||Pa|| < C for each n. There- UP, ||Pall < C < 00. (c) Observe that [lej|| = (24. Furthermore, if n > 1, then Proof. (a) The verification that ||| || is a norm satisfying || ||| > {| - |] 38 fore, 6 leh(2)| = lol = argllontall = qacqllPa(e) — Po—r(@)l| < Bile holds for each x € X. So, each c% is continuous and |eh|| < 72y- Definition 1.38. If {a} is a basis in a Banach space, then the positive number ® = sup, ||Pall < co is called the basis constant of {zn}. If = 1, then {tq} is called a monotone basis. Corollary 1.89. If {aq} is a basis in a Banach space, then there exists an equivalent norm in which the basis {an} is monotone. Proof. The norm |j| ||| in Theorem 1.37 is the desired norm. ‘A basis {2,} is said to be normalized if ||zql| = 1 for each n. From part (¢) of Theorem 1.37 we have the following. Corollary 1.40. If {zn} is a normalized basis in a Banach space, then every coordinate functional ci, of the basis {zn} satisfies ||c*l] < 2x. ‘The next result presents a characterization of the sequences in a Banach space that are bases. Its proof is left to the reader. ‘Theorem 1.41. A sequence {tn} of non-zero vectors in a Banach space X is a basis if and only if it satisfies the following properties: (1) The linear span of the set {21,22,...} is dense in X. Span file wy =X (2) There ezists some K > 0 such that ifm > n and ay,...,0m are arbitrary scalars, then [Sea sx| Ean30 1. Odds and Ends A sequence {zn} of non-zero vectors that satisfies property (2) of The- orem 1.41 is called a basic sequence, From Theorem 1.41 it should be immediate that a basic sequence {4} is a basis in the closed linear span of {en}. Next, we shall prove that every Banach space has a basic sequence. To establish this important result, we need a lemma due to 8. Mazur. Lemma 1.42 (Mazur). Let X be an infinite dimensional Banach space, let Y bea finite dimensional vector subspace of X, and let ¢ > 0. Then there is a unit vector x € X such that |ly|| < (1+¢)\ly+azl| for ally € Y and all scalars a. - ° Proof. Assume 0 < € < 1. It suffices to show that there exists some unit vector 2 € X such that 1 < (1+ ¢)|ly + aa]| for all y € Y with [lyl| = 1. Since the closed unit ball of ¥ is norm compact, there exist unit vectors vis---s4n in ¥ such that for each unit vector y € ¥ there exists some i s0 that |ly — yl < §. For each 1 < i < n choose some 2] € X* satisfying \|x?l] = 1 and 2f(y;) = 1. Since X is infinite dimensional we can find a unit vector « € X such that 27(z) = 0 for each 1 < i < n, that is, x € (YL, Kerz}. Now if a is any scalar and y € Y satisfies |ly|| = 1, then choose some 1 lx + ell ~ § 2 ef +az)~§=1-§2 ‘Therefore, 1 < (1+ €)|ly+ 0 and then choose a sequence {e,} of positive real numbers such that K = [J ,(1 +e) S1+e. Pick any unit vector 2 € X and then use Mazur’s Lemma 1.42 to select inductively a sequence of unit vectors. 12,%3,... such that for each n we have lz <0 en)lle+orntall for all scalars a and all z in the vector subspace generated by {z1,...,an}- Now note that if m > n, then for any choice of scalars @},...,dm we have | Spec sx| S500. This shows that {an} is a basic sequence in X. Let {an} be a basis in a Banach space X. Then cj (2j) = dij holds for all i and j. For this reason the sequence of coordinate functionals {ct} is1.3, Bases in Banach Spaces 31 also called the sequence of biorthogonal functionals associated with the basis {z,}. Notice that if m > and \1,...,Am are arbitrary scalars, then for each x = 7, ayn; € X with |[z|| = 1 we have (yas) = Dae (Hom dad) = (Paes S456) = (n(Las)) th ides te sof S>aif 7 2 ‘This implies || O71 ofl] < «||. ell], and therefore {ck} is a basic sequence in X* ‘The basic sequence {c3} need not be a basis in X*. For instance, if X*is not separable, then the biorthogonal sequence {ct} cannot be a basis. However, if X is reflexive, then {ct} is a basis in X*. ‘We shall close the section with a discussion of unconditional bases. To introduce the notion of an unconditional basis we need the concept of an ‘unconditionally convergent series. ” Definition 1.44. A series Z, in a Banach space X is said to converge unconditionally if for every permutation® x of N the series Lr 2x(n) #8 norm convergent in X. ‘The proof of the next result that characterizes the unconditionally con- vergent series is left to the reader. Lemma 1.45. For a series °°. tq in a Banach space the following state- ments are equivalent. (1) The series 2, 2» converges unconditionally. (2) For any sequence {sn} of signs (i.e., 8a = 1 for each n) the series YO Sun ts norm convergent. (8) For every strictly increasing sequence {kn} of natural numbers the series % 24, is norm convergent. (4) For eack € > 0 there exists a natural number k such that for each finite subset A of N with min A > k we have ||Dyc4 tal] 0. Since the series 72°. snantim converges unconditionally, there exists some such that for any non-empty finite subset A of N that satisfies min A > k we have |[D,c4 Sn0ntm|| < € Next, pick some ng > k such that s? = 5 holds for all n> no and all i=1,...,k. For each p let si} meN: kSm ng we have Suave sfais)||=2| > sae <2 l So (siete i Letting p + 00, we get || D2,,(siaex: — s!'ax22,)|| < 2e for all n > no. So, for n> Mo we have IMax(2) Ms) = | Coaies— stax] 0 and s; = —1 if ae*(u;) <0. This implies [Xrveeu|] = 2° (Crea) < D allase*(w)| sO svee"(u) ie iF ie iF = o(M, (Ge) < ol oul, as desired. @ If we replace y by 2h, then the conclusion of the previous lemma remains true for complex Banach spaces as well. Indeed, letting yj = a;-+1b; we have |a;| V |b;| < 1, and hence Dawu |. ie [Sree] < |Z aon +| hon Corollary 1.50. If {un} is an unconditional basis in a Banach space X, then there exists an equivalent norm in which the unconditional constant of the basis {un} is one, S 2k34 1. Odds and Ends 4 Oe Proof. Define || IIx: X — 0,00) by [lz|l1 = supses ||Mea||- It is easy to verify that this formula defines a norm on X. Moreover, note that Well < fell: < sulle for each « € X. This shows that |j - || and || ||: are equivalent norms. To finish the proof, notice that the unconditional constant of {un} with respect to the norm ||-[h is one. ‘The unconditional bases are characterized as follows. ‘Theorem 1.51. For a basis {un} in a Banach space X the following state- ments are equivalent. ~ ~ (1) The basis {un} is unconditional. (2) For any permutation 7 of N the sequence {ti,(x)} is @ basis. (8) If for some sequence {an} of scalars the series S792, Qnty con- verges in norm, then for any strictly increasing sequence {hn} of natural numbers the series 7%, ap,.7k, is norm convergent. (4) If for some sequence {an} of scalars the series 24 Gntin con ‘verges in norm and another sequence {fn} of scalars satisfies |Bn| (2) If (1) is true, then for any permutation m of N the sequence {Ug(q)} is clearly an unconditional basis. For the converse, assume that (2) is true and fix a permutation « of N. Also, let {c%} and {fn} be the sequences of biorthogonal functionals with respect to the bases {un} and {tp(n)}, respectively. Since ch;,) agrees with fa on the vector subspace V generated by {u1,ua,-..} and V is norm dense in X, it follows that fy = clyq) holds for each n. Now fix some z € X and let 2 = D% Gntin be its (unique) series expansion with respect to the basis {um}. Also, let «= Dz Antin(ny be the series expansion of « with respect to the basis {u,(n)}- Therefore, Satna) = Do Fal@ eG) fat nal Zia Ceuen = Lo axtnytieen): mi ‘This shows that {un} is an unconditional basis. (1) + (8) This equivalence follows immediately from the equivalence of (1) and (8) of Lemma 1.45, (4) <> (1) Assume that (4) is true and let s = (81, 02,...) be a se- quence of signs. If z = [%, Gntin, then by letting Bp = sadn we have {Gn| = lanl for each n, and so 7%; Sndintin = Dpet Anti iS norm conver- gent. This shows that {un} is an ‘unconditional basis.1.3. Bases in Banach Spaces 35 To see that (1) implies (4) consider a norm convergent series 37°) atin and lot a sequence {8,} of scalars satisfy [Gn| < Jam for each n. Put Yq = 2 if an £0 and Yq = 0 if an =0. An easy application of Lemma 1.49 shows that the series 7°, 7n0m%m is norm convergent. To finish the proof note that 21 Bate = net InGntin. Ifa sequence {vq} of vectors in a Banach space is an unconditional basis in the closed linear span of {v,}, then this sequence is called an uncondi- tional basic sequence. It is easy to see that an analogue of Theorem 1.51 is true for unconditional basic sequences as well. It is important to note ‘that-the-analogue-of Theorem 1:48-for unconditional-basic sequences is not true. That is, the existence of an unconditional basic sequence in a given infinite dimensional Banach space was a long standing open problem. Only recently W. T. Gowers and B. Maurey [137] have answered this problem in ‘the negative by constructing an infinite dimensional Banach space without an unconditional basic sequence. For Banach lattices the situation is more pleasant. Lemma 1.52. Bvery infinite dimensional Banach lattice has an uncondi- tional basic sequence. Proof. Let E be an infinite dimensional Banach lattice. Take any sequence {un} of pairwise disjoint positive unit vectors in E. If an and fy are any scalars such that |n| <|a| for each n, then for each m we have [SA] x Palin < Seale = = [Senta et ‘Therefore, if the series Sy Orntin converges, then the series S72 converges too. Hence, in view of Theorem 1.51, {um} is an unconditional basic sequence. For a special connection between unconditional bases and Banach lat- tices see Exercise 2 in Section 10.6. ‘Theorem 1.51 has a useful consequence regarding projections. If {un} is an unconditional basis in a Banach space X, then every non-empty subset A of N gives rise to a bounded projection Py: X — X defined by Paz =P) Ontin nea for each t = 0%, anti, € X. If A= {1,2,...,n}, then Py is simply the projection P, that was introduced at the beginning of the section. Now if A is a non-empty subset of N and s € {-1,1}" is the sequence of signs defined by sn = 1 ifn € A and s, = —Lif'n € A®, then it is easy to see that Py = }(I + M,), where I is the identity operator on X. This36 1. Odds and Ends BB Oe implies ||Pal|_< }(|Mzl| +) < fu. On the other hand, if s € {-1,1)" is any sequence of signs and we put A= {n €N: s, = 1}, then we have M, = Pa — Pgs. The above imply the following inequalities. Lemma 1.58. If {un} is an unconditional basis in a Banach space, then «Sup ||Pal| 0. Show ‘that {an} has a subsequence that is a basic sequence. 81 ie well known that neither C(0,1] nor £2[0,1] has an unconditional basis; sve Corol lay 11.61.1.4, Ultrapowers of Banach Spaces 37 6. Assume that X is a reflexive Banach space with a basis {2a}. Show that the biorthogonal sequence {ci} is a basis in X*. Let 30% zp be a series in a Banach space X. (a) If-X is finite dimensional, show that %., tq converges uncondi- tionally if and only if 22, |tal| < 00. (b) Give an example of an unconditionally convergent series S32 tn such that 2 pa [lzall = o0. 8, Prove Lemma 1.45. 9. Prove Corollary 1.46. 10. Let 30%; zp be an unconditionally convergent series in a Banach space Xe Af (exyer;72)-€ tao; then show-that the series- 2°; aazra-is-norm: convergent. Moreover, show that the mapping T: £.. —> X, defined by (au,a2, is a bounded linear operator. 1.4, Ultrapowers of Banach Spaces In this section we shall discuss a technique that allows one to construct special enlargement of a Banach space that is useful in many contexts. To do this, we need the concept of a filter. Definition 1.54. Let A be an infinite set. A non-empty collection F of subsets of A is said to be a filter if: (a) DEF, (b) F is closed under finite intersections, that is, A,B € F implies ANBEF, (c) F is closed under supersets, ie..A-€F and AC B imply Be F. Since a filter F is a non-empty collection, it follows from (c) that A F and that every filter is closed under arbitrary unions. A filter F is said to be an ultrafilter if it is maximal with respect to inclusion. That is, a filter F is an ultrafilter if it is not properly included in any other filter, ic., if F CG and G is a filter, then G = F. It follows from Zorn’s lemma that every filter is included in an ultrafilter. ‘The proof of the next result that characterizes the ultrafilters among filters is straightforward. Lemma 1.55. For a filter F the following statements are equivalent. (1) F is an wlirafitter. (2) HAUBEF, then either Ae F or BEF.38 1. Odds and Ends (3) FAN BEG forall BEF, then Ac F. ‘An immediate consequence of the identity AU A° = A € F and the above result is the following. Corollary 1.56. If F is an ultrafilter, then for any subset A of A either AGF or (exclusively) A° € F. Tt is not difficult to see that if / is an ultrafilter and (),q,,A #@, then there exists a unique point 6 ¢ A such that U={ACA: be A}. Any ultrafilter of the above form is called a fixed ultrafilter. An ultrafilter U that is not fixed, ie., (ey A= @, is referred to as a free ultrafilter. ‘There is a special filter that plays a crucial role in the study of free ultrafilters. This is the filter & of all co-finite subsets of A, ic., the filter B={ACA: Av isa finite sot } A straightforward verification shows that & is a filter—called the Fréchet filter on A. It turns out that every free ultrafilter includes the Fréchet filter . To see this, let U be a free ultrafilter and let F be a finite subset of A. If F = Uzer(z} €U, then it follows from Lemma 1.55 that for some x ¢ F we have {a} €U/. This implies U =U, and so U is fixed, contradiction. Consequently, & CU for each free ultrafilter U. ‘The above conclusion yields the following properties for an ultrafilter U. © No finite subset of A is a member of U. © ITAEU, then A\F=ANF* GU for each finite subset F of A. By considering the collection of all filters that include the Fréchet filter ® and using Zorn’s lemma, we can easily conclude the following. Lemma 1.57. Buery infinite set admits a free ultrafilter. For the rest of the discussion in this section U/ will denote a free ultrafilter on N. By means of the ultrafilter we now introduce a new notion of sequential convergence in a topological space. Definition 1.58. A sequence {zn} in a topological space 2 converges to some x €Q along the ultrafilter U, in symbols, an “42 or x = limy t_, if for each neighborhood V of x the set {n €N: aq € V} belongs to U. The point x is called a U-limit of the sequence {an}. Here are a few properties of the convergence along an ultrafilter.1.4, Ultrapowers of Banach Spaces 39 Lemma 1.59. For a sequence {tn} in a topological space (2,7) we have: (1) If 9 is Hausdorff, then {1n} can have at most one U-limit. That is, in Hausdorff spaces the U-timits are uniquely determined. (2) Izy ta, then 2, Usa (3) Jf Q is metrizable and x, “+2, then there exists a subsequence {ain} of {an} such that x), x. (4) If {2a} lies in a compact set K, then 2, 4s for some x € K. Proof. (1) Assume { is Hausdorff, x, “+2 and zy “+y with « # y. Pick ‘two neighborhoods V and W of x and y, respectively, such that VW ‘Now consider the sets A={neN: EV} and B={neN: 2,6W} and note that A,B € U. This implies that 6 = ANB € U, which is impossible. Hence, a sequence in a Hausdorff space can have at most one limit along U. (2) If V is a neighborhood of z, then there exists some nig such that 1» € V for all n > ng. Therefore, {1,2,...,9}°C {nm EN: tq €V}. This implies that the set {n €N: tq € V} belongs to U4, and so lime, = 2. (3) Let d be a distance generating the topology + and assume that tnx, For each n the set An = {k EN: d{ax,z) < 4} belongs to the ultrafilter U/. Clearly, Anyi © An for each n. Next, define the sequence {rim} of natural numbers recursively by m,=min A; and mny1=min [Angi \{m1,...,ma}] for n>1 Note that mn 0. Choose some y = (y1,y9,--.) € My with lz — ylloo < €. Since y € My, the set A= {n EN: |lyql] 0. It follows that the (infinite) set B={néN: a—e < |lanl| < a+} belongs to U. Now consider the sequence y = (11; ¥2)---) € fo(X) defined by yn = 2 ifn € Band ym =0 ifn @ B. From the inclusion BC{neEN: [tm —vall =O}, we see that {n €N: |ltn — yall =O} €U. This implies z—y € My, and so y€ [2]. Now notice that [lfell| $ llulleo = sup llyal] = sup [lynl| = sup llenl] Sate. ne eB neB Since € > 0 is arbitrary, we get ||[x}|| < a. Thus, |\(x}|] = a, and the proof is finished. ‘There is a natural embedding of X into its ultrapowers. This is the mapping x ++ [(x,2,. From Lemma 1.62, it easily follows that the mapping ¢++ ((z,<,...)}, from X to Xv, is a linear isometry—which is also a lattice isometry if X is a Banach lattice. This means that if X is identified with its image in Xy, then X becomes a closed vector subspace of Xy. In other words, we can view the ultrapowers of X as enlargements of X. We summarize the above observations in the following result. ‘Theorem 1.63. Any ultrapower of a Banach space X contains X as a closed vector subspace. If X is also a Banach lattice, then any ultrapower of X contains X as a closed vector sublattice. ‘The importance of ultrapowers to operator theory stems from the fol- lowing result. |1. Odds and Ends Theorem 1.64. If T: X + ¥ is a bounded operator between two Banach spaces, then for each free ultrafilter U on N the mapping Ty: Xy > Yu, defined for each (1,202,...) € loo(X) by Tel (Cea, 20,--))) = [(P21,7225-- Is is a well-defined bounded operator that extends T and satisfies ||Ty|| = |||. In other words, the mapping T'++ Ty, from £(X,Y) to £(Xy, Yu), is a linear isometry. Proof, Assume T': X — Y is a non-zero bounded operator. Let us verify first that Zi, is well-defined. To-this end, fix = (ar,2,...) € fap and let y € [a]. Ife > 0, then the set A= {n EN: |ltmn—anll < gf} belongs. to U. From the inclusion AC {n€N: ||T2q —Tynl| < e}, it follows that {nEN: Ten —-Tynll <€} EU. So, [(Tx1,Tx2,...)] = [(Tu,Tye,-..)] in Yi, and consequently the mapping Ty is well defined. It should also be obvious that the mapping Tj: Xy — Yy is a linear operator. Moreover, if z € X, then from Ti(((z,2,...)]) = ((T2,Tx,...)], wwe see that the operator Tiy: Xy — Yy is an extension of T: X + Y. ‘To check that Ji, is bounded, notice that according to Lemma 1.62 for each 2 = (13,222,-..) € loo(X) we have [ice] = ras, Pa... Il] = tiga Pe | < Un [T+ heal U7 Higa eal = IT [el - This shows that Ty is a bounded operator and that ||Zij|| < [Tl]. Now if x € X satisfies |x|] < 1, then [Tel] = [[l(Pz,7x,...}}| = Tulle.) < till Ile, 2,-- Hence, I] = supjeycx 2] < [|Z is also true, and so |Z il < zi T||. Regarding bounded operators between Banach lattices we have the fol- lowing result whose straightforward proof is left for the reader. Theorem 1.65. For a bounded operator T: X + ¥ between two Banach lattices the following statements are true. (1) T és a positive operator if and only éf Ty is a positive operator. (2) T is a lattice homomorphism if and only if Ty is a lattice homo- ‘morphism. (3) If T is interval preserving, then so is Tyy. Corollary 1.66. If X is a Banach space, then the mapping T ++ Ty, from L£(X) to £L(Xy), is an algebraic homomorphism and a linear isometry which is a positive operator if X is a Banach lattice.1.4, Ulteapowers of Banach Spaces 43 Proof. This conclusion follows immediately from Theorems 1.64 and 1.65 amd the (easily checked) fact that if X LY Ss Z is a scheme of bounded jors between Banach spaces, then (ST) = SuTu. Notice also that (Zx)y = Ix. This implies that if T € C(X) is an ble operator, then Tyy € £(Xy) is likewise an invertible operator and w=) Exercises 1. Prove Lemma 1.55. 2. Show that if an ultrafilter / on a set A satisfies (4c, A # @, then there cxists a unique 6 € A such that @= (AC A: 6€ A}. 8. Show that every filter coincides with the intersection of all ultrafiters ‘that include it 4, Prove Lemma 1.60. 5, Let £1 be a topological space, let A be a subset of 2, and let {zn} be a sequence in 2 such that for some N GU we have x, € A for each n € N. Show that if 2,442, then @ ¢ A. Use this conclusion to show that the U-limits preserve inequalities in the following sense: If in @ Banach lattice tm “+2, yn “ry, and for some N EU we have aq > Yn for each n€N, then 2 >y. 6. For a non-zero bounded operator T: X + ¥ between two Banach spaces and a sequence {z,} in X establish the following. (0) If a -M+0 in X, then Try 40 in ¥. (b) If Tz_ 40 in ¥ and limy 2 # 0 in X, then there exist some > 0 and a subsequence {z1,} of {2} satisfying |Iz.,|| 2 9 for each n and ||Ta%, | — 0. _ 7. Lot Z bea normed space and let U be a free ultrafilter on N. If, as usual, wwe let Nu = {(21, 22,++-) € lo0(Z): zn +0}, then My is a closed vector subspace of Z, and so Zy = lx(2)/Niy is a normed space. That is, in the definition of the ultrapowers we do not need Z to be complete. ‘Suppose that X is a normed space, Y is a subspace of X, and U is an ultrafilter on N. Also, let NY = {(vis92)---) € €o(¥): ya +0} and NX = {(2iy,-..) € foo(X): tq H+0}, and define the mapping T:Yu Xu by for each y = (y1, 2s...) € lao(¥). Show that J is a linear isometry—and so, under this isometry, Yi, can be considered as a vector subspace (which is norm closed if Y is also norm closed) of Xu. 8. Prove Theorem 1.65.44 1. Odds and Ends 9. For a bounded operator 7: X — ¥ between two Banach spaces establish tthe following properties. (a) IFT is surjective, then Tey is surjective. (b) If 7 has a closed range and Ty, is surjective, then T is surjective. (c) The operator 7 is invertible if and only if Ty is invertible—in which case we have (Ty)"? = (T~)y. 1.5. Vector-valued Functions In this section, X and Y will denote arbitrary complex Banach spaces, We shall review here a few basic properties of the X-valued functions that are defined on subsets of the complex plane C. We shall pay special attention to the results that will be employed in this book. They are the analogues of the results for complex-valued functions and their proofs can often be deduced from the scalar cases—for more details regarding Banach space- valued functions see [108]. We shall refer to the basic results about complex- valued functions of one complex variable as “standard.” These results can be found in any book on complex analysis; see for instance (67). ‘We start our discussion with the fundamental properties of formal series in complex Banach spaces, Theorem 1.67. Let {a9,a1,...} be a sequence of vectors in X, let do € C, and consider the formal series DLO ryan. n= Also, let R Temaup Vimo? Where we adhere to the conventions § =00 and 0.° Then: (1) The series converges uniformly in norm on every compact subset of the open disk Dp(o).1 (2) The series does not converge in norm whenever |~ dal > BR. (8) When |A—2o| = R, the series may or may not converge in norm. Proof. (1) We consider only the case 0 < R < oo and leave the other two cases for the reader. Let K be an arbitrary compact subset of Dr(o)- If 6 = maxyex|A— Ao] > 0, then we have [A — ol < 6 < R for every X€K, and 60 5 limsupa seo Vani] <1. Therefore, if we fix some a such that 5-limsupa eo V{ldnl] 0, we define Dr(2o) = {A €C: |A~2o| no. In particular, we have |A — Aol {/Jan]) < @ for all n > no. So, |A—Ao|"|anl] < a” for all n > no and all N€ K, and the desired conclusion follows. (2) Im this case, there exists some no such that |A— Ao)" lla] > 1 for all n> no. 80, |A—Ao|"|lan|] 7 0 and this shows that for |A— Ao| > R the series cannot converge in norm. (3) The usual examples can be used to establish these claims. m Definition 1.68. A function f: O X, where O is an open subset of C, is said to be differentiable at a point Ao € O provided there exists some. (uniquely determined) x9 € X such that im )£2)= £00) ial Sa As usual, the vector zo is called the derivative of f at Ag and is denoted $00) or G2, i.e. fo) = LG = 2, A function f: O — X is said to be analytic (or holomorphic) at a point Xo € O whenever f is differentiable at every point of an open disk about Ao. Uf f is differentiable at every point of O, then f is called an analytic function. If S és a subset of C, then a function g: S + C is said to be analytic on S ifg has an analytic eatension to some open set © containing S. =| =0 ® ‘The definition of the (Riemann) integral f- f(A) dA of a piecewise con- tinuous function f: C -+ X over a continuous rectifiable curve C lying in C is defined as in the standard case. (The reader should notice that the only property required to guarantee the existence of the integral is the complete- ness of the range space.) We shall state below the most important results for Banach space-valued functions. ‘The first theorem relates the Banach space-valued integral to continuous operators and also gives a method of reducing Banach space-valued integrals to standard ones. Theorem 1.69. Let T € £(X,Y), let C be a continuous rectifiable curve lying in ©, and let f: C+ X be a continuous function. Then a( [ fo.2) f[.ru@)ar. Jn particular, for each 2” € X* we have a"( f FO) 4a) = Ih 2°(s()) da46 1. Odds and Ends Using the definition of the integral, one can prove Cauchy’s classical ‘theorem in a similar manner. We state it below for future reference. ‘Theorem 1,70 (Cauchy's Integral Theorem). Let O be a bounded open sub- set of C whose boundary 80 consists of a finite number of rectifiable simple curves, say O = Uf, C;. Assume also that each curve C; is oriented in the positive direction—in the usual sense of the theory of complez variables. If U is an open subset of C such that O C U and f:U + X is an analytic function, then f FOQ)ad bo Following the standard terminology, we say that a function f: $+ X, where S is a subset of C, has a power series expansion at some interior point Ao € § whenever there exist vectors ap, ax,... in X and some positive number r > 0 satisfying D,(X9) C Sand DO Ao)"an a0 fQ) for each 4 € D-(Ao), where (as always) the convergence of the series is assumed to be in the norm of X. Lemma 1.71. A function can have at most one power series expansion at any given point. Proof. Let Ao € S, where $ is a subset of C, and assume that DO ro)"an = SOA — A0)"bn. n=O n=O holds for each \ € D,(Xo) CS. If a* € X*, then DOO = do)"2* (an) = S90 = Ao) 2" (bn) = = for each A satisfying |A—Ao| X be an analytic function on a open set O. Then: (1) The function f has derivatives of all orders. (2) If a non-empty open subset V of O satisfies V C O and its (positively oriented) boundary consists of a finite number of rectifi- able simple curves, then the derivatives of f are given by Cauchy's classical formulas 100) = ak [) oAerran, for any m= 0,1,2,... and any y € V- (8) At any ro € V the series expansion of the function f is given by FQ) = DEA — Ao)"an, where ‘The above power series converges at least for each € D(Ao,r), where r = d(Ao, O°), the distance from y to O° =C\O. As in the standard case, a function which is defined and is analytic in C is called an entire function. ‘Theorem 1.74 (Liouville). A bounded entire function is constant. Proof. Let f: C+ X be a bounded entire function. Then for each x* € X* the function 2* o f: C+ C is a bounded entire function. So (by Liouville’s classical theorem), z* of is a constant for each z* € X*. Consequently, =°(f(A) — f(0)) = 0 for each 2* € X* and each AC. Hence, f(A) = (0) for each EC, ie., f is a constant function. In the same manner, we can establish the following uniqueness result for analytic functions. Theorem 1.75. If two analytic functions f,g: O + X coincide on a subset of O which has an accumulation point in O, then f(A) = (A) for each AEO. Let us say that a function f: O + X is weakly analytic whenever the (standard) function x* o f: © ~ C is analytic for each a* € X*. Every analytic function is obviously weakly analytic. Remarkably, as the next theorem shows, the converse is also true. Theorem 1.76. A function f: O +X defined on an open subset O of the compler plane C is analytic if and only if it is weakly analytic.43 1. Odds and Ends Proof. Assume that f: O — X is weakly analytic. Fix tg € © and then choose r > 0 such that C= {A €C: |A— Ao] = 2r} CO. Sinoe for each x* € X* the (standard) function «* o f is continuous, it follows that the set {c*(f(A)): A € C} is bounded. Hence, by the Uniform Boundedness Principle, there exists some M > 0 satisfying || f(A)|| £(X,¥) be a-continuous-operator- valued function. Show that for each 2 € X we have [Lara [Avie [HINT: Since the vectors in both sides belong to Y, it sulfices to verify that for each y* € ¥* we have (wi [[ sore) =r. [ sore) In view of Theorem 1.69, the right-hand side equals f-,9*(A(A)2) dA. Now consider the functional y* @ x on £(X,Y) and recall that for each Tin 2.1.5. Vector-valued Functions 51 L(X,Y) we have (y* @ 2,7) = (y*,T). So, on one hand (ves, [ ayer) = (v5 [f aayai]e)) and on the other hand, applying y* @ x to the operator Jj, A(A) dX and using again Theorem 1.69 we get (ves [aca)= [orenama= f ruona ‘Therefore, (ves fama) = [Larral@ =f aeyea.) 4, This is @ generalization of Theorem 1.76. Let X be a complex Banach space and let G be a (not necessarily closed) norming subspace of X*, that is, there exists a constant 7 > 0 such that sup{|o"(x)|: 2" €G and |ja*| <1} 2 yall for each « € X. Show that a continuous function f: + X defined on an open subset © of the complex plane C is analytic if and only if the scalar-valued function 2* o f is analytic for each 2" € G. 5. For a continuous function A: O + £(X,¥), where O is an open subset of C, show that the following statements are equivalent. {a) The function 4+ A(X) is analytic on O. (b) For each z € X the Y-valued function g(A) = A(A)z is ana lytic on ©. (¢) For every « € X and y* € ¥* the standard complex-valued function eu Q) = (AQ)2, 9°) =u" (AQ)2) is analytic on O. 6. For each r > Olet Ap ={A€C: [A] >r}. Assume that X is a complex Banach space and for some r > a function f: dr X is analytic having the Laurent series expansion f(A) Acq on the open annulus Ay, Show that lim,-.o f(M) = 0 if and only if cy =0 for each n=0,1,2, 77. Assume that two points a and b in a topological space X are joined by a curve C. If C'is covered by a collection V of open sets, then show that there exist (not necessarily distinct) sets Vi,Vo,...,Vq in V such that: (a) @€V; and DE Vp, (b) CCWUUWBU-- UV, and (c) ViiViga # @ for each i= 1,2,...,n—1 (Such a collection Vi, Va,...,Va of open sets is called a chain of open sets covering the curve C)52. 1. Odds and Ends 1.6. Fundamentals of Measure Theory ‘The purpose of this section is to present some measure theory that will be needed throughout this book. This material will be employed especially heavily in Sections 5.1 and 5.2 for the development of a self-contained theory of integral operators. The material selected is quite standard and can be found in many texts on measure theory. The book [81] is our primary reference here. ‘We begin by establishing some notation and terminology. The generic measure space in.our discussion will be denoted by (5,7), where 2 is a set, I is a o-algebra of subsets of 2, and s is a o-additive measure on 5. A function f: 9 — Ris said to be E-measurable (or simply measurable) if £71(B) € 3 for each Borel subset B of R. The collection of all measurable functions is vector space. Two functions f,g: 2 — R are said to be r-almost everywhere equal (in brief 1-a.e. or simply a.e.) whenever J(w) = g(w) holds for r-almost all w. That is, f and g are equal almost, everywhere if there exists some A € E with (A) = 0 such that f(w) = gw) for all w ¢ A. Almost everywhere equality defines an equivalence relation on the vector space of all measurable function. Tt is easy to see that under the algebraic and lattice operations defined t-a.., the set of all equivalence classes is Riesz space. This is the very important Riesz space Lo(). Definition 1.79. The Riesz space of all equivalence classes of measurable real functions on Q is denoted by Lo(%, 5,7) or simply Lo(m) As usual, we identify the equivalence classes with functions and agree ‘that two arbitrary measurable functions f, 9: % + R are equal if and only if J(w) = g(w) for n-almost all w. With this agreement in mind, a measurable function f can be changed (or can even be left undefined) on a set of m- measure zero and still represent the same class as f. For a proof of the next result, see Exercise 5 at the end of the section. ‘Theorem 1.80. If x is o-finite, then Lo(m) is a Dedekind complete Riesz space-with the countable sup property. ‘Theorem 1.80 shows that when we deal with o-finite measure spaces, the various order related notions in Lo(2r) can be described by their sequential analogues. For instance, the concept of o-order continuity (for functionals and operators) coincides with the concept of order continuity. When dealing with Riesz spaces satisfying the countable sup property, it is a common practice to use the general standard terms (like order continuous operators, order continuous functionals, order closed sets, etc.) while only sequences are needed to verify their definitions. Let us recall three basic types of convergent sequences.Fundamentals of Measure Theory 53 Definition 1.81. A sequence {aq} in Lo(z): (1) converges pointwise n-a.¢. to some x € Lo(m), in symbols, IqP4 OF Bn + 2 H-0.0,, if nw) + 2(w) for r-almost allw € 2, (2) converges relatively uniformly to some x € Lo(m) if there ex- ists a positive function u € Lo(m) (called the regulator of the convergence) such that jor each ¢> 0 there exists some k so that an —a| Seu holds for all n> k, and (8) converges in measure to some = € Lo(n), in symbols, ty Fa, ‘if for-each.¢ >0.and for each A €3. with x(A) < co we have slim m({w € A: |ap(w) —2(e)|2 ¢}) = 0.7 Convergence in measure is characterized as follows. ‘Theorem 1.82. Let x be a a-finite measure space. For a sequence {aq} in Lo(m) the following are equivalent. () a0. (2) Buery subsequence of {tm} has a subsequence that converges point- wise n-a.e, to zero. (8) For each A € © with m(A) < oo we have lim, f4 72 dm = 0. Proof. We can assume that {zn} is a positive sequence. (1) => (2) Fix some A € © with (A) < 00, and let {yn} be a subse- quence of {tn}. Also, for each ¢ > Olet An(e) = {w € A: ya(w) > ¢}. Since ‘n+, it follows that for each € > 0 we have r(An(e)) —+ 0. In particular, ‘an inductive argument shows that there exists a strictly increasing sequence {kn} of integers such that (Ay (2))-<-gr-holds for-all-m.> ky. If we let Br = Use: Am(}), then it is easy to see that By | @ 7-a.e. This implies Veq() = 0 for a-almost all w € A. That is, we have shown that for each A&E with m(A) < co and for each subsequence {jm} of {zn} there exists a subsequence of {yn} that converges -a.e. to zero on A, Next, pick a sequence {Mn} SB with 7(%n) < 00 for each n and Qn 1 2, and let {yn} be a subsequence of {2}. Then, using the preceding conclusion, an easy inductive argument shows that for each n there exists a sequence {enq! k= 1,2,...} such that: # {21,4} is a subsequence of {yn}. 12 The reader should be warned that this definition of convergence in measure ia less restrictive ‘than the standard definition, where a sequence {zn} in Lo(n) converges to # € Lo(n) in measure If for each € > 0 we have limin-vao ™{(w € M: |en(w) ~ (w)| > ¢}) = 0. In practice, only sets of finite measure are important ancl this is why we resttiet our definition to sets of nite measure,54 1. Odds and Ends © (enue: k= 1,2, © nk Aes? 0 On My. If we let z, = cpm (the diagonal sequence), then {z,} is a subsequence of {yn} that converges x-a.e. to zero on Q. (2)=+ (8) Fix some A € B with m(A) < 00, and assume contrary to our claim that J, 732d 7 0. Then there exist a subsequence {yn} of {eq} and some € > O'such that [, ri-dr > ¢ for each n. The validity of (2) guarantees that there exists a subsequence {2} of {un} such that 2-240. Since 744 -B»0 and.0.< 734 < Lon A, it follows from the Lebesgue Dominated Convergence Theorem that J), 72d + 0. However, this contradicts f,, +3- dn > ¢ for each n and the validity of (3) has been established. (3) = (1) Assume that some A € B satisfies (A) < oo and let ¢ > 0. Also, let An = {w € A: on(w) > €}. From the fact that t > ¢ if and only if th > rh it follows that A, = {w € A: i, > 56}. This implies EA 2 PGXAns and consequently rir (An) Jf steadns [ st5dn— 0, Thus, 7(An) 0, and this proves that t,-+0. mt }} is a subsequence of {n,4: Corollary 1.83. Pointwise convergence in Lo(m) implies convergence in measure, iLe., on -P+2 in Lo(z) implies tT. ‘The next few results contain some basic properties of sequences in Lo(m).. ‘These results as well as some additional properties can be found in Section 71 of the book by W. A. J. Luxemburg and A. C. Zaanen [225], or in Chapter VI of the book by B. Z. Vulikh (328). Lemma 1.84. I/{x,} C Lo(m) and x is o-finite, then there exists a sequence of positive scalars {An} such that the sequence {Antn} is order bounded in Lo(n). Proof. Let {n} be a sequence in D such that QT and 7(Q_) < 00 for each n, and fix some sequence {z,} in Lo(m). Replacing {tn} by {len|}, we can assume that each 2, is 0 positive function. Since for each fixed n we have tn Ak 1, 1} converges uniformly to 2, on An. In particular, there exists a strictly increasing sequence {ky} of natural numbers such that lern(w) A fin ~ @n(ts)| < 1 for each w € An. This implies (1) < 1-+ hn for each w € An. By letting An = abe, we get Anta(w) < 3 for each w € An.1.6. Fundamentals of Measure Theory 85 Now, if we let A = liminf An = U4 f2m Aes then A € B and for each w € Awe have \ntn(w) + 0. Moreover, for each n,r € N we have r(Qn\A) = 1(\ UF) Ae) 1is arbitrary, (M, \ A) = 0, and this guarantees that 7(\ A) = 0. ‘Therefore, if we let x(w) = sup(Antn(w): m > 1}, then x € Lo(r) and 0 ng and all w € Ay. Let Ay = 1 ifn < mj and My = k ifn Sn < mes. Then Ap T 00 and clearly if © EN Rm Ak and FSM, thelt Ay|tia(W)| < } for all n > ng. This implies Dnin(w) —> 0 for each w € (\p_ Ax. In particular, we have Antn(w) — 0 for cach w € A = liminf A, = US, mAk- Since (as in the proof of ‘Lemma 1.84) we have 7(9\ A) = 0, the latter shows that Anan —2+0. In Lo(m) the notions of pointwise convergence, order convergence, and relative uniform convergence coincide. Corollary 1.86. If 1 is o-finite, then for a sequence {rm} C Lo(m) and some x € Lo(m) the following statements are equivalent. (1) The sequence {en} is pointwise convergent to 2, i.¢., tq -P+-. (2) The sequence {au} is relatively uniformly convergent to x. (3) The sequence {xn} is order convergent to 2, i.e., tp -2+.56 1. Odds and Ends Proof. (1) => (2) Let t,-2+2. By Theorem 1.85, there exists a sequence {An} of positive scalars satisfying Xy T 00 and An(2tq—2)-2+0. Now con- sider the function y = sup{Aqlzn — 2|: n € N}. Then y € Lo(n) and len — 2| < by for each n. This shows that {z,} converges relatively uni- formly (with regulator y) to zero. (2)=+ (8) Pick a function u € Lo(7) and a sequence {kn} of strictly increasing natural numbers with ky = 1 such that |tm — | < 4u for each m > kp. Now for each n let my be the unique natural number such that Kang S11 < rng-ta and put én = bo. Clearly én | 0 and [tq —2] < ents holds for each n. This shows that tp -+ x. - (3) =>) Obvious. = In particular, note that fn 1 f in Lo(m) is equivalent to saying that Jaz) 1 f(w) for t-almost all w € 9. The Lo(7)-spaces also satisfy the diagonal property. Theorem 1.87 (The Diagonal Property). Suppose that m is o-finite and {zn} is a double sequence in Lo(m) such that for each n we have 2a Bas? 0: Then there ezists a sequence {yn} C Lo(m) and a strictly in- creasing sequence {In} of natural numbers such that yp, | 0 and [mel < Un for all k ky and each n.38 Moreover, if \tn,4| < x holds for all n and k, then we can take the sequence {yn} to satisfy yx < @ for each n. Proof. By Corollary 1.86, for each & there exists some u, € Lf(m) such that the sequence {z»,4: k > 1} is relatively uniformly convergent to zero with respect to the regulator un. Now, by Lemma 1.84, there exists a sequence {An} of positive scalars and some u € Lj (m) such that Ant < u for each n. Put yn = du and note that for each fixed natural number n there exists an integer kp such that |tn4| < 4%un < Lu for all k > ky. An easy inductive argument shows that {kn} can be taken to be strictly increasing. If |n,,| <@ holds for all'n: and k; then let y= 2A (4u). ‘The order bounded subsets of Lo(m) are characterized as follows. Theorem 1.88. When 7m is o-finite, then a subset D of Lo(m) is order bounded if and only if for each sequence {tn} © D and for each sequence An} of sealars with Ay | 0 we have Antin + 0. 18.4 Rios space satisfying this property is referred to as a Riess apace with the diagonal property.1.6. Fundamentals of Measure Theory 37 Proof. Let D be a non-empty subset of Lo(7). If D is order bounded, An |. 0 in Rand {z,} C D, then clearly dyn 2+ 0. For the converse recall that (by Corollary 1.86) order convergence and pointwise convergence of sequences in Lo(m) coincide. Now assume that the set D satisfies the property: (P) If{an} CD and An | 0 iM R, then Aun (ws) + 0 holds for m-almost allw EQ. ‘We must show that D is order bounded in L9(n). Since D is order bounded if'and only if the set [D|= {|z| a € D} is order boutided and the set |D] clearly has property (P), replacing D by |D|, we can assume that D C L (1). Also, since D is order bounded if and only if the set 14+D = {1+2: x € D} is order bounded and the set 1+ D has property (P), replacing D by 1+D, wwe can assume that each x € D satisfies 2(w) > 1 for x-almost all w € 2. Furthermore, the set D! = {wAk: x € D and k € N} satisfies property (P) and has the same upper bounds as the set D. So, replacing D by D’, we can also assume that D consists of bounded functions and that each k € N dominates some function in D. Next, let C denote the set consisting of all finite suprema of the functions in D. Clearly, D and C have the same upper bounds, and it can be easily shown that C likewise satisfies property (P); see Exercise 7 at the end of the section. Thus, replacing D by C, we can assume furthermore that D is also closed under finite suprema, Now for each k let Dy = {2 ¢ D: « < K}. Since each Dy is or- der bounded (and non-empty by the preceding discussion), it follows from the countable sup property of Lo(m) (see Theorem 1.80) that there ex- ists a sequence {ck: n = 1,2,...} © Ds such that ck Tt supD,. Let vm = ViLy ai, € D. Clearly, yn 7 and we claim that the function y defined by y(w) = sup, Yn(w) belongs to Lo(). If this is not the case, then there exists a B € © with r(B) < co such that ya(w) 7 00 (or, equivalently, gatay | 0) for each w € B. By Egorov’s theorem, we can assume that j- converges uniformly to zero on B. ‘This implies that there exists a strictly increasing sequence {rg} of natural numbers such that =, < 2 for all w € Band all n. That is, 4ym,(w) > 1 holds for all w € B and all n. However, the latter conclusion contradicts property (P), according to which 2um,q2+0. This contradiction shows that y € Lo(m). To finish the proof note that y is an upper bound of D; in fact, y = sup D in Lo(n).58. 1. Odds and Ends Corollary 1.89. For an operator T: E+ Lg(z'), where and x! are two o-finite measures and B is an ideal in Lo(m), we have the following. (a) fT is o-order continuous, then T is regular. (b) If for each order bounded sequence {aq} in E that satisfies cp 2+0 we have Tay 2+0, then T is o-order continuous—and hence it is a regular order continuous operator. Proof, (a) Fix x € B+. For any sequence {zn} C (0,2] and any sequence {An} of scalars with Ay | 0, we have 0 < Antn < Anz | 0. This shows that Antn-2+0 in Eyand so by the a-order continuity of T we get nTzn-%+0. From Corollary 1.86, we obtain \yT_2+0, and hence, by Theorem 1.88, the set T[0,z] is order bounded in Lo(z"). Therefore, in view of Theo- rem 1.16, T is a regular operator. (b) Let 2-290 in E. This implies that {2} is an order bounded se- quence and 2, 2+0. By our hypothesis, Tz, +0. Now a glance at Corol- lary 1.86 shows that Tz, -°+0, and so T is o-order continuous. @ ‘When a measure space (9, 3,7) is o-finite, then (as we saw in Theo- rem 1.80) the Riesz. space Lo(r) is Dedekind complete, and hence the ideals in Lo(m) are Dedekind complete Riesz spaces in their own right. In particu- lar, the classical Ly()-spaces (0 < p < 00) are all Dedekind complete. For 1 proof of the following important density property of order ideals in Lo(m) see Exercise 13 at the end of the section. Lemma 1.90. [f (9,2,7) is a o-finite measure space and J is an order dense ideal" in Lo(r), then for each function x € Lo(m) there exists a sequence {am} C JOLa(x) such that |q| < |x| for cack n and aq(w) + 2(es) for x-almost all w € 2. If, in addition, x € L}(m), then the above sequence {tn} can be chosen in J* 1 La(m) and increasing, i.¢., satisfying 0 < oq © in Lo(m). Recall that if z: 9 + Ris a function, then the support of z is the set Supper ={w EM: 2(u) #0}. Corollary 1.91. If m is a o-finite measure and J is an order dense ideal in Lo(n), then for each function x € Lo(r) there exists a disjoint sequence {Va} CE such that xy, € J, *(Vq) <00 for each n and Supp = Use Va- In particular, there is a disjoint sequence {Mn} in 3 such that ™(Qq) < 00 for eack n, 2= 1% and each xq, € J. 14 Recall that a Riesz subspace G of a Riesz space H is order dense if for each 0 <2 € H there exists some 0 3}, thon Suppa =U. A. From xag 0}, and note that m(C) > 0 and C C Cg. From the definition of the set Cx, it follows that there exists some g € J* such that 9 #0 n-a. on C. This means that the measurable : g(w) > 0} satisfies 7(@) > 0. Moreover, the sequence {f Ang} C EB satisfies f Ang 7 fxo. Therefore, fyq € E, and thus 0< fxe $f. This shows that E is order dense in the band B. Since E is a band, B= B. (Notice also that B can be identified with Lo(Cz,7).) (0) This follows immediately from part (b). Definition 1.93. If E is an ideal in Lo(x), then the w-a.e. unique measur able subset Cp determined in part (a) of Theorem 1.92 is called the carrier (or the support) of the ideal E. It should be noticed that the order dense ideals in Lo(m) are precisely the ideals whose carriers coincide (r-a.e.) with 2. Now let H be an ideal in Lo(mr). Since the measurable sets of the measure space (Cp,Ecg,11), where Bc, = {ANCs: A € Z}, are precisely the restrictions of the measurable subsets of © to Cp (see [82, Problem 15.7, p. 125)), it follows that the band generated by E in Lo(rr) can be identified with Lo(Cg,m) = Lo(Cz). In other words, we have the following result. Lemma 1.94. If E is an ideal in Lo(n) and Cg is its carrier, then B is order dense in Lo(Cz). We proceed with a brief discussion of Carathéodory’s classical extension of measures defined on semirings, Recall that a collection I’ of subsets of a set X is said to-be a semiring if - () der.Fundamentals of Measure Theory 61 (2) A,B eT imply ANBer. (8) A,B 7, then A\ B ean be written as a finite disjoint union of sets from P. A (set) function m: I’ —+{0, oo] defined on a semiring I is called a measure if m() =0 and mis o-additive. As usual, the latter property means that if AGT isa disjoint union of a sequence {dy} in Tie, if A= US An Ap = @ for n # , then m(A) = Sy m(dq). ‘The Carathéodory extension of m (or the outer measure generated by m) is the outer measure m*: 2X —+ (0, 00] defined by m*(A) = int m(An): {An} CP and AC U An} = =a with the convention that inf @ = oo. Recall that a subset E of X is said to be m-measurable if m*(A) = m*(ANB) + m"(ANE*) for each A CX. It is well known that the collection Bm = {A € 2%: A is m-measurable} is a o-algebra. The relationships between this o-algebra and the initial semiring I’ as well as between m* and m are summarized in the next classical ‘theorem due to C. Carathéodory; for details see (81, Chapter 3] ‘Theorem 1.95 (Carathéodory). Let m:T — [0,00] be @ measure on a semiring. Then the Carathéodory extension m* of m restricted to Din is a measure that extends m, é.e., m*(A) = m(A) for each A €T and every member of T is measurable, i.e., TC Bm. Moreover, we have the following three important properties, (a) The measure m*: Bin — [0,00] is comipleie, i-e., m*(A) = 0 implies AEEm (b) If another semiring Py satisfies 1 CT, C Eq and we consider m* restricted to T1, then the outer measure generated by the measure m*: Ts — [0,00] is precisely m*; in particular, (m*)* = m*. (c) Ifm iso-finite and is another semiring satisfying ! CT © Dm, then the restrictiqn of m* to Ty is the only extension of m to a measure on. Jn order to avoid introducing unnecessary symbols, it is customary to denote (with some abuse of notation) the outer measure m* on Zn, by m. again, Accordingly, the symbols Ly(m) and L;(m*) denote the same Riesz, space L1(X,Zm,m*). Similarly the symbols Lo(m) and Lo(m*) denote the Riesz space Lo(X,Em,m*).62 1. Odds and Ends ‘The next result presents a very useful characterization of non-negative functions in terms of their integrals. Lemma 1.96. Let m: T — {0,00] be a measure on a semiring. Then for a function f € Iy(m) we have: (1) f 20 m-we. if and only if [, f dm > 0 holds for all AE T with m(A) < 00. (2) f=0 mae. if and only if fy fdm =0 holds for all A €T with m(A) < 00. In the study of integral operators; two basic results from the theory of —— iterated integrals will be needed. To state these results we need to recall the definition of the product measure of two measures. To do so, let (S, D1, 12) and (T,2,v) be two measure spaces. Any subset of S x T of the form A x B, where A € 3; and B € Be, is called a rectangle. The collection of all rectangles is denoted by Di x Ea. ‘This is a semiring and the familiar “length x width” formula (ux v)(A x B) = w(Ao(B) defines a measure on 5; x Dp. This measure is called the product measure of and v. The Carathéodory extension procedure extends the measure Xv from 3} x Bp to the measure (yx v)* on the o-algebra Eyre, of all 4X v-measurable sets. In accordance with our agreement, we will often write Xv instead of (u x v)*. The o-algebra generated by D x Eq is denoted by £1 @¥Z2 and is referred to as the product o-algebra. We have the following obvious inclusions: Ey x Lp CE, @ Ly C Dyxv. For a detailed discussion of product measures see (81, Section 26]. Consider now a function : Sx T — R. We say that the iterated integral [; [5 /(s,t) du(s)dv(t) exists if the following are true: (1) For v-almost allt €T the function f(-,4) is p-integrable. (2) The function g(t) = fx f(s,t) du(s) is v-integrable over T. ‘The value of the iterated integral [7 [5 f(s,) du(s)dv(t) is computed by starting with the innermost integration and then continuing with the outside integration as follows: [ tera [[ [rena] oo. ‘The meaning of the iterated integral fy fr /(s,t) dv(@)du(s) is analogous. ‘That is, Lf teoaenaney= [Lf rend] aus).Fundamentals of Measure Theory 63 Recall that a function f: Sx T — R is measurable (or, more precisely, 4xv-measurable if reference to the measure is necessary) if f is measurable with respect to the o-algebra Ejxy, that is, f-"(B) € Bex, for each Borel subset B of R. A function f: S x T — R is said to be jointly measurable if f is measurable with respect to the o-algebra 2 @3z. That is, f-"(B) € 1 ® Zp for each Borel subset B of R. ‘The iterated integrals of 4. x v-measurable functions are associated with ‘ very important classical result known as Fubini's theorem. For a proof see (31, p. 167]. ‘Theorem-1,97-(Fubini)=If-frS-% Tr Ris a-px-veintegrable function; then both iterated integrals exist and f,Fawer= fi [tonaneyane = f I se. areyans A very useful converse to Fubini’s theorem is known as Tonelli's theorem; see [81, p. 168] for a proof. Theorem 1.98 (Tonelli). Let (5,21, 4) and (T,Z2,v) be two o-finite mea- sure spaces, and let f:S xT —R be ap x v-measurable function. If one of the iterated integrals [fireoianeaoe of [inentavteants) exists, then the function f is yx v-integrable—in which case the other iter- ated integral exists as well and ffdwrr= ff [rename = ff senate rans lon I Js Is be ‘The next result presents some basic measurability properties of js x v- measurable functions. Lemma 1.99. Assume that (S,3;,u) and (T,D2,v) are two o-finite mea- sure spaces and let f: Sx TR be a x v-measurable function. Then: (1) For v-almost all t € T the function f(.,t) is u-measurable. (2) For y-almost all s € S the function f(s,+) is v-measurable. If f: Sx TR is jointly measurable, then f(+,t) is Z,-measurable for each t € T and f(s,-) is v-measurable for each s € S. Proof. We establish the validity of (1) only. Since J = [y(t x v) is an order dense ideal in Lou x v), Lemma 1.90 is applicable to the function f and so there exists a sequence {f,} C J and a subset A of S x T such that (ux v)(A) = 0 and fn(5,t) + f(s,t) for all (5,2) ¢ A. (x)64 1. Odds and Ei By Fubini’s Theorem 1.97, it follows that for each n the function fy(-,t) is seintegrable for v-almost all z. So, there exists a set Ni € 2 such that v(N,) = 0 and fn(-,t) is ¢-measurable for all t ¢ Ny. Since (s1 x v)(A) = 0, it follows (from Fubini’s theorem again) that the sets Ay = {9 € S: (8,t) € A} are p-null sets for almost all ¢. ‘That is, there exists some Np € Zp such that v(N2) = 0 and y(A;) = 0 for each t ¢ Np. Then N = Ny U.No € By and v(N) =0. Fix any t ¢ N. For each s ¢ Ay we have (s,t) ¢ A and so from (x), we get fa(s,t) + f(s,t), ie, the sequence {fn(-,2)} of p-measurable functions satisfies f,(s,t) + f(s,t) for each ¢ ¢ Ay. Thus, f(-,t) € Zo(4) for each t¢N,as desired. w For a proof of the next result see [82, Problem 20.16]. See also Exer- cise 16 at the end of this section. Lemma 1.100. If (S,51, 1) and (T,¥2,v) are two arbitrary o-finite mea- sure spaces and f: Sx T + R is a x v-measurable function, then there exists a 51@Ba-measurable function g: SxT — RB such that f = 9 wxv-ae. A real number M is said to be an essential upper bound of a function f::0— |-00, 00] if f(w) < M holds for z-almost all w € Q. The essential sup of f (denoted esssup f or esssup,en f(w)) is defined by esssup f = inf{M ER: M isan essential bound of f}. If f does not have any essential upper bounds, then—as usual—we let esssup f = inf = co. The function f is essentially bounded above (or simply bounded above) if it has an essential upper bound (or, equiv- alently, if esssup f < oo). The essential infimum of f (denoted essinf f or essinfyen f(w)) is defined analogously. We have essinf f = —esssup (—f). ‘The essential sup norm (or simply the sup norm) of a function 2 —+ [00,00] is denoted by |/ljoo and is the essential supremum of the function |f|. That is, Uflleo = esssup|f| = inf{M > A function f is said to be essentially bounded (or simply bounded) if [f| has an essential upper bound or, equivalently, if [flo < 00. It is easy to verify that the sup norm satisfies the three axioms of a norm. That is, for arbitrary functions f,g: 2 — [-oo, 00], we have: (2) [Flee = 0 and |[flloo = 0 if and only if f = 0 rae, (2) lle lleo = lel IIflloe for each scalar a. (3) IIF + alleo $ IF llee + Ilglloo : M is an essential bound of ||}1.6. Fundamentals of Measure Theory 65 ‘The collection of all essentially bounded functions in Lo(rr) is denoted Lso(M, B57) oF simply Leo(7). The Riesz space Lao() equipped with the norm || le is a Dedekind complete Banach lattice. Lemma 1.101. The essential sup norm satisfies the following properties. (1) GOS fat f in Lo(n), then || fulloo T llflleo- (2) If G is a non-emply order bounded from above subset of Li(n), then ve have ||supseg gn. = SUPyc¢ llglleo or, equivalently, esssup [sup g] (w) = sup [esssup g(w) ] west 960 9 ue Proof. (1) Let ||falloo T & Clearly, £ < |[flloo. If f = 0 7-a.e., then the conclusion is trivial. So, assume that f > 0, and let 5 < ||flloo. Obviously, the measurable set D = {w € 9: j(w) > 4} has positive measure. If Ilfalloo < 5 holds for each n, then it is easy to see that fn(w) <6 for x-almost allw € D. This shows that fn(w) {(w) for n-almost all w € D, which is a contradiction. Hence, 5 < || alloo < @ must hold for some n. Since 5 < || flloo is arbitrary, the latter implies that £ > || flo. Consequently, = || flloo, and hence |Ifalloo 1 Il flloo (2) Let f = supgeg f in Leol14). From 0 < 9 < f, we get ||glloo < Ilflleo for each g € G. Consequently, supyeg ||glloo < Ilflloo- If [| flloo = 0, them the conclusion is trivial. So, assume that | fl|oo > 0. Fix 0 <4 < [lflloo- ‘Then the measurable set D = {w € 2: f(w) > 5} must have positive measure. If supgeg l|glloo <6, then let h = fxne + 5xD, and note that g 5 for each 0 < 5 < |ifllco- This shows that supyeg [Iglloo > [[flloo. amd 80 supyeg [Igloo = IIflloo- & A normed Riesz space B is said to satisfy the Fatou property whenever 0.< 21 z implies |lzall T l[z\]. When H has the countable sup property, the Fatou property is equivalent to the o-Fatou property: if 0 < ap 1, then llenl| T l[x||. Lemma 1.101 shows that Loo(r) has the Fatou property. In general, every AM-space with unit (as defined after Definition 3.1) satisfies the Fatou property.66. 1. Odds and Ends Exercises 1. Let B be a Riesz space with the countable sup property, and let D be a subset of E such that the supremum u = sup D exists. Does there exist ‘a countable subset D; of D such that for each x € D there is an element ae Dy such that a> 2? (Any subset D; of D with this property is called cofinal in D.) Let B be an Archimedean Riesz space satisfying the countable sup prop- erty and having a weak unit. Show that for each non-empty subset D of E there exists a countable subset Dp of D such that Dp has the same set of upper bounds as.D. That.is, whenever u € J satisfies w > a for each © € Do, then w > = for each x € D. 3. Let (9, ,7) be a measure space, and let 5 be the collection of all subsets of © that can be written in the form AAM, where A ¢ Band MCN for some N € © with a(N) =0. (As always, AAM = (A\ M)U(M\ A) is the symmetric difference of the sets A and M.) Verify that: (a) Sis a o-algebra and HCD,. (b) The function #: 5 — (0, co}, defined by #(AAM) = x(A), is well defined and extends from E to a measure on 3, _ (©) If some A € Ey satisfies x*(A) < oo, then A € . In particular, 7 is a complete measure, that: is, if come subset A of 2 satisfies 1*(A) =0, then A € 8, () If r is o-finite, then = 5,. 4, Let J be an ideal in some Zo()-space and lot {zn} be an order bounded sequence in J. Show that zy -2+2 in J if and only if z(w) > u(w) for realmost all w € 2. (HINT: Assume lan| 0, and then select some v € G withO 0. ). We say that: a sequence {z,} in some Lo(r) is +-convergent to x (in symbols, zn +2) if every subsequence of {mm} has « subsequence that converges pointwise x-almost everywhere to 7. Let (85,77) be a a-finite measure space and let A be a measurable set of finite measure. Also let ¢: A —+ R be a 7-integrable function such that (i) > 0 for r-almost all w € A. Show that for each sequence {B,,} ‘of measurable subsets of A the following statements are equivalent: (a) xe, +0. (b) xB, +0. (©) Jp, dar —0. (@) x(B,) 0. Asoume that (92,7) is a g-finite measure space and that a sequence {Qn} C E satisfies (Mn) < oo for each n and U2, = 2. Suppose also thet 4: (0,00) — [0, 0) is a continuous strictly increasing bounded fanction with 4(0) = 0; for instance, let o(t) = zz or $(t) =1—e-*. Show that a sequence {rm} C Lo(n) satisfies 2, +0 if and only if ‘Tin Ja, lenl) dx = 0 for each k Let (9,5, m) be a o-finite measure. Fix a sequence {4} in @ such that 0 < #(M) < 00 for each & and 2 = Ue2, Ms. Also, define the function p: Lo() —*[0,00) by ss ‘2 ole) = Dae ats Feo Show that for a sequence {r,} C Lo(m) and a function z € Lo(m) the following statements are equivalent. (2) tHa. (b) For each k we have lim fr, q#a=2h de = 0. (©) im p(en —2) =0. Let (S,51,y) and (T,Z2,v) be two measure spaces. If f: $x TR is jointly measurable, then f(-,t) is Sy-measurable for each ¢ € T and J(s,-) is v-measurable for each s € S.Odds and Ends 13. Prove Lemma 1.90. (HINT: Note that L1(n) is an order dense ideal in o(rt) and that the intersection of two order dense ideals is an order dense ideal. ] 14, Prove Lemma 1.96. 16. Let I be a semiring of subsets of set, and let 6,€: I —+[0, 0) be two set functions such that: (4) < (A) holds for each A ET If0 is finitely additive and € is « measure (i., countably additive) then show that @ is also a measure, 16. Establish the following property of the product measure: If the measures wand v are o-finite, then for each set C € Byxv and for each ¢ > 0 there exists a set of the form D = Ut_, An x Bn, where An € Ey and By € Dy for each n, such that (1: x v)(CAD) 0 such that Wel] > asl] for each x €X. Equivalently, T is bounded below if there exists some y > 0 satisfying |x|] > for all xX with |x|] = 1.70 2, Basic Operator Theory SA, Basic Operator Theory ‘The negation of the preceding definition can be formulated in terms of sequences as follows. Lemma 2.2. An operator T: X — Y between two normed. spaces fails to be bounded below if and only if there exists a sequence of unit uectors {2n} in X such that ||Tzpl} — 0. ‘The proof of the next result is left for the reader. Lemma 2.3. An operator T: X -+ Y between two real normed spaces is bounded below if and only if Te: Xe — Ye is likewise bounded below. In the next simple lemma we collect some properties of bounded below” operators which will be useful in our work. Lemma 2.4, Let X and Y be normed spaces and let T € L(X,Y) be a bounded below operator. Then: (1) T is one-to-one. (2) IfS € L(X,Y) is close enough to T, then S is also bounded below, i.e, the set of all bounded below operators from X to Y is an open subset of £(X,Y) Proof. (1) Clearly Tx = 0 implies x = 0. (2) Let ||T2\| > 7\|zl) for each x € X and suppose that another operator S in L(X,Y) satisfies |S — 7] < }. Now if « is a unit vector in X, then sel, = [6-724 Tall = [Tall - [\($ - T)2I] 7-IS-T>7-F=F>0, which shows that S is also bounded below. ‘The bounded below operators between Banach spaces are characterized as follows. v ‘Theorem 2.5. A continuous operator T: X — Y between Banach spaces is bounded below if and only if T is one-to-one and has-a closed range. Proof. Let T: X — Y be a continuous operator between Banach spaces. Assume first that ||T'z|| > -l|2|| holds for all « ¢ X and some > 0. Clearly, T is one-to-one. Next, if Tt, — y in X, then from [Peq~ Tal] = P(e — zm)l] = kta — tll, we see that {en} is a norm Cauchy sequence. If 2q -» 2, then Tr, + Tx, and so y = T's, proving that T has a closed range. _ For the converse, assume that T has a closed range and is one-to-one. By the Open Mapping Theorem, the operator I: X —» R(T) has a continuous2.1. Bounded Below Operators a inverse. So, for some ¢ > 0 we have ||T-"yl| < elly for all y € R(T). Letting y=Tz, we get Tel] > 4|la|| for all ee X. Corollary 2.6. Ij « bounded operator T: X — ¥ between Banach spaces has a closed range and a finite dimensional null space, then every operator SE L(X,¥) close to T has also closed range and a finite dimensional null space such that dim N(S) < dim N(T). In particular, the collection of all bounded operators in £(X,Y) having a finite dimensional null space and a closed range is an open subset of £(X, ¥). Proof. Assume that-a bounded operator T':-X-—+-Y- between Banach spaces has a closed range and a finite dimensional null space. Since V(T) is finite dimensional, it is complemented in X; see Exercise 6 of Section 4.1. So, there exists a closed subspace V of X such that N(T) @ V = X. In particular, T: V — R(T) is an isomorphism. Fix some ¢ > 0 such that 2¢|[2|| < |{T2l] for each x € V. Now let S € £(X,Y) be an operator satisfying |T7—S] < «. ‘Then for each x € V we have [Sal] > Tel] ~ [Px — Sel] > 2el.x|| ~ elix|| = ea) This shows that the operator $ is bounded below on V, and so its range S(V) is a closed subspace of Y and S is oie-to-one. Now note that S(X) = S(N(Z)) + S(V) and that $(NN(7)) is a finite dimensional vector subspace. Since $(V) is closed, it follows that $ has a closed range; see Exercise 1 in Section 3.4. Finally, a look at Exercise 6 at the end of the section shows that dim N(S) (2) follows from Theorem 2.5. Now let {Tn} © £(X,Y) be a sequence of surjective operators between two Banach spaces, and assume that ||, —T'] + 0 for some operator T in £(X,Y). It should be clear that T may easily fail to be onto. For example, if S is a surjective operator, then the sequence of surjective operators {15} converges to zero. However, as we shall show next, the situation is different, if we know that T' is bounded below. ‘The next result is very important and it will be used quite often in this monograph—it can be found in [170] and 19). - ‘Theorem 2.9. LetT: X — Y be a bounded below operator between Banach spaces. If a sequence {Ta} © £(X,¥) of surjective operators converges in norm to T, then T is necessarily surjective (and hence an isomorphism). Proof. Fix some constant 7 > 0 such that |/T'x|] > 2y\lel| for each x € X. Without loss of generality we can assume that ||T’—T,|| < for each n. This easily implies ||Tq2\| > ~|lal| for each x € X; see the proof of Lemma 2. Next, fx an arbitrary y € Y. To establish that T is surjective, we need to show that there exists some x € X satisfying Te = y. Start by choosing a sequence {2} in X satisfying Tyr, = y for each n. From ||enll < ||Zatnll = llyll, we see that ||zn|| < 3[lyl|- We claim that {en} is a Cauchy sequence. To see this, note that, Allen —eml| < |[P2n-T2ml| < |T2n —yll + ly - Tom [22m —Tntal| + |[Tmctm — T2mll Fly - [IP ~ Tall + IZ —Lrall] ayes 0 Let an 2 in X and so Tq + T's. On the other hand, from [Lan —yll = Pan ~ Tranll $ 5 l!T — Tal] - lyll > 0, it follows that Tz, —+ y. Thus, Tx =limTr, = y, as desired. i) A ‘The next result (which can also be found in [170] and (19]) asserts that the set of all surjective operators is an open set. It should be noticed that its proof resembles the proof of the Open Mapping Theorem, ‘Theorem 2.10. If X and Y are Banach spaces, then the set of all surjective operators from X to ¥ is an open subset of £(X,¥). Proof. Let T € £(X,Y) be a surjective operator. By the Open Mapping Theorem we know that T is an open mapping. Therefore, there exists some 0 dimX, then C = @. If X is finite dimensional and dimY < dimX, then the collection C is non-empty and coincides with the set of all surjective operators from X onto Y. ‘We shall finish the section with a few results concerning the closedness of the range of a bounded operator. Theorem 2.13. If T: X — Y is a bounded operator between normed spaces, then [R(T)]+ = N(T*). In particular, if the operator T has closed range, then dim [¥/R(T)]" = dim [R(T)}* = dim N(T*). Proof. For the first part note that: ¥ € (RO) => y'(T2) = T'y"(2) =0 for all ce X <=> Tyt=0 => ye N(T"). ‘The second part follows from Theorem 1.12. w Although the range of a bounded operator between Banach spaces need not be closed, there is a way to define a “stronger” norm on the range so ‘that it becomes a Banach space. The details are as follows. Theorem 2.14. Let T: X + Y be a bounded operator between Banach spaces, and let |||- || denote the quotient norm of the quotient Banach space X/N(f). If for each y =Tzx € R(T), we let Tullr = Hy + II IE2III| then we have the following: (a) The function || - || defines a norm on the range R(T) of T. (b) (R(T), ||- llr) is a Banach space. (©) The operator T: (X,|]+|l) + (R(T), || lr) és continuous. (a) The operator T has closed range (i.e., R(T) is || -||-closed) if and only if the norms || || and ||- |r are equivalent on R(T). (€) Every operator $: R(T) + R(T) which is || |-continuous is also {|-llz-continuous. In particular, every operator $ € L(Y) that leaves R(P) invariant is || -|ir-continuous on R(T).2.1. Bounded Below Operators 5 Proof. (a) For each « € X we have |[lalll| =ine{|2l: 2€X and T2 = To} So, if Tu = Tv, then ||l[u]|| = ||Iul||- This easily implies that - Ip is a well-defined norm on R(T). (b) Let {yn} be a || |[r-Cauchy sequence in R(T). Choose a sequence {aa} in X such that ya = Tap. From lta — tll = lun ~ vl |||] ~ feel] it follows that {yn} is a || - |“Cauchy sequence in Y and {[zp]} is @ [i] |- ‘Cauchy sequence in X/N(T). Pick y €Y and [z] € X/N(T) such that, lve — ull +0 and |e») ~ fa] + 0- From the definition of the quotient norm, it follows that there exists a se- quence {zq} in X such that |/zql| > 0 and Tz_ = Taq ~ Tz = yn ~ Ta. Since [ln — yl| + 0 and ||Tzql| —+ 0, we see that y= Tr. So, y € R(T) and lve — vllr = lym — ull + [Ile=] — fell] +0 ‘This implies that (R(T), | lr) is a Banach space. (c) This follows immediately from Corollary 1.6, (@) The identity operator I: (R(T), || - lr) > (R(T), || - |) is clearly continuous. If R(T) is closed in X, then (R(T), |-|]) isa Banach space. But then, according to the Open Mapping Theorem, J is a homeomorphism and ‘this guarantees that the norms ||- ir and || || are equivalent. Conversely, if the norms || - || and || - |r are equivalent, then, in view of (b), the range R(T) is || ||-complete and, hence, closed. ‘The next consequence of the preceding theorem includes several elemen- tary characterizations of the closedness of the range of an operator. Corollary 2.15. For a bounded operator T: X + ¥ between two Banach spaces the following statements are equivalent. (1) The range of T is closed. (2) There exists a constant ¢ > 0 such that for each y € R(T) there exists some x € X satisfying y = Tx and ||z| < cllyll (3) For any sequence {ya} in R(T) satisfying [yal] > 0, there exists a sequence {aq} in X such that |lrq|| + 0 and y_ = Tq for each n. Proof. (1) =+ (2) Since R(T) is closed, the norms ||-|[r and |] || are equiv- alent on R(T). That is, there exists some 5 > 0 such that |lyllr < éllyll76 2. Basic Operator Theory holds for all y € R(T). In particular, if z € X satisfies Tz = y, then we have ||{2]|| < é]ly||, where [z] = z+ N(T). Now notice that there exists some re X with y= Te and |lel| <(1+4)|lul. (2)=> (8) Obvious. (3)=+ (1) Assume that a sequence {yn} C R(T) satisfies llya|] > 0. Pick a sequence {zn} in X satisfying yp, = Tip for all_n and |jznl| —+ 0. From the inequality Ural = Heyall + {Ifn]l] < mall + Heal» we get [yall + 0. So; the identity operator I: (R(T), {|-|I) + (R(C), liz) is continuous. By part (d) of Theorem 2.14, R(T) is closed. Another simple—but very useful—characterization of the closedness of the range of a bounded operator is the following. ‘Theorem 2.16. A bounded operator: X + Y between two Banach spaces hhas a closed range if and only if there exists a closed subspace Z of Y such that R(T) Z = {0} and the vector subspace R(T) © Z of Y is closed. Proof. If R(T) is closed, then the closed subspace Z = {0} of ¥ satisfies the stated properties. For the converse, assume that there exists a closed subspace Z of ¥ such that R(T) Z = {0} and the vector subspace V R(T) ® Z of ¥ is closed. Clearly, the vector space V/Z equipped with its quotient norm is a Banach space. Moreover, the mapping J: R(T) + V/Z, defined by J(y) = y+ Z, is a surjective linear isomorphismn. Since ||J(y)|| < llyll < |lyllr holds for each y € R(T), it follows that the operator J: ((Z’),|| Ir) — (V/Z,|| |) is continuous, and hence it is an isomorphism. In particular, there exists a constant c > 0 satisfying elullr < ||J(y)|] for all y € R(T). This implies cllylir < lvl < Ilyile for all'y € Y. That is, the norms || || and || llr are equivalent on R(T). ‘Therefore R(T) is a closed subspace of Y. a Corollary 2.17. Let: X + ¥ be a bounded operator between two Banach spaces. If the quotient vector space Y/R(T) is finite dimensional, then the range of T is closed. Our final characterization of the closeness of the range of a bounded operator is due to $. Banach [51, pp. 149-150]. ‘Theorem 2.18 (Banach). A bounded operator I’: X — Y between Banach spaces has closed range if and only if its adjoint operator T*: Y* —+ X* likewise has closed range,2.1. Bounded Below Operators 7 Proof. Assume first that R(T) is closed. Since the operator T: X — R(T) is a surjective operator between Banach spaces, there exists (by virtue of the Open Mapping Theorem) some constant c > 0 such that Ur C T(Ux), where Up denotes the open unit ball of R(T). Let {03} C R(T) satisfy 2}, + 0. Pick a sequence {yf} C Y* satisfying at, = T*yt for each n, and let yf|p be the restriction of y= to R(T). From. lea oe l=a@)| = sup |(r"un)) sup |ya(T2)| sex selly wv e sup |ya(y)| =elyalall ven and |[z|] —* 0, it follows that |lyp|n|] — 0. Let 25 be a linear extension of yjla to all of Y such that |lz4l| = ||yslzl|. Then T*2, = T*yA, holds for all n_ ‘and ||2%|| -» 0. By Corollary 2.15(3), the range of the operator T™ is closed. For the converse, assume that R(T") is closed. Put Z = R(T) and consider the operator 3: X — Z defined by Sx = Tx: for each 2 € X. Let yt € Z* be an arbitrary linear extension of z* to all of Y. ‘Then we have Stz*(e) = 2*(Tz) = y*(T2) = T*y"(2) for all ¢ € X, ie, S*2* = T'y*. This implies that R(S*) = R(T*). In other words, replacing T by S if necessary, we can suppose without loss of generality that the range of T is also dense. Under this extra assumption, we must show that R(T) = Y. Since R(T) = Y, it easily follows (see Exercise 10 at the end of the section) that 7” is one-to-one. Since R(7*) is assumed to be closed, by ‘Theorem 2.5, the operator T* is bounded below. That is, there exists some constant ¢ > 0 satisfying clly*|| < |[Z*y*l| for all y* € Y*. Next, we claim that we have {y €Y: [yl] sup{ly*(L2)|: 2 € Ux} = |IT*y"l| 2 lly" Since y*(v) < lly" -llull the preceding inequality implies y|| > c, a contra diction. So, {yE¥: llyll <¢} CTWx) is true, as desired.2, Basic Operator Theory Exercises L 2, 4. 9. For a bounded below continuous operator T: X —+ Y between normed spaces establish the following: (a) If X is not a Banach space, then T’ need not have a closed range. (b) ‘The unique continuous linear extension of T to the norm completion of X i also bounded below. (HINT: Let ¥ be an arbitrary Banach space, X a non-closed subspace of Y and define the operator T: X + ¥ by Tx = 2 for each ¢ € X. Then R(T) = X is not closed in Y.} Prove Lemma 2.3. - Let T: X + ¥ bea bounded, one-to-one, and surjective operator between ‘two Banach spaces. Show that T'is an isometry if and only if T and T-! are both contractions. (Recall that @ bounded operator between two normed spaces is called a contraction if its norm is no more than one.) Let T € £(X) be bounded below but not invertible. Show that there exists some ¢ > 0 such that the operator A—T is not surjective whenever [A 0 such that the operator T ~ 3 is not surjective whenever $ € L(X, Y) satisfies ||| <. That is, show that the set ofall bounded below and non-surjective operators from X to ¥ is an open subset of £(X,Y). . Establish the following property that was used in the proof of Corol- lary 26. Assume thet X= V@W, where V is finite dimensional. If Y is an arbitrary uector space, then any operator T: Xs ¥ that is one-to- one on W satisfies dim N(T) < dimV. - Show that the essumption dim N(T) < oo in the last conclusion of Cor- 10. ollary 2.6 cannot be replaced by the assumption that N(T’) is comple- mented. Prove Corollary 2.17. (HINT: Let {{ys], vz]>---.[un]} be a basis of Y/R(). If V is the vector space generated in ¥ by {ui,¥2,--+s4n}, then V is closed, R(T) OV = {0}, and R(T) @V = Y. Now invoke ‘Theorem 2.16.] Let T: X ~ ¥ be a bounded operator between Banach spaces such that its range R(Z) is not closed. If X = V @ W, where V is closed and W is finite dimensional, then show that T: V + ¥ is not bounded below. For a bounded operator T: X + Y between Banach spaces establish the following properties regarding the ranges of T and its adjoint T*. (a) The range R(Z) of the operator T is dense if and only if the adjoint operator T*: Y* — X* (defined as usual via the duality identity (Te, y") = (z,T"y")) is one-to-one. (HINT: Use the Hahn-Banach theorem,2.2, The Ascent and Descent of an Operator 9 (b) If the adjoint operator "is one-to-one and has closed range, then show that T'is surjective. (HINT: Use the preceding part in connec- tion with Theorem 2.18] (c) If T carries norm bounded closed sets onto closed sets, then T hhas @ closed range. Moreover, all powers of T’ also have closed ranges. [HINT: We can assume that T is one-to-one. (Other wise, we can replace X by X = X/KerT and T by fF: € + ¥ defined by Fz] = Tx.) Now assume Tr, — y. If {aq} has a norm bounded subsequence, say {zm}, then y belongs to the closed set T({z1,z2,-..}). ‘The case [frail + oo cannot occur. For if lla, | —+ 00, then T(;257) — 0, and consequently zera belongs toT({z€X: |jel] = 1}), contrary to the fact that T' is one-to-one. } LA. Let X and ¥ be two Banach spaces, and let Z(X,Y) denote the open subset of £(X, ¥) consisting of all isomorphisms from X to Y. Show that the mapping T + T-1, from (X,Y) to T(¥,X), is (norm) continuous. (HINT: If 5,7 € Z(X,¥), then note that st-Tt = PYT-s)s*=[(r4-s)+5>](r-s)s+ (T-1-sYy(r-$)$- + S(T 8) 8-} 412, For a bounded operator T: X —+ ¥ between Banach spaces establish the following. (a) The opérator T hes a closed range if and only if R(T*) = N(T)+ (b) IFT has a closed range, then X*/R(I™*) = (N(I)]* 2.2. The Ascent and Descent of an Operator Recall that if T: X - ¥ is an operator between two vector spaces, then N(Z) and R(T) denote the null space and the range of T, respectively. ‘That is, N(T)={eeX: Te=0} and R(T)={T2: re X} ‘The null space of T is, of course, another name for the kernel of T., In this section, we shall discuss the notions of ascent and descent of an operator on a vector space. So, fix an operator T: X —+ X on an arbitrary ‘vector space. The mull space of the operator T* is a T-invariant subspace of X, that is, T(N(T*)) C N(T*).? Indeed, if x € N(T*), then Tkz = 0, and therefore T*(Tx) = T(T*x) = 0, ie, Tz € N(T*). We also have the following subspace inclusions: N(T) ¢ N(T?) ¢N(T*) C ‘The range R(T*) = T*(X) of each operator T* is clearly another T-invariant subspace of X. Moreover: R(T) 2 R(T?) 2 R(TS) 2- Lif isa normed space and 7 is continuous, then N (7) is also a T-invariant closed subspace.80 2. Basic Operator Theory Lemma 2.19. For an operator T: X —» X on a vector space we have the following. (1) If N(T*) = N(T*) holds for some k, then N(T) = N(I*) for alin 2k. (2) If R(T*) = R(T) holds for some k, then R(T) = R(T*) for all n> k. Proof. We establish the validity of (1) only. To this end, assume that equality N(T*) = N(T**1) holds for some k. The proof is by induction on n. For-the induction step, suppose.that N(T*) = N(T**") for some _ n> 1. Itz € N(T#*), then we have T*4(I"2) = TH*t1z = 0 or, equivalently, Tz € N(T*) = N(T*). This implies T™+*x = T#(T*z) = 0 or z € N(T™*), Consequently, N(T*t#2) = N(T*+#) = N(T*). ‘We now introduce the ascent and descent of an operator. Definition 2.20. Let T: X + X be an operator on a vector space. (1) The ascent a(T) of T is the smallest natural number k such that N(T*) = N(C), If there is no k € N with N(T*) = N(T***), then we let a(T) = 00. (2) The descent 6(T) of T is the smallest natural number k such that R(T*) = R(T). If there is no k EN with R(T) = R(T**), then we let 6(T) = oo. Tt tums out that if the ascent and descent of an operator are finite, then they are equal. This useful result is stated next Lemma 2.21. If an operator T: X > X ona vector space has finite ascent and descent, then they must coincide, i.e., a(T) = 6(T) =p < 00, and X = N(T?)@ R(T?). Moreover, if X is @ Banach space and T € £(X), then R(T) és a closed subspace. Proof. Let k = a(T) < oo and m= 6(T) < co. We claim that N(T®)NR(T*) = {0} for p=1,2,3,... (x) and X=N(T™)+ RIM) for g= 12,3... « (or) ‘To see (A), fix p € N and let y € N(T?)R(T*). Then there exists some a €X such that y=T*s. This impl +P = TPy = 0 or, equivalently, 2 € N(T*?) = N(T*). Hence, y =T*z = 0, and the validity of (#) has been established.2.2. The Ascent and Descent of an Operator 81 For (4) fix g € Nand let 2 € X. Then Te € R(T™) = R(T™*), and so there exists some z € X such that T™2 = Tz, This implies T™(z—Ttz) = 0 or e~Ttz € N(T™). Now notice that x = (x—T#2)+T%z belongs to N(I™) + R(T®). Letting p =m in (+) and q = k in (xt), we got X=N(T™)@R(T*). (ea) Fix u € N(T™#), From («*«) we can write u = u; + uz with the vectors u € N(T™) C N(T™*) and uz € R(T*). But then from (x), we get tug = um € N(T™) 1 R(T*) = {0} or uw = 0. Hence, u =u € N(T™) and so N(T**1) = N(7™). Thus, k < m. Next, let v € R(T*). Using (xx) we can write v = vu, + v2 with vy in N(T™) and » € R(T*) C R(T). But then it follows from (+) that the vector 11 = v— 0» satisfies » € R(T) N(T™) = {0} or m = 0. Consequently, vw € R(T*) and so R(T*) = R(T**1). This implies m 0. This implies a(T) < p < co. Now assume that some k € N satisfies N(T*+1) = N(T*). ‘Then N(T*) = N(I*) for all n > k, and.so N(P*) = V. In particular, TK =0 on V, and therefore k > p. This establishes that p = a(T). ‘To finish the proof, we must show that 6(T) = p and that W = -R(T*). Start by observing that if r=v-+w€ V@W =X, then the vector v. TP T+ Tw =TPw belongs to W, and so R(T?) C W =T?(W) C R(T?). That is, R(T?) = W. Similarly, we have R(T") = W for all m > p. In particular, we have O(T) < p < co. Since 6(T) is finite, it follows that 6(T) = a(T) = p, and the proof is finished. &2.2. The Ascent and Descent of an Operator 83 Exercises 1. Prove part (2) of Lemma 2.19, 2. Show that every operator on a finite dimensional vector space has finite ascent, and descent. 8, Consider the operator 7’: RS + IR° defined by the matrix foo r T=|0 10 0 0 0 Find the ascent and descent of T. 4, Give examples of bounded operators T: X —+ X on a Banach space such that: (i) aT) < 00 and 4(T) = 00. (i) a(T) = co and (7) < oo. (ii) aT) = 00 and (7) = 00. 5. Let T: X + X be an arbitrary bounded operator on a Banach space such that p =a(T) =5(T) a(T). (@) If for some p,n € N we have R(T?) MN(T*) = {0}, then T has finite ascent and a(T) R(T*)/R(T™*"), defined by = {0} for each Jp] = Tv + RIT) , is a well-defined surjective linear isomorphism.wu 2. Basic Operator Theory 2.3. Banach Lattices with Order Continuous Norms An important connection between the order and topological structures of a Riesz space is provided by the notion of order continuity. Definition 2.24. A lattice seminorm p on a Riesz space is said to be order continuous if tq | 0 implies p(tq) | 0. A Banach lattice has order continuous norm if its norm is order continuous.” Banach lattices with order continuous norms play a very important role in analysis. Before stating their most useful characterization, we need to recall a few basic concepts pertaining to Riesz spaces. First of all, in a partially ordered vector space any subset of the form [z,y] = {2: @ <2 T* from £(X,¥) to L(Y", X*) is a linear isometry. In the case of Banach lattices this mapping has additional properties related to the order structure. The following result (which is a special case of a more general theorem due to U. Krengel [193] and J. Synnataschke (318]) is quite useful and describes these properties; for a proof see [30, p. 65]. ‘Theorem 2.28 (Krengel-Synnatzschke). If E and F are Banach lattices and F has order continuous norm, then the mapping T ++ T*, from L,(E, F) to £,(F*,E"), is a lattice isometry, that és, (P= ITI and |T*fp = |The for each T € £,(B, F). Proof. We shall sketch a proof when # is in addition Dedekind complete. So, assume that E is Dedekind complete, F has order continuous norm, and let Te £,(B,F). From £7’ < |T\, it follows that kT* <|T|*, and so In| siz ~~" establish the Teverse inequality [T|* < [T*| we must show that (ITI"2*,2) < (IP"|2*,2) holds for all 0 0 in a Riesz space is said to be: (1) an atom whenever 0 0 implies Cy # {0} (and, moreover, 0 < 2 € Cy implies 6(z) > 0). ‘Thus, there exists some 0 0 such that doP, = Ag. From 0 < 9(2) = [bo P,|(z) = Ad(z), we infer that \ = 1 and so 9 = ¢oP,. Therefore, 4(y) = [$0 Pe](y) = 4(0) = 0, and by the strict positivity of ¢ on its carrier Os, we see that y = 0. Hence, ‘u is an atom of E which contradicts our hypothesis. Consequently, Z* is an atomless Banach lattice. (2) Now let E* be atomless, and assume that some 0 0 is an atom in an Archi- medean Riesz space H and let 0< = 0: Bx' 0. Since (u—42)* Tv (here we use again that E is Archimedean), it follows88 2. Basic Operator Theory that (v~ }2)* > 0 for some k with } 0. (Otherwise, [u- (a+ })a)- =0 implies (a+ })x 0 and h(v) > 0. 6. Let E be a Riess space and let 0 < f € B™. Show that f is an atom in E~ if and only if f is a lattice homomorphism, that is, if and only if f(@ Vy) = max{ f(z), f(y) } for all z,ye B. 7. Let $,P: B+ F be two regular operators between Banach lattices with F Dedekind complete. Show that: (a) $ <7 in £,(B,F) implies S* <7" in £,(F*,B*). (b) IT*] < IzIr. Also, give an example where [I™| < [Z|* holds true. (Compare this with ‘Theorem 2.28.) 8. Show that » Banach lattice H is a K/B-space if and only if B is a band in its double dual E** (Dodds-Fremlin [109]) Let and F be two Banach lattices with F having order continuous norm. If x € E*, then show that the set B={TEL,(E,F): T(0,2] is norm totally bounded } is a band in £,(B,F). 2.4. Compact and Weakly Compact Positive Operators ‘We shall review here some basic properties of compact and weakly compact operators on Banach spaces and especially on Banach lattices. We start with the definition of compact and weakly compact operators. Definition 2.82. An operator T: X —+ ¥ between Banach spaces is called: (1) compact if T carries norm bounded subsets of X to norm totally bounded subsets of Y and2.4, Compact and Weakly Compact Positive Operators 89 (2) weakly compact if T carries norm bounded subsets of X to rela- tively weakly compact subsets of Y. It should be clear that every compact operator is weakly compact and that weakly compact operators are automatically continuous. It is well known that a bounded operator T: X — Y between Banach spaces is com- pact (resp. weakly compact) if and only if for every norm bounded sequence {on} of X, the sequence {T'r,} has a norm convergent (resp. a weakly con- vergent) subsequence in ¥. ‘We summarize below the basic properties of compact and weakly com- pact operators between Banach spaces. Proofs can be found in any book on functional analysis; see, for instance (30, Section 16]. © Sums and scalar multiples of compact (resp. weakly compact) oper- ators are compact (resp. weakly compact) operators. ‘The composition of operators at least one of which is compact (resp. weakly compact) is a compact (resp. weakly compact) operator. © The norm limit of a sequence of compact (resp. weakly compact) operators és a compact (resp. weakly compact) operator. # (Gantmacher [182]) An operator is compact (resp. weakly compact) if ond only if its norm adjoint is compact (resp. weakly compact). The collection of all compact (resp. weakly compact) operators from a Benach space X into another Banach space Y will be denoted by K(X, ¥) (cesp. W(X,Y)). Clearly, (X,Y) and W(X, ¥) are both closed subspaces of £(X,Y). Now we introduce the notion of domination between operators. Definition 2.33. Let T: B —+ F be a positive operator between Riesz spaces. We shall say that an operator S$: E — F is dominated by T (or that T dominates $) whenever |Sz| 0, Since T(Ux) is a norm totally bounded subset of Y, it follows from the classical Ascoli~Arzela theorem that T(U;x) is an equicontinuous bounded subset of C(U}.). Consequently, there exists a w*-neighborhoou V,. of y* satisfying |T2(y") — Tx(y*)| = |e(T"y" ~T*2")] < § for all z* € Vy- and all 2 € Ux. Thus, |T"y* ~T*2*l] = supscry ke(T*y" —T*2")| <5 0 such that x < Ae. Notice that if X is a Riesz space, then a vector ¢ € X* is an order unit if and only if for each z € X there exists some A > 0 such that |z| < Ae, (See also Exercise 1 at the end of this section.) A Banach lattice F is said to be an AM-space with unit if in addition to being an AM-space, E also has an order unit. If His an AM-space with a unit e, then the formula Uelleo = imf{A > 0: [2] < Ae} = min{A>0: |x| < de} (®) defines an equivalent lattice norm on E. Under this new norm, E remains an AM-space and its closed unit ball coincides with the order interval [—e, e]; see Exercise 2 at the end of this section. Unless otherwise stated, we will always assume that an AM-space with unit is equipped with the norm. given by (x) for some order unit e. ‘The norm of a positive operator acting on an AM-space with unit can be computed easily. Lemma 3.2. If E is an AM-space with unit e, F is an arbitrary Banach lattice and T: EF is a positive operator, then |iT'| = |iTel) ‘The AL-spaces and the AM-spaces are dual to each other. For the proof of the first part of the next theorem see [80, p. 188]. Theorem 3.3. A Banach laitice E is an AL-space (resp. an AM-space) if and only if its norm dual E* is an AM-space (resp. an AL-space). More- over:3.1, AL- and AM-spaces 95 (2) If B is on AL-space, then B* is a Dedekind complete AM-space ‘with unit e*, where e*(2) = l\2*|| - lja~|| for each » € B. (b) 7 B is an AM-space with unit ¢, then E* is also an AM-space with unit e. Proof. We prove parts (a) and (b) only. (a) Let B be an AL-space. By the first part of the theorem, we know ‘that E* is an AM-space. Now consider the function e*: E+ — R defined by e*(2) = [lal]. Since # is an AL-space, it follows that ¢* is additive, and so (by ‘Theorem 1.15) it extends uniquely (via the formula e*(2) = {}e*|| — |Iz~||) to a positive linear functional on E, i.c., e” € Et. We leave the details to the reader to verify that e* is an order unit of E*. (b) Assume that is an AM-space with unit e. We claim that ¢ is also a unit in the AM-space E™*. To see this, note first that ||x*|| = «*(e) = e(2*) for each 2* € Ey. Now if 2** B}", then for each z* € EB} we have a**(z*) < |ja**||-[lx*|| = |lz“*lle(z*), and so 2** < |ix**[e, proving that e is also a unit in B*. Recall that the principal ideal generated by a vector w in a Riesz space Eis the vector subspace Ey = {x€E: there exists some \> 0 such that |x| < Alul}. I turns out that when E is a Banach lattice, then each principal ideal has the structure of an AIM-space. For a proof of the next result see (30, p. 187]. ‘Theorem 3.4. Let E be a Banach lattice and let Ey, be the principal ideal generated by a vector u € E. Then Ey under the norm [loo = inf {A >0:.2|- F* is also a regular operator. Pick two positive operators A, B: E"* + F** such that T"" = A—B. By Lemma 3.8 there exists a positive projection P from F** onto F. It remains to notice that PA, PB are positive operators from E** to F and the equality T = PA- PB holds on E. This shows that T is a regular operator. Corollary 8.10. Assume that T: E + F is a continuous operator, where either F is a Dedekind complete AM-space with unit or E is an AL-space ond F is a KB-space. Then |\T\\ = |[Tilr, 4e., the operator norm and the r-norm of T coincide, Recall that a vector subspace ¥ of an ordered vector space Z majorizes Z if for every £6 Z there exists some y €¥ such that 2 < y3.1. AL- and AM-spaces 97 In particular, in these cases, £(E,F) equipped with the operator norm is a Dedekind complete Banach lattice. Proof. Assume first that F is a Dedekind complete AM-space with u and so, by Theorem 3.6, F = C(M) for some compact Hausdorff space 0. ‘As established in Theorem 3.9, the operator |I|: B + F exists and so Te =I IT1|| = sup | ITI, - le = [IPI = sup HT Fixe >0.and pick some unit vector « € E* such that || |T|a-||...>[T'l]. Since [Iie], = sup(ITIz)w), och we can find a non-empty open subset V of 2 such that. (7le)(w) > ITI —« () for each w € V. The Riesz—Kantorovich formula [Tle =sup{Tu: —2 Te -€ (Otherwise the values of the function [T\z on the set V would be bounded from above by ||T'l|,~¢, contradicting ().) This implies ||Tulloo > [Tl —, and hence ||T'| > ||T'l|p—e. As ¢ > O is arbitrary, it follows that |[T|| > |. ‘The converse inequality |||] > |[llr is always true, and consequently we have the desired equality ||T'|| = ||T||-. Now assume that B is an AL-space and F is a KB-space. The modulus IT|: E— F exists by Theorem 3.9. Furthermore, Theorem 2.28 guarantees that |Z|* = |T*|. Since B* is a Dedekind complete AM-space with unit, the first case yields || |7*| || = |T*|] and so Wr = IPI = Nir = fem = en = we ‘The proof is finished. @ The preceding result combined with Corollary 3.7 and Theorem 2.28 yields the following. Corollary 3.11. If E is an AL-space and F is a KB-space, then the map- ping T+ T*, from L(E, F) to £(F*, E*), is a lattice isometry. ‘We continue with some basic properties of weakly compact operators on AL- and AM-spaces.98 3. Operators on AL- and AM-spaces Theorem 3.12. The following two statements are true. (1) Buery weakly compact operator between AL-spaces has a weakly compact modulus. (2) Every weakly compact operator from an AM-space to a Dedekind complete AM-space with unit has a weakly compact modulus. Proof. Statement (1) is due to C. D. Aliprantis and O. Burkinshaw [28]. For a proof see (30, Theorem 17.14, p. 292}. ‘We prove (2) (which is due to K. D, Schmidt [296]) by using the fac- torization technique outlined below. Let T: EB + F be a weakly compact operator from an AM-space F to a Dedekind complete AM-space F with unit. Note that [T“|: 2 —+ F* is weakly compact. Indeed, since E* and F* are AL-spaces and T*: F* — E* is weakly compact, part (1) guar antees that its modulus {T*|: F* -+ B* is also weakly compact. Now by ‘Theorem 2.28, we have |T"*| = |T*|*, and so [T"| is weakly compact. To complete the proof, we shall show that the modulus |T| of T admits a fac- torization of the form with $ a positive weakly compact operator and P a positive projection. ‘The projection P: F** + F** is the one guaranteed by Lemma 3.8. The operator S: E — FY is the restriction of the weakly compact operator |D*|: B* + F* to B. ‘To see that the equality |T| = P|T**| holds, let x ¢ E* be fixed. If uv € E satisfies y| < 2, then from the inequality Ty = T"y < |T™2, we obtain Ty = PTy < P|T™|x € F, and so Ile=sup{Ty: y€ 2 and |y| <2} < PIT, where the supremum is taken in F. On the other hand, if x** € £" satisfies |a*| 0 and w € 2, there exists a neighborhood V of w such that |f(t) ~ f(w)| <. for all t € V and all f € A. This implies |o(t) — 9()] < max |fe(t) ~ AE)| F be a compact operator between two Banach lattices. If either (a) F is an AM-space, or else (b) B an AL-space and F is a KB-space, then T has a compact modulus that is given by the Riesz~Kantorovich for- mula |r |x sup{Ty: yE and |yl F be a compact operator. Assume first that F is an AM-space. Notice that Lemma 3.13 guarantees that in the formula. [lz =sup{Ty: ye H ond —2 B* is stochastic. Then T**: E** + F** is a Markov operator. Since E** is an AM-space with unit u and F" is an AM-space with unit v (see Theorem 3.3), it follows that Tu = T“*u =v. Hence, T is a Markov operator. Finally, assume that the norm duel T* of a positive operator T: B+ F etween AZ-spaces is a Markov operator. Then T**: E** —» F** is a sto- chastic operator. Consequently, if 2 € E*, then jal) = |T"*zl| = ||Tzll proving that 7’ is a stochastic operator. ‘The proof of the theorem is now complete. jell = ue). Exercises 1. A vector win a subset A of a vector space X is called an internal point of A if for each x € X there exists some Ap > 0 such that u+Az € A for all |Al So ‘Show that in an ordered vector space X the strong units are precisely the internal points of the positive cone X*. 2. If Bis an AM-space with a unit e, then show that the formula Uslleo = inf{A > 0: |x| Ac} = min{r>0: 2] < re} ® defines an equivalent lattice norm on E. Under this norm 2 remains an AM-space and its closed unit ball coincides with the order interval (—e, e]. 8. Prove Lemma 3.2. 4, Prove Theorem 3.3. 8. Prove Theorem 3.4. 6. Prove Corollary 3.7. 7. Show that a Banach lattice B (a) an AL-space if and only if lz+yll = [jz||+ [yl for all z,y € E* and (b) an AM-space if and only if |eVyl| =max{\[x]), |y|[} for all x,y € B* 8, Show that the lattice operations in any AM-space E are wealdy se- quentially continuous. [HINT: We can assume (by Theorem 3.6) that E = C(Q) for some compact Hausdorff space 9. By the Riesz Represen- tation Theorem, we know that a sequence {f,} in C(®) satisfies fy 2 f if and only if {fa} is norm bounded and f,(w) + f(w) for each w € 2, ‘Therefore, if f, 4 f in C(Q), then also |f,| | f|.]102 3. Operators on AL- and AM-spaces 9. Show that the lattice operations in an AL-space need not be weakly se- quentially continuous. 10. Let E be a Banach lattice. For 2 € E* put [+22] = {yeB: -2 0. Fix some 6 > 0 such that d(s1,s2) + p(ii,w2) < 6 implies UK (s1,01) — K(s2,u2)] < «Now if « € O(S) satisfies [allen <1 and 1, in 2 satisfy pio, wa) <6, then [P2(w:) ~ Tz(w2)| < [x06 K(8,w2)| -fe(s)| du(s) < en(S).3.2, Complex Banach Lattices 103 This shows that the norm bounded set {T'z: [jbo <1} is an equicon- tinuous subset of C(O) (b) Fix any function 0 < x € C(S) and let w € 9. Clearly, we have the inequality |T|z(w) < f,|K(s,w)|x(s)du(s). Denote by o the sign function of K(-,«), ie., o(s) = 1 if K(s,w) > 0 and o(s) = —1 if K(s,w) <0, and then choose a sequence {tq} C C(S) such that q(3) + o(s) for prelmost all s. Replacing a by [zy V (-2)] A1, we can assume that [alloo <1 for each n. Since fra(s)x(s}| < 2(s) for each 5 € § and n, it follows from the Lebesgue Dominated Convergence ‘Theorem that f (5:0) 2(@) dua) Te K(s;a)o(s)2(sydy(9) ca ) = lim i K(3,.0)ea(s)2(s) du(s) < [I (c) Clearly, | leo S supsen [gl (s,«)| du(s). For the converse inequal- ity pick some wy € 2 with fel (s,.9)|du(8) = suPyen Jol (s,4)| dels) 7 Denote by ¢ the sign function of K(-,wo) and choose & sequence {2} in C(S) such that |[znlloo <1 for each n and rq(s) + o(s) for y-almost all s. Now use the Lebesgue Dominated Convergence Theorem to see that [tesarlancs) = [x(ooro(orau(o , 5 = tn, ih K(s,.0)aa(s) du(s) < [Tle ] 14. Show that every Maslov operator carries order units to order units. 15. Every Euclidean space IR* can be considered either as an AlM-space with unit = (1,1,...,1) or as an AL-space under the usual norms H2lloo max, lel and eth - lel respectively. An-m x n matrix-A-= [ajj} with-non-negative real entries is called Markov (resp. stochastic) if S"7., ajj = 1 for each 1 R via the formula Helle = [I l2t |] ) 21f we want to emphasize that we deal with real-valued functions rather than with complex: valued functions, then we shall denote C(0) by Cx(0). The eymbol Ce(2) will dnote the comple Banach space of all complex-valued continuous funetions on equipped with the supremurn nonin,3.2. Complex Banach Lattices 105 then the above properties (1), (2), and (3) guarantee that || llc is, in fact, a norm on He. Now notice that if z= a-+1y € Ee, then the inequalities le] < lal, [ul < lz}, and |2] < || + |p imply that: 4 (lle + llvll) < llelle $ Hall + lyll- ‘Therefore, not only is || - lc @ norm on Ee but it is also equivalent to the standard norm on Ee defined by llzll = sup_||ecos@ + ysin gl. se{oa} ‘The reader should also observe that [lle = l]2| for all z € E and |z| < |zal implies [2lle < llalle From now on, we will always assume that on the complexification Ee of areal Banach lattice E the norm is defined by (x). Specifically, we have the following definition. Definition 3.17. Any complet Banach space of the form Ee = B® EB, where E is a real Banach lattice, will be referred to as a complex Banach lattice. ‘The rest of this section will demonstrate the advantages of this norm. A linear isometry T: Ee > Fe between two complex Banach lattices is said to bea lattice isometry if |T'2| = T|z| for each z € Ec. Two complex Banach lattices He = E@1E and Fe = F ©1F are said to be lattice isometric if there exists a surjective linear isometry T: Ec — Fe satisfying |T'2| = T|z| for all z € Ec. We have the following. Lemma 3.18. If T: E — F is a surjective lattice isometry between two real'Banach lattices, then Te: Ee > Fe is also a surjective lattice isometry. Proof. Assume that T: E + F is a surjective lattice isometry. ‘To show that Te is a lattice isometry, pick z = ¢+1y € Ec. If D denotes the subset of all vectors of the form \/7_,(xcos@; + ysind:), where 0; is a real number for each i, then D f |z|. Since T is order continuous, it follows that T(D) 1 Tlz| in F. On the other hand, if w = VL, (xcos6; + ysin@;) € D, then T(w) = V4 [(Px) cos 4 + (Ty)sin6i], and so T(D) T |Tex| in F. Hence, |Tez| = T|2| for each z € Ec. Finally, from (iZezl| = | Zee! |] = |TV] = lel ll = Wall. we see that Tr is indeed a surjective lattice isometry. m@ | i106 3. Operators on AL- and AM-spaces Definition 3.19. A compler AM-space F with unit is the compleaifica- tion of a (real) AM-space B with unit, ie, F = Ee = E@1B. The unit of E will also be referred to as the unit of F. Two complex AM-spaces F and G with units u and v, respectively, are said to be lattice isometric if there exists a surjective lattice isometry T: FG satisfying Tu =v. From Lemma 3.18, it should be clear that the complex version of the Kakutani-Bohnenblust-Krein Representation Theorem 3.6 can be stated as follows. ‘Theorem 3.20. If Ec = E@1E is a complet AM-space with unit e, then there evists a compact Hausdorff space Q (which is uniquely determined up to homeomorphism) such that Ee is lattice isometric to the complex AM- space Ce(M) = C(®) @ xC(O) and e corresponds to the constant function 1 on 2. Corollary 3.21. /f u is a positive vector in a real Banach lattice B, then the complesification of the ideal Ey, Ey @1By = {z € Ee: |2|€ Eu}, is lattice isometric to a compler Banach lattice of the form Ge(®) Moreover, for each z € Ey @1Ey C E@ wE the modulus of z in the complex Banach lattice E, © tBy coincides with the modulus of z in the complex Banach lattice E @ .B. Now let E and F be two real Banach lattices. For an operator T’ in L(E, F) its norm |\T\\e is, by definition, the operator norm of the operator Te: Be — Fe, where as usual To(x + ty) = Tx +1Ty.* That is, liZlle = sup. |IZezlle- Helles It should be obvious that for any bounded operator T: E > E we have the estimates ||T'l| < ||T'\le < 2||T||. Moreover, for positive operators the two norms |{T'|| and {Te coincide. ‘This is a. consequence of the following result. Lemma 3.22. If T: E ~ F is a positive operator between (real) Banach lattices, then |Tez| < T|z| for all z € Ec. Proof. Let z= «+1 € Ee. Then Tez = Tx + sTy and from (2) e086 + (Ty) sind = T(ac0s0-+ ysind) < Tlz\, we get |Tez| = supgejo,zri [(Tx) cos + (Ty) sin 6] < T|z|, as claimed. @ Srp avold unnecessary notation, we shall use the symbol T instead of Te whenever thit does ‘ot cause any ambigulty.3.2. Complex Banach Lattices 107 Corollary 3.23. If T is a positive operator, then Tle = |ITIl- In general, strict inequality ||| < ||T'lle is possible even in the finite dimensional case; see Exercise 9 at the end of this section. The rest of the section is devoted to the concept of a regular operator on a complex Banach lattice. So, for our discussion here, let E and F be two real Banach lattices. Recall that L(Be, Fe) = £(B,F) @ wL(E, F) since every bounded operator from He to Fe is of the form T'+1$, where T,S €L(B,F), and (CH iS\ e+) = (Te~ Sy) FUSE +Ty) for all z= c-+1y € Ee. We shall say that an operator T-+15 € L(Be, Fe) is regular if both operators T, $ € £(B, F) are regular. The collection of all (complex) regular operators will be denoted £-(Ee, Fe). Clearly, the vector space L;(Be, Fe) coincides with the complexification of £,(E,F), that is, L,(Ee, Fe) = £r(E, F) ® 1£,(E, F). From now on, let us assume that F is also Dedekind complete. Then, by the RieszKantorovich Theorem 1.16, £;(E, ) is a Dedekind complete Riesz space which is a Banach lattice when equipped with the r-norm; see ‘Theorem 1.32. In particular, £,(Ee, Fe) = £-(E, F) ® 1£,(B, F) is a com- plex Banach lattice. Moreover, every regular operator T'+15 has a modulus [Z-+25| in C(Be, F.). Remarkably, the modulus {7 +15| is given (just as in ‘the real case) by the Riesz-Kantorovich formula. The details are included in the next result. ‘Theorem 3.24. Let E and F be two real Banach lattices with F Dedekind complete, and let T =T +18 € £,(Be, Fe) = £-(B, F) © w£,(B,F). Then the modulus |T| of T satisfies the Riesz-Kantorovich formula, i.e., for each ue E* we have [Tlu=|P+2S|u= sup (T-+08)2| = sup_|(T-+15)(2 +4) isu [epylsu Proof. Let T = +15 € £,(Ee, Fe) and fix u € E*. It should be clear that a = supisj_, w sin @; and consider the vector z = (Tu;) cos 6,+(Sus) sind] € D. Put 2 = 2, u;cos 4 —1y € Ee. From reosé—ysing = J us (eos6 e089 ~ sind sin) ‘a Yucos(e+¢) < Luau, Ea a it follows that |z| = supyeglacos¢ ~ ysin 4] 0. Then there exist positive vectors u1,.-.,tm in E and complex scalars a1,...,0n such that Ja;| <1 for each i=1,...,m, Df, ui =1, and |z— DE, aay| < ets; see Exercise 12 at the end of the section. Letting R = |T|+|S|, we have ital = [r(+~Sam) +7(Sa)] < |r(--Soam)|+|r(Sa)| < |r(2-Soaa)) + Solar tu] 0. Hence, a < |T|u is also true. This inequality, combined with (x), establishes the validity of the Riesz—Kantorovich formula. Here are three useful consequences of the preceding results,3.2, Complex Banach Lattices 109 Corollary 3.25. If E and F are two Banach lattices with F Dedekind complete, then every regular operator T € L(Ec, Fe) satisfies [721 < ITI) for all z € Ee Corollary 3.26. If E is a real Banach lattice, then the norm dual of the complesification E< of E coincides with the complerification of E*, i.e., Eg = E* O18". Moreover, if f € EG, then its modulus satisfies the familiar Riesz-Kantorovich formula, i.e., Ii) = me VOL for each ue B+. Corollary 3.27. If B is a Dedekind complete Banach lattice, then the com- plex Banach lattice L-(Be) under the r-norm is a complex unital Banach algebra. Proof. By Theorem 1.32, we know that £,(Ee) = £,(B) ® 1£,(B) is a complex Banach lattice. Now let S,T € £,(Ee) and fix some z € Ee satisfying |z| < u for some u € B*. Then we have |(S1)2| = |S(T2)| < |S|((T2l) < |SI(ITlu) = (IS|IT)u, ‘and from this and Theorem 3.24 we get |ST| < |S||T]. Consequently, UST = [STH < [SUT S [SH - HITT = Ste UT Hence, £,(Be) is a complex unital Banach algebra. Finally, we can extend the notion of domination to operators between ‘complex Banach lattices. We shall say that a positive operator T: E> F ‘between (real) Banach lattices dominates an operator $: Ec — Fe (or that S is dominated by T) if [Sz| < Tlz| for all z € Ec. It should be noted ‘that if an operator between two complex Banach lattices is dominated by a positive operator, then it is automatically continuous. Exercises 1. If His a Banach lattice and z=2-+1y € Be, then show that sup |2cos8 + ysind| = sup |x cos8 + ysind|. ee[0221 eek 2, If B is a Banach lattice, then for arbitrary z, 21,22 € Ez and \ € C show ‘that: (a) [2] 20, and |2| =0 if and only if z (b) [Aa IAI eI110 3. Operators on AL- and AM-spaces (©) la +2] < lal + lal. Use the above properties to verify that the function ||je: Be + R, defined by [l2lle = Il [21 is @ norm. 8. Show that the complexification of Cp(®) coincides with Ce(Q). Moreover, show that for each f,9 € Cx(M) we have |f +19] = y/f? +g? and hence IF + salle = IVF? + Poo 4, Show that the complexification of R* coincides with C". Also, show that all norms on C*-(or R*) are equivalent. (HINT: Let ||-|| be @ norm on C* and let ||; [|r denote the é-norm, ie, z\l1 = Spy [ze]. An easy. argument shows that the identity mapping I: (C*,|- j:) > (C*.|]- [)) is continous. ‘This implies that the set K — {2 €€": [jth =) is Sion a ||-[-compact subset of C*. The continuity of the mapping 2 ++ [[2 guarantees that m = minzex ||z|| > 0 and M = max,ex |l2|| < 00. Now use the identity ||2{| = llzl1-[lpZpyll to get mllz|h: < lel] < Mllz|h for all ze] 5. Show that the complesification of the real L,(1) coincides with the com- plex Z,(1)- Also, show that forall real-valued functions f and g we have If trol = VPP +9? ond that [f+ 10|le = VPP + Fly 6. Recall that ||- |], and || lloo-norms on C” are defined via the formulas Wh =olal and [zlo = max lal Ft If A= [og] is an nxn matrix, then the + |~ and the []-jac-nonms of A are defined by, All: = sup ||Az||: and ||Alloo = sup ||Azlloo Bist Velest Show that: W4lh = wax Yo lass] and Aloo = axe) las] nt SS (HINT: We shall indicate how to establish the second formula only. Let o = maxictcn D jar ltl. If [loo SL and y = Az, then Sages] S ) lautlal S Do lasl <0 aaa fal for each i, s0 that | All-o < 0. Next, fix some m such that 77, Jamjl =o and then for each j pick some 8; such that amje'® = [amyl where denotes as usual the iniaginary unit. Then z = (e,...,e) satisfies Uelloo = 1 and if y = Az, then ym = Ty mje = Dhar lamjl = 05 proving that ||Alloc = 0.) 7. Let E be a real Banach lattice with complexifieation B,. A vector sub- space J of Be is said to be an ideal whenever |23| <|za| and 22 € J imply aed. lud =3.2. Complex Banach Lattices qd ) Show that the ideals in are precisely the vector subspaces of the form J = Jo © wo, where Jp is an ideal in E. (b) A bounded operator 1’: F — F on a (real or complex) Banach lattice is said to be ideal irreducible if there is no non-trivial closed ideal in F which is T-invariant. That is, T is ideal irreducible if and only i£T(J) € J and J a closed ideal in F imply either J = {0} or J = F. IT: E — Eis an operator on a real Banach lattice, then show that T iis ideal irreducible if and only if Te: Ee ~» Ee is likewise ideal irreducible. [HINT: Assume that J is an ideal of Be. Let Jo= {z€ B: There exists some y ¢ E with 2+ € J}. Verify that Jo is an ideal in B satisfying J'= Jp @ wo. For part (b) note that an ideal J = Jo @ id is closed in Ey if and only if Jp isa closed ideal nb] 8. Show that all “domination properties” included in the results 2.34-2.40 axe also true for complex Banach lattices. (HINT: Let Xz and Y. be the complexifications of two real vector spaces and let T: Xz —> ¥ be 1 Linear operator. In view of Exercise 9 in Section 1.1, we imow that T can be represented by a matrix of the form T = [5 7,3: XY are uniquely determined linear operators—which are both bounded if and only if 7 is a bounded operator. Novr, assume that ‘8 bounded operator $ = if WE): Be; between two complex —S] Sh ne Banach lattices is dominated by a positive operator T: B+, Show that: both A and B are dominated by T.] 9. (Wickstead) Let & = R? be equipped with the sup norm [loo (ie [I(,u)lloo = max{|2|,|y)}) and let F = R? be equipped with the &,-norm I lh Ge., I(e,u)lh = [2] + yl). Now consider the operator T: E —+ F defined by Tey) = (e+ 42-9). ‘Show that the operator T is regular satisfying |]. > 2v2 > 2 = |[T\) (Note that this does not contradict Corollary 3.23 since T is not positive.) 10. Let H be a real Hilbert space with inner product (:,.). Extending the inner product to H via the formula (21122) = (e+ ty 22 + tye) = [(a1, 42) + (va. ¥2)] + al(yr, 22) — (w1,¥2)) ‘we turn He into a (complex) Hilbert space. Show that the stendard norm I\-lle on He defined by \l2lle = lla + ty\le = sup |xcos4 + ysin |] ocr, is not in general an inner product norm—and hence ||-Je does not coincide ~ with the norm induced by the above inner produet. 11, Let X be a real Banach space and define N: X xX —+ R by N(w,u) = (lla? + Iyll?)?2 3. Operators on AL- and AM-spaces Establish the following: (a) The real vector space X @ X normed with N is a Banach space. (b) The same function NV now considered defined on the complexification Xe=XO1X, that is, N(o-+ 1) = (ll? +llyl?)2, is a norm on Xe if and only if X is a real Hilbert space 12, Let Be be the complexification of e real Banach lattice H and assume that le] 0 there exist, positive vectors u,...y 4m in B and complex scalars a1,... 0% such that lau] <1 for each i= 1,...9n, Derm = 1, and [2 ~ 2 aiuil < eu, (HINT: We can assume that B. = Co(M) and |2| < 1. Since 2(0) is ecom- pact set, there exist w,...,4q € 9 such that 2(9) CU; D(2(ui),¢) So, if Y= 2-1(D(z(u),)), then each Vj is « non-empty o of 9 and 2 = UL, Vj. Next, pick a partition of unity {ur,u2, subordinate to the open cover {Vi,...,Vq}; see [$1, Theorem 10.9, Put a; = 2(.), and note that [x Sewntes] = [Sedan it i xy lus) let at 2) 0 3.3. The Center of a Banach Lattice The purpose of this section is to discuss an important class of operators that generalizes the class of multiplication operators. This is the class of central operators. For details and complete proofs of the results stated here, we refer the reader to (80, Sections 8 and 15] Definition 3.28. An operator T: E -+ E on areal or a complex Riesz space is called central if it is dominated by a multiple of the identity operator. That is, T is a central operator if and only if there exists some scalar ) > 0 such that |x| 0: [TL < AT} Moreover, Z(E) is a unital Banach algebra. (2) If B is Dedekind complete, then the center Z(E) coincides (as a Riesz space) with the band generated by the identity operator I in £,(B); and so £,(B) = Z(E) ertid 3. Operators on AL- and AM-spaces Now let us discuss the center of an AM-space with unit. ‘To start with, recall that (by Theorem 3.6) an AM-space with unit ¢ is lattice isometric to some C(9)-space so that the unit e corresponds to the constant function 1 on 2. Every function « € C(Q) gives rise to a central operator (also called a multiplication operator) M,: (9) > C(O) defined by Mg(y) = ay. A moment's thought feveals that [Mell = sup Ms(u)lloo = sup [ieylloo Ilylloost {ylloos1 = [Itlloo = inf{A > 0: |Mz| < A}- ‘This shows that « + M,is a linear isometry fromr'C(®) to-2(O(9)). It turns out that this linear isometry is, in fact, a surjective lattice isometry. ‘Theorem 3.2 (Zaanen [842]). If 9 is a compact Hausdorff space, then the mapping ++ M;, from C(Q) to Z(C(Q)), is a surjective lattice isometry; and so, under this identification, we have Z(C(Q)) = C(Q). Proof. ‘To see that 2 ++ My is a lattice isometry, fix u,v,y € C(M) with y > 0. Then from Theorem 3.30, we get (Mu V Mv)(y) = Mu(y) V Mo(y) = (uy) v (vy) = (WV v)y = Muvo(u) ‘This implies My V My = Muvo, and so z+ M; is a lattice isometry. ‘The only thing missing to complete the proof is the fact that z+ M; is surjective. ‘To establish this we need the following simple property of central operators. © A central operator T: C{) > C(O) is zero if and only if T1 ‘To see this, assume that a central operator T' satisfies T1 = 0. Now if x € C(M), then choose some \ > 0 satisfying [z| < A1, and then use ‘Theorem 3.30 to get |T(@)| = IZ\(el) < ATI = ara] =o. Hence T(x) = 0 for each « € O(M), and so T = 0. Finally, let T ¢ Z(C(O)) and put u = 71 € O(A). Since the multipli- cation operator M, is central, the operator S = T — My is also central and satisfies $1 = T1 —u = 0. By the above, S = 0 or T= My. This shows that x ++ M; is a surjective lattice isometry. @ Next, consider an AM-space E with unit e. Since F is lattice isometric to (unique) C(2)-space, we can view the vectors in H as continuous functions on 9 In other words, we can equip E with a unique multiplication having € as a unit. In this setting, we can consider every clement 2 € E as a central operator M, on E defined via the formula M,(y) = 2y. Moreover, by Theorem 3.32, the mapping x + M, is a lattice isometry from B onto3.3. The Center of a Banach Lattice 5, 2Z(E). That is, subject to the above identification, we have the following bovis A320 > WKV3 I =nrorie at, Theorem 3.33. If B is an AM-space with unit, then Z(E)=E. Now consider an arbitrary Banach lattice E and let 0 0: fel < Au}, is an AM-space with unit u. So, every element ¢ € By defines a central operator Mz on Ey via the formula. Mz(y) = 2y.-As before, every central operator M, on Ey is continuous with respect to the norm ||-|| of H (in fact IMz|| = |lalloo), and hence it extends uniquely to a ||- continuous operator on Ey, the || |-closure of B, in E. We shall denote this extension by Mz again. If Ey, happens to be dense in E, then the unique continuous extension of M, is also a central operator of E. Remarkably, in this case, it tums out that each central operator on E is of this type. This is an important result, Theorem 8.34. Let E be a Banach lattice and let 0 < u € B satisfy E, = E. Then the mapping z ++ Mz, from Ey, to Z(E), is a surjective lattice isometry—and so, in this case, the center Z(E) can be identified with the AM-space By. Proof. The principal ideal By, is lattice isometric to some O(). By virtue of Theorem 3.32, we know Z(By) is lattice isometric to E,, via the mapping @ Ms. As before, we again denote by Mz the unique || - -continuous linear extension of Mz to all of Z. This extension is also a. central operator and preserves the norm of Mz, i.e., | Mz\| = s\lac. By the continuity of the lattice operations and the | -|-denseness of B,, in E, it follows that 2+ Mz is also a lattice isometry from Ey to Z(E). To finish the proof, we shall show that c+ Mg is also surjective. ‘To this end, let T € Z(B). Then T(H,) C By and so T restricted to Ey is @ central operator on By. By Theorem 3.32, T = Mz for some x € Ey. By the || - -continuity of both T’ and Me, it follows that T= Mz. This shows that «+> Mz is also surjective, and so we can identify 2(E) with Ey. m There is one more description of the center of a Banach lattice which is very useful in many contexts. ‘To understand it, we need some facts from the representation theory of Riesz spaces. Recall that if @ is a Stonean space, i.e., a compact Hausdorff space such that the closure of every open set is open, then the collection C°(Q) of all extended continuous real-valued func- tions f Q —+ [-c0, co] for which the open set {9 €Q: |/(q}| < 00} is dense in Q, under the pointwise algebraic and lattice operations, is a Dedekind116 3. Operators on AL- and AM-spaces complete Riesz space and an algebra. It turns out that for every Archi- medean Riesz space E there is a unique (up to homeomorphism) Stonean space Q and a lattice isomorphism x from E into C°°(Q) such that for each 0-< f € C™(Q) there exists some 0 < x € E such that 0 < (2) < f, ie., (BE) is order dense in C°°(Q). If E has a weak unit e, we can assume that carries ¢ to 1, i.e., x(e) = 1, the constant function one on @. The unique Stonean space @ is referred to as the Stone space of B. For all practical purposes, we can identify £ with m(B) and consider the elements of F as extended real-valued functions on Q. For details about the representation of Riesz: spaces -we-refer-the-reader to-{225, Chapter 7]. Summarizing the discussion above, we have the following important result. ‘Theorem 3.35 (Maeda-Ogasawara-Vulikh). If B is an Archimedean Riesz space, then there exists a unique—up to homeomorphism—Stonean space Q and an order dense Riesz subspace E of the Dedekind complete Riesz space C™(Q) that is lattice isomorphic to E. Moreover: (1) If B has a weak unit e, then the lattice isomorphism can be chosen to carry e to the constant function 1 on Q. (2) If E is Dedekind complete, then E is an order dense ideal in e=(Q). (8) If B és Dedekind complete with a strong unit e, then B =C(Q) It is customary to identify £ with E and we shall follow this custom. The unique Dedekind complete Riesz space C™°(Q) is called the Maeda-Ogasa- wara-Vulikh completion of E. It is also known as the universal com- pletion of the Riesz space H. For details about the universal completion see [29, Chapter 7]. ‘From the generel theory of orthomorphisms we also have the following characterization of the center of a Banach lattice. For a proof see [30, ‘Theorem 8.28, p. 121] Theorem 3.36. If Q is the Stone space of a Banach lattice B, then 2(B)={F€EC°(Q): fg€E for all gE E}. Moreover, if E is Dedekind complete, then Z(E) = C(Q). We point out here an important difference between a Dedekind complete Banach lattice and a general Banach lattice. From Theorem 3.36, it follows that the center Z(E) of a Dedekind complete Banach lattice E is always a non-trivial AM-space, that is, Z(E) # {\I: an arbitrary scalar} However, a non-Dedekind complete Banach lattice can have a trivial center. An example of such a pathological Banach lattice was provided first. by A. Goullet de Rugy (143); see also [836]3.3. The Center of a Banach Lattice uz By Theorem 3.31, we know that if H is a Dedekind complete Banach lattice, then Z(E) is a band in £;(E) and L4(B) = L-(B) = 2(B) @ 1° ‘That is, every regular operator T': E -+ E can be decomposed uniquely in the form T = T; @ Tz, where T; is a central operator and T; is an operator disjoint from the identity operator. ‘This shows that the formula Pz(T) = T defines a natural projection Pz defined on £,(E) and having the center Z(E) asits range. This projection is known as the diagonal projection of £,(E) and Pz(T) is called the diagonal part of T. As a band projection, Pz is ‘a contraction with respect to the r-norm. Remarkably, J. Voight has shown that Pz is also a contraction with respect to the operator norm. Theorem 3.37 (Voight [827]). If H is a Dedekind complete Banach lat- tice, then the diagonal projection Pz from £-(E) onto the center Z(H) is a contraction with respect to the r-norm. Proof. We must establish that ||Pz(T)|| < |T'| for each T € £,(E). To this end, fix some T € £,(E). Since Z(E) is a band in £,(E), we can write T =%+R, where Z = Pz(T) € Z() and |R| AT =0. ‘We can assume Z #0. Fix 0 <7 <1 and then select some 0< ue B with |jul] = 1 and ||Zul] > 7||Z||. (This is possible since |Z(|z|)| = |Zz| holds for all z € B; see Theorem 3.30.) Next, we denote by B, the band generated by win E and let C°(Q) be the Maeda-Ogasawara-Vulikh completion of By, where u corresponds to the constant function 1 on Q. Since Z(B,) C By (see Theorem 3.29), there exists (by Theorem 3.36) some h € C(2) satisfying 2(y) = hy for each y € By, From ||Zull > ||Z||, we get [[hlleo > llZ/- So, if V is the closure of the open set {g €Q: |h(g)| > I|Z}, then V is a non-empty clopen subset of Q and xy € E. Now fix 0 < 6 <7. Using Exercise 10 at the end of this section, we know that there exists a non-zero component a = xw of xy (where W is a clopen subset of V) such that P,(|Rja) < él|Z||a, where P, denotes the projection onto the band generated by a in B. From |(Z+R)a| > |Pa(Z+ R)a| =|P.(Za) + P,(Ra)| = |Za+ P,(Ra)| |ha + P,(Ra)| > |hla — Pa(|Ral) > (y—-4)||Z|la, we get ||Z + Rll [lal] > (2 + Rall] 2 (y—4)| ZI) fall. Consequently, we have ||Z-+Rl| > (y-4)||Z| for all 7, > 0 with 0 B holds in £,(B) if and only if ayy > by for all é and j. (b) If A= [aij] and B = [by] are two n x n matrices, then JA =[loij]], AV B= [ay Vey) and AA B= [oxy Ady] (c) The center of E consists of all diagonal matrices. (@) If A= (ag) san nxn matrix, then Pz(A) = dieg (a11,422,.-- nn). 9, Prove the second part of Theorem 3.36. That is, show that if B is a Dedekind complete Banach lattice, then 2(E) = C(Q), where Q is the Stone space of E. 10. Recall that the prinefpal band B, generated by o vector « in @ Riess space E is the smallest band that contains x. From Theorem 1.27, we know that Bs = {y € E: |y|Anjz\ |p|}. If Bis Dedekind complete, then Be is always a projection band, i., Be @ Bi = E. The band projection of E onto Bz will be denoted by Pe. ‘Now lot E be a Dedekind complete Banach lattice and let T, Z: BB be two disjoint regular operators (i.c., {P| A|2Z| = 0) with 0 # Z € Z(E). Show that for each 0 < # € E and each 0 < ¢ < [2|| there exists a non-zero component a of x (i.e., a (¢—a) = 0) such that P,(|T|a) < ea. [HINT: We can suppose that T and Z are positive operators with Z satisfying 0< Z ¢ is a clopen subset of Q and so y = xy € E. From Theorem 1.17, we know that O= (TAZ) =int{T2+Z(y-2): 2€B* and zA(y-z2)=0). ‘This implies that there exist a component xw of y = xv (where W is a clopen subset of Q) and some go € V such that T(xw)(qo) + A(go)xvvw (a0) <€ In view of h(q) > € for each point ¢ € V, we see that go € W. From the inequality T(xw)(qo) < ¢, we infer that there exists some clopen set, W, CW satisfying 0 < T(xw.)(a) < TOxw)(q) < € for each q € Wy. If we let a= xu, #0, then P,(Ta) = T(xw,)xwy S xm = ea.) 3.4. The Predual of a Principal Ideal ‘We shall describe in this section an interesting lattice property of the ideal generated by a positive linear functional in the order dual of a Banach lattice. So, for our discussion, let E be a real Banach lattice and let 0 < ¢ € E* be a fixed positive linear functional. As usual, Ej denotes the principal ideal generated by ¢ € B*, i.e., Ej = {2" © B*: 3A>0 such that |s"| < A¢}. ‘The ideal E% with its || |]oo-norm, where ||2* loo = inf{ > 0: |2*| < Ad}, is an AM-space with unit ¢ Our goal is to describe an AL-space whose dual is B3. ‘The linear functional @ defines a lattice seminorm ||-|jg on E via the formula lislls = d([2l). This is an Z-seminorm in the sense that (besides being a lattice seminorm) it also satisfies || + ylly = llt\l4 + llulle for all z,y € E+. If we consider the null ideal of ¢, ie., the closed ideal Ny = {z € B: ¢(\z|) = 0}, then the ‘quotient seminorm induced on the quotient Riesz. space B/N by ||-[ljy Les the lattice seminorm Mellie a (Iz!) , is in fact an L-norm. The norm completion of the normed Riesz space (E/No,|\ - lle) is an AL-space, which we shall denote by B(@). Also, we shall denote the norm dual of E(d) by E(¢)". Keep in mind that B(@)* is an AM-space with unit e* defined by the norm of the AL-space E(¢), i.e., e* (fa) = o(a*) — (2°) for each x € EB.120 3. Operators on AL- and AM-spaces ‘There is a natural mapping ®: Ej + B(@)* or 2* 4 z+, defined by B-([2]) = 2"(2), () for all x" € Bi and all x € E. To see that ® is well defined we argue as follows. Fix a linear functional z* € E3, and then select a scalar A > 0 such that |2*| < Ag. Now assume that y € [z], ie., [y] = [x], or ole — yl) =0. From the inequality |2*(z) ~ 2*(y)| < |2"|(lz ~ yl) < A9\(|x — yl) = 0, we see that 2*(2) = 2*(y), and so (x) is a well-defined linear functional on the quotient Riesz space E/N. From |®z-(Le)| = [2*(@)] < 2"M(lel) < A¢(lel) = Allellls = e"(lel), (f) it follows that ®z- is a continuous linear functional on E/N. Therefore, q+ has a unique continuous linear extension to the norm completion E(g)* of B/N6, which we shall denote by ®z+ again. From ({) it should be clear that ||®2+|| = ||o*|loo holds for each 2* € E3. ‘We now leave the details of the proof of the following result to the reader. Lemma 3.38, The mapping ®: EB + E(4)* as defined by (+) is a surjective lattice isometry. Next, assume that T': E — E is a positive operator such that its norm dual T*: B* + B* leaves the principal ideal B invariant, ie., T*(B3) C B3. ‘Then there is a (unique) way to define a positive operator Ts: E(@) —» B(@) such that the diagram in Figure 1 is commutative. B+ Bey r| [z Bs 2 Be)" Figure The operator Ty is defined as follows. For each (z] € B/N we let To((e) = [4]. (or) ‘To see that the value Ty((2]) in (x4) is well defined, let y € [2], ie., let (u] = [2] or (|x — y)) =0. Since T* leaves B% invariant, there exists some dg satisfying T¢ < dog. This implies 0 < o(\T2— Ty) < (Tis ~ ul) = T°6(le — vl) < Avo (le vl) =0,3.4, The Predual of a Principal Ideal 121 and hence $(|Tx — Ty|) = 0. This shows [Tx] linear operator from H/Ng to B/Ng. From [IPo(lal)llp = (Neral, = oa) < o(zIe1) = T*4(lel) < ro9([2l) = Aalllellly» we see that Ty: E/N E/Ny is also continuous. Let T, denote the unique continuous extension of Ty: E/Ng — E/Ng to all of E(@). To see that the diagram shown in Figure 1 commutes, note that for all «* € E} and all eB, we have: ((z], (TZ®)o*) = ((z}, T3Pae ( (Tu), and so (+) defines a = (Ipla| ber) = ((Pa}, Be) Ta,2*) = (z,T*z*), and [2], ®aver) = T'2"(2) = (2, Ta") = 2*(T2) ({z],(@T)2*) = ‘Thus, we have established the first part of the following result, ‘Theorem 3.39. Assume that T: E — B is a positive operator such that for some 0 < $ € E* the adjoint operator T*: E* + E* leaves the principal ideal Ej invariant. Then there exists a unique positive operator Ty: E($) + E($) whose adjoint makes the diagram in Figure 1 commutative. Moreover, if T is a lattice homomorphism, then so is Ts Proof. We need to prove only that Ty is a lattice homomorphism if Tis ‘a lattice homomorphism. So, assume that T is a lattice homomorphism. ‘Then, using the fact that the canonical projection «++ (z] of F onto E/Ng is a lattice homomorphism, for each z,y € E we have Ta (2) v (ol) = To(leV v)) = (Lev Ty] = (Fa] v [Ty] = To((a]) v Tolle) - This shows that Ts: H/Ng —> H/Ng is a lattice homomorphism, and from this (by continuity) it follows that 74: Z(¢) + H(¢) is also a lattice homo- morphism. @ Exercises 1. Establish the following useful result: IfY¥ and Z are closed subspaces of « normed space X, one of which is finite dimensional, then ¥+2 is a closed subspace of X. [HINT: Assume that ¥ is closed, Z is finite dimensional, and let : X + X/Y denote the quotient map. Then x(Z) is a finite dimensional subspace of the normed space X/Y,, and so n(Z) is a closed subspace of X/Y. Now note that ¥ + Z = x-"(x(2))-]122 3. Operators on AL- and AM-spaces 2. Let E be a Riess space and let J be an ideal in H. Establish the follow- ing: (a) The set C = {{x]: x € B+} is a (convex) cone in E/J. (b) The vector space E/J ordered by the cone C is a Riesz space. (c) The quotient map «++ (r] is @ lattice homomorphism from E onto Ej. 8. Let E be a normed Riesz space and let J be a closed ideal in B. Establish the following. (a) The quotient norm is a lattice nofm—and so /,J is a normed Riesz space, (b) If B is a Banach lattice, then B/,J is also a Banach lattice. 4. Show that the norm completion of a normed Riesz space E lattice containing E as a Riesz subspace. (HINT: Let E be a normed Riesz space with norm completion £. Show that the norm closure of in B is a cone under which # is a Banach lattice.] 5. Let H be an atbitrary M-space, that is, B is a normed Riesz space such that |x V yl] = max{[x||, yl} holds for all z,y € E*. Show the following. (a) The norm completion of B is an AM-space. (b) If B has a unit ¢ and the closed unit ball of E coincides with the order interval [—e, ¢], then the norm completion of Fis an AM-space swith unit ¢ 6. Let E be an arbitrary L-space, that is, His a normed Riese space such that [|x + yll = [[2/] + llyll holds for all x,y ¢ Z with «Ay =0. Show that ‘the norm completion of B is an AL-space. 7, Let X be a normed space and let X be its norm completion. For each f €X*, let f denote the unique continuous (linear) extension of f to X. Show the following. (a) The mapping f + f is a surjective linear isometry from X* onto X* (and 80, subject to this linear isometry, X* = X*). (b) If X is a normed Riese. space, then f ++ f is a surjective lattice isometry from X* onto X* 8. Let p bean arbitrary lattice seminorm on a Riesz space E, and define its null ideal by N, = {z € E: p(z) = 0}. Establish the following. (a) Np is indeed an ideal in E. (b) The function f: E/N, + R defined by ([2]) = p(z) is a lattice norm on E/N, and A{l2]) = infer; p(y). (©) Ifp is an M-seminorm (resp. an T-seminorm), then f is an M-norm, (esp. an L-norm). 9. Complete the details of the proof of Lemma 3.38. Banach___Chapter 4 Special Classes of Operators This chapter studies the properties of several important classes of operators that were discussed in a fragmented way in the previous chapters. These classes are: finite-rank operators, multiplication operators, lattice and alge- braic homomorphisms, Fredholm operators, and strictly singular operators. ‘We pay special attention to the order-theoretic properties of these classes of operators. ‘Tho class of finite-rank operators is considered in conjunction with the approximation property of Banach spaces. The presentation of multiplica- tion operators is in the framework of C()-spaces. By means of the classical Kakutani-Bohnenblust-Krein Representation Theorem 3.6, this framework allows us to study multiplication operators on AM-spaces. The section on lattice and algebraic homomorphisms deals with lattice homomorphisms be- tween C(M)-spaces and contains a few basic results regarding extension of lattice homomorphisms. The section on Fredholm operators presents their basic properties including proofs of the Index Theorem and of the continuity of the index function. ——— ‘The last section deals with strictly singular operators. An operator between two Banach spaces is said to be strictly singular if its restriction to any infinite dimensional closed subspace is not an isomorphism. After establishing some basic properties of these operators, we investigate their relationships with compact and Fredholm operators. 4.1. Finite-rank Operators ‘We discuss here some basic properties of finite-rank operators. An operator T: V+ W between two vector spaces is said to be a rank-one operator 12314 4, Special Classes of Operators if its range is one dimensional. So, if T: V + W is a rank-one operator and w is a non-zero vector in the range of 7’, then there exists a (uniquely determined) linear functional f on V satisfying T(v) = f(v)w for each v € V. Following the standard tensor-product notation, we shall denote the value (vw by (f @w)(v), ie., we shell write T= f @w. Definition 4.1. An operator T: V + W between two vector spaces is said to be a finite-rank operator if its range is finite dimensional. ‘Thus, if T: V — W is a finite-rank operator and w,..., wp is a basis in the range T(V), then there exist (uniquely determined) linear functionals. firs+os fe on V such that T(v) = DE, Alv)wi, ie, T= DE, A @ wi. It is easy to see that an operator T: V > W between two vector spaces is a finite-rank operator if and only if there exist (not necessarily linearly independent) vectors u3,..., Un in W and linear functionals g1,...,9n on V such that T = S77, 9: @ uz. The dimension of the range of a finite-rank operator is called its rank. Thus, an operator of rank k is a finite-rank operator whose range has dimension k. The zero operator is, of course, a finite-rank operator with zero rank. Here are two immediate properties of finite-rank operators. © Sums and scalar products of finite-rank operators are finite-rank. © If ina scheme of operators V-S+W —L+U between vector spaces either $ or T is finite-rank, then TS is likewise finite-rank. ‘We now turn our attention to continuous finite-rank operators between Banach spaces. In this case, a bounded operator T: X — Y between two Banach spaces is a finite-rank operator if and only if there exist continuous linear functionals a},...,2% on X and vectors y:,...,m in ¥ such that ‘ia @} @yi- The latter expression is referred to as a representation of T. From now on we shall consider only continuous finite-rank operators between Banach spaces. ‘The reader should verify the following property of finite-rank operators; for details see Exercise 3 at the end of this section. Lemma 4.2. Assume that T: X — Y is an operator of rank k between Banach spaces. If u,...,ux is a basis in the range of T, then T has a ‘unique representation T = >, 23 @1y with the continuous linear function- als x},...,2f linearly independent. Observe that if T= 2" @y: X + Y is a rank-one operator between Banach spaces, then its norm adjoint is T* = y@2*, where now y is viewed ‘as a continuous linear functional on Y*. This easily follows from the duality identity ~ (2 @y)z,y") = 2*(a)y"(y) = (2, (y@2")y") NE Lees atts4.1. Finite-rank Operators 125, ‘The above identity yields the following property of finite-rank operators. Lemma 4.3. If T: X + ¥ is an operator of rank k between Banach spaces with a representation T = Sf, 21 @uz, then its norm adjoint T*: ¥* + X* és also an operator of rank k and T* = hu @ at. ‘The following result also should be obvious, Lemma 4.4. Every finite-rank operator between Banach spaces is compact. ‘The collection of all finite-rank operators from a Banach space X into another. Banach space Y will be denoted by F(X,¥). As usual, F(X) stands for F(X, X). Clearly, F(X,Y) is a vector subspace of £(X,Y) and moreover F(X,Y) C K(X,Y). It was a long standing question whether or not every compact operator between two Banach spaces was the norm limit of a sequence of finite-rank operators. That is, it was not known whether or not F(X,Y) was norm dense in K(X,Y). In 1971, P. Enflo [120] answered thi8 problem in the negative. A. Szankowski [815] showed that even when X and ¥ are Banach lattices, the vector space F(X,Y) need not be norm dense in (X,Y). ‘There is another commonly used notation pertaining to finite-rank op- erators. Let X and Y be two Banach spaces and let be a subspace of X*, Then the symbol @ Y denotes the vector space of all finite-rank operators T: X —+ Y which have a representation T = iL, 27 @ y with Yiy--1Yn EY and af,...,2% € ®. In this notation (X,Y) = X*@Y. ‘The vector space of fnite-rank operators plays an important role in analysis and so do the spaces of operators that contain it. Next, we shall discuss its role in connection with the approximation property in Banach spaces. Definition 4.5. A Banach space X is said to have the approwimation property if for every compact subset C of X and every e > 0 there erists a {finite-rank operator T € £(X) such that ||T'z— =| 0 such that [Pall 0. According to Lemma 4.6 there exists a sequence {xn} of X satisfying C C t{a1,22,...} and ||zql] + 0. Next, pick no such that |[znl| < sy for each n >-no. So, for each n > ng and for all m we have [Prin ~ toll < [[IProll + Hl] lonll = (2+ )|leall k we have ||Pmn — nl] <€. Now pick any y € co{e1,22,...} and write y = D7, Ayes, where dj > 0 for each 1 < j k we have Pau —all = | 32 As(Pavy, — 24) | <0 llPaae, —ayl < De= . = a ‘This implies ||Pay— yl] < ¢ for each y € C and all n > h. Since each Py is a finite-rank operator, it follows that X has the approximation property. = The validity of the converse of Theorem 4.7, i.e., of the statement “every separable Banach space with the approximation property has a basis,” was another long standing open problem that was solved in the negative by P. Enflo in [120]. The situation does not improve even when X and Y are Banach lattices; see [315]. Now let us discuss the connections between the approximation property and the topology of uniform convergence on compact sets. Fix two Banach spaces X and Y, and let Cx denote the collection of all non-empty norm compact subsets of X. For each C' € Cx define the seminorm pg on L(X,Y) via the formula pol) = max |IP=| - It should be clear that the family of seminorms {pc}cecy generates a Haus- dorff locally convex topology 72(X,¥) on £(X,¥). Also, it should be obvious that a net {Ta} © £(X,¥) satisfies 7, X07 in £(X,¥) if and only if {Ta} converges uniformly to T on every compact subset of X. For this reason, the topology 7-(X, Y) is called the topology of uniform conver- gence on the compact subsets of X. We write ro(X) for re(X,X). ‘Two easy characterizations of the approximation property in terms of the topology of uniform convergence on compact sets are included in the next result.4.1. Finite-rank Operators wa Lemma 4.8. For a Banach space X the following statements are equivalent. (1) X has the approcimation property. (2) The identity operator I: X + X belongs to the v2(X)-closure of the vector subspace F(X) of all finite-rank operators in £(X) (3) If an arbitrary re(X)-continuous linear functional ¢ on £(X) sat- isfies @(x* @z) = 0 for all x € X and all x* € X*, then o(I) =0. For more useful characterization of the approximation property, we need to describe the topological dual of (£(¥,X),7e(¥, X)). ‘Theorem 4.9. A linear functional 6 on £(Y,X), where X and Y are Ba- nach spaces, is r<(Y, X)-continuous if and only if there ezist two sequences {un} CY and {2k} CX* satisfying DR llesll [lyall < 00 and (7) =) 25(Tun) tat for each T € £(Y,X). Proof. Let X and Y be two Banach spaces and let ¢ be a linear functional on L(¥,X). Assume first that there exist two sequences {y,} © Y and {ax} © X* satisfying D2, ll - [yall < 00 and (7) = O%2h(Tyn) for each T € L(Y, X). Pick an arbitrary sequence of positive scalars {An} such that Ay + co and M = S%2, Agila’ -llyall < co.) Without loss of generality we can assume that yn # 0 for each n. Next, let tn = 53 tal and note that up —+ 0. Therefore, the set C = {0,1n,uz,us,-..} is a compact subset of Y. Now, if T' € L(Y, X), then lw] = |3o%¢tw) |= Yo Aales Hn) | < [Dp rabent- Iva] max lirel = Mpe(P). 7 ‘This shows that ¢ is dominated by a re(Y, X)-continuous seminorm, and so 6 is itself e(¥, X)-continuous. For the converse, suppose that ¢ is r-(Y,X)-continuous. This means that there exists some constant M > 0 and some non-empty compact subset C of Y such that |6(T)| < Mpo(T) holds for each T € L(Y, X), In view of Lemma 4.6, we can suppose without loss of generality that Tif ag > 0 holds foreach n and JT; an < oe, then choose a stlctly Increasing Sequence {ha} of natural numbers sich that "ey < By. Letting y= 1 for 0 for kn Si < knit we 300 that Ay — 00 and Ty Ann <0,128 4, Special Classes of Operators C = @{v1,¥2,...} for some sequence {yn} of Y satisfying ||yn|| + 0. Now we define a mapping S: £(¥,X) + (X @X @X @---)q via the formula S(T) = (Tu, Ty2,Ts,-.)- Clearly, S is linear and from ||S(Z)lle0 = S¥Pnew Tol] < (SP pen llynll) IT wwe see that S is a bounded operator. Next, on the range of S define the linear functional ® on S(£(¥,X)) via the formula 8(S(Z)) = ®((Ty:,Ty,-..)) = 4(T). Note that if T,R € £(Y,X) satisfy (Tyr, Ty2)...) = (Rut, Rya,...), then. T~R=0onG, and so |6(T) — (R)| = |6(T ~ R)| < Mpo(T - R) implies 4(T) = #(R). This shows that ® is a well-defined linear functional. From [@(Pu1, Ta...) = |6(T)| S$ Mpc(T) = MIl(Ty1,T v2, --)Iloe » it follows that ® is also norm continuous. By the Hahn-Banach theorem, has a norm continuous linear extension (denoted by ® again) to all of (K@X@XO--)o,ie., BE (X BX SX ---)§ = (X*OX*OX*D--- x; 500 Exercise 3 in Section 7.2. This means that there exists a sequence {x} C X* satisfying D2, llral| < 00 and $(r) = (Twn, Tee) = Stew, Since {ya} is a bounded sequence, we also have 2. |i2%||- yal] < 00, aind ‘the proof is finished. Corollary 4.10 (Grothendieck [141]). A Banach space X has the approz- imation property if and only if for all sequences {22} C X* and {ap} CX that satisfy D2, ||x%|- [lanl] < 00 and 222, 2% @z_ = 0 in L(X), we have Drea thn) = 0. Proof. Assume first that X has the approximation property, and let two sequences {az} © X* and {zn} C X satisfy O° lle%l [Ital] < oo and TRy th tn = 0. Also, let 9 denote the re(X)-continuous linear functional on £(X) defined by $(T) = 092 2%(Tzp). Then for each rank-one operator 2° @z we have de @2) = Sale enn) Sail) Exe =| “Gaen) =~(( Sea] @) = 2*(0) = = f4.1. Finite-rank Operators 129 Therefore, ¢ vanishes on the vector subspace of all finite-rank operators, and so it vanishes on their 7-(X)-closure. Since X has the approximation property, this r¢(X)-closure contains the identity operator J, and hence DE Ahn) = oD) = 0. For the converse, assume that the condition is satisfied, and let @ be a re(X}-continuous linear functional on £(X) thet vanishes on the vector subspace of all finite-rank operators. By Theorem 4.9 there exist two se- quences {x5} C X* and {tn} C X with 7%, |Iz*| - zn|| < 00 such that OT) = D2, 2t(P2n) holds for each T € £(X). If 2° @ 2 is an arbitrary rank-one operator, then we have 0=4(2'@2) = o24((2"ee)e5 2*(S"(ereon)2) mt st Since x* € X* and x € X are arbitrary, it follows that D2 @ zn = 0. So, from our hypothesis, we have () = 37° 2%(2,) = 0. This shows that the identity operator I belongs to the 7-(X)-closure of X* @ X, and so by Lemma 4.8 the Banach space X has the approximation property. a Corollary 4.11 (Grothendieck [141)). If the norm dual X* of a Banach space X has the approzimation, property, then X itself has the approzimation properiy. Proof. Assume that X* has the approximation property, and let two se- quences {x3} C X* and {tn} C X satisfy 72, [lehl| - lal] < oo and 2, 2% ®t» = 0. Then, considering each zp as a vector in X**, it follows from Lemma 4.3 that 0°, ¢n @2%, = (O%,2%@z,)" = 0. Since the Banach space X* has the approximation property, Corollary 4.10 implies Ty an(ah) = Dy when) = 0. But then the same corollary guarantees that X has the approximation property. A. Grothendieck has also shown that a Banach space X has the ap- proximation property if and only if for each Banach space Y the finite-rank operators from Y to X are dense in K(Y,X), the closed vector subspace of compact operators. This result is stated next. ‘Theorem 4.12 (Grothendieck [141]). A Banach space X has the approsi- mation property if and only if for eack Banach space ¥ the vector subspace of all finite-rank operators Y* ® X is norm dense in K(Y,X). Proof. Let X be a Banach space with the approximation property and let Y be an arbitrary Banach space. Fix a compact operator T: ¥ + X and some € > 0. Since the set C = T(Uy) is a compact subset of X and X has the approximation property, there exists a finite-rank operator130 Special Classes of Operators S=Dhi a} @x;: X + X such that [|S — =| < ¢ holds for each x € C. In particular, for each y € Uy we have l [ers @x;-7]y| = [Sac =Ty| = 18) -Toll 0. By Lemma 4.6, we can as- sume that there exists some sequence {2,} in X satisfying |[zn|| —> 0 and C= {ei,29,...}. Scaling appropriately, we can also suppose without loss of generality that 0 < |en|| < 1 holds for each n. Define th in} of X by uay = = =e. fine the sequence {un} of X by tan = Tif and uan-1 i From ||wanll = |[uzn—1l] = V/T@alh we see that |lun|| —+ 0, and therefore the set U = c0{u,u2,...} isa compact subset of X. Its also convex and circled (ie., ALS 1 and @ € U imply Ac € U). From the identity zy = y/[nlluan and \/[fmall <1, we see that 2, € U for each n, and so C CU. ‘The preceding properties of guarantee that Y = U%, nU is a vector subspace of X. Moreover, if Y is equipped with the norm ||| |||, defined by Illylll =inf{A>0: ye rT}, then Y is a Banach space. Its closed unit ball coincides with U, that is, {y€¥: |llylll <1} =U. Moreover, if we let J: ¥Y — X denote the natural embedding (that is, Jy = y for each y € Y), then from J(U) = U, it follows that J is a compact operator. Therefore, according to our hypothesis, there exists a finite-rank operator 77, yf @ vj € L(Y, X) satisfying |Scuwon-v| 0 there exists some x” € X* satisfying |y*(z) ~ 2*(2)| < 6-for each « € C or equivalently ly"(@n) — 2"(@n)| <6 for each n.Finite-rank Operators 131 ‘To see this, fix a non-zero y* € Y* and let 6 = 2n > 0. Let Z be the closed vector subspace generated by {mn: n € N} in X. If y" = 0 on Z, then the zero functional 0 € X* satisfies O(,) = y*(an) for each n. So, we can suppose that for some 29 € Z we have y*(z0) = 1. man U it follows that |||xalll < Veal ao From way = Fig € U it follows that |I[zll] < Tra for each n. This implies |||znl|| + 0, and so (since y* is ||| -|||-continuous) y*(z,) —+ 0. Pick some & such that |y*(zn)| <9 for each n > k. Now consider the set K = L00{t2,: n > k}, and note that K is a convex, circled, and ||-|-compact subset of Z. Next, let Z, denote the (finite dimensional) vector subspace generated by the vectors {zo,1,...,24},-and let F = {2 Zp: y"(z) =1} = + ZeOKery*. Clearly, F is non-empty, and (as y* is || --continuous on Zt) F is also a || -|-closed subset of Z, and hence of Z. Moreover, it is easy to see that KF = @. Hence, by the classical Separation Theorem (see, for instance [25, Theorem 5.58, p. 193]), there exist a non-zero || ||-continuous linear functional z* on Z (we can asstime that 2° is defined on all of X) and some scalar a > 0 such that (ol Sa k, ie., 2 =0 on Z, which is a contradiction. Hence, \ #0, and from (4+) we get that A> 0. Therefore, replacing «* by 3, we can assume that 2* = y* on F and that 0 & we have 2 z*(t,)| F be a finite-rank operator between Banach lattices. If u = 7%, ltl, then it is easy to see that T(E) C Fy, where Fy, is the ideal generated by win F and F,, is equipped with its u-norm. Clearly, T: B — Fy (as a finite-rank operator) is compact. Now replicate the proof of Theorem 3.14 to conclude that T: B > F, has a compact modulus 7. Since F, is an ideal in F, the latter guarantees that [T| is also the modulus of the operator T': B + F. Since the topology generated by the norm of F, is finer than the topology generated on F by the norm of F, we infer that |T|: EF is also a compact operator. ‘To see that the modulus of a finite-rank operator need not be a finite rank operator, consider the constant function 1 and the function u: [0,1] + R. defined by w(t) = t. We leave it to the reader to verify that the rank-two operator T = 1@u—u@ 1 on L,[0, 1] does not have a finite-rank modulus; see Exercise 9 at the end of the section. Exercises 1. Let f, fiy.svvfi be linear functionals on a vector space V. Show that f lies in the linear span of fa,...,fx if and only if (YL Ker fi C Ker J. In particular, a collection 9:5...» du of linear functionals on a vector space V is linearly dependent if and only if (as Kergi C Kerg; holds for some j. (HINT: Assume that V is a real vector space (the same arguments show that the result is true for vector spaces over any field) and let (., Ker fi C Ker f. We consider the vector subspace of R* W ={(filv)s---fe(v)) ERY: v EV} and define the linear functional 6: W — R by (fa(0)s---. fe(o)) = f(0). Now if (fa(u)s-+-sfe(o)) = (filu),---, fe(u)), then v — u € uy Ker fi, and so by our condition f(v) = f(u), which shows that ¢ is well de- fined, Notice that ¢ extends linearly to all of R*. So, there exist4.1, Finite-rank Operators 133, 3, 4, 5, scalars Ai,...,Ax such that ¢(t1,...,th) = Dh, Ati. This implies Fa Dh Mel Show that an operator T: V —+ W between two vector spaces is a finite- rank operator if and only if there exist vectors w1,..., ty in W and linear functionals 9:,...,gn on V such that T="... @ ui, Let T: V+ W be an operator of rank k and let w,,...,w» be a basis of tho rango of 7. ‘Then there exist (uniquely determined) linese func- tional fis. fa on V such that T = Df fe@ ws. Show thatthe near functionals fy,..., fx are linearly independent, (HINT: If fy = 4g fin then T= St, f:@ (wi-+ Arwy) and so the rank of T is at most k~ 1, a contradiction. | Let T: V = V be a finiteenk operator on a vector space and assume that T= 2, fi@vi = D7, 95 @u; are two representations of T, where the vectors vj and u; need not belong to the range of T. Show that i.e, the scalar tr(T) = 7%. f(s) (called the trace of 7) is independent of the representation of 7. (HINT: Fix a basis ws,...,ws of the range of T and write T = So" fy wy where the linear nctionals hy are uniquely determined, Now let T= D7, fi@v be another representation ofT. Assume first that f:,..., fm are linearly independent. Then for each 4 there exists some ; € V such that ;(z:) = éiy holds for each j; see Exercise 1 above, Hence, v; € T(V) for each i, and so ue = A, Aéwy for appropriate scalars AL, So, T= Thy fi@u = Dy (Dh Ah) @ ur, and from this we get hy = fy A; fi for each 1 <7 0 in a Banach lattice B the {following statements are equivalent. (1) ‘The principal ideal generated by u is norm dense in B, i.e., By = B. (2) For each 2 € E* we have ||x Anu ~ =|] — 0. (8) If 0< 2" € EY, then a*(u) >0, ive,, the vector u acts as a strictly positive linear functional on B*. Proof. (1) =+ (2) Let « € E* and fix e > 0. Since Ey is dense in E, there exists some y € Ey such that ||y—2|| <¢. From the lattice inequality ly Az—a| < |y—2], we see (by replacing y by y* Az) that we can assume 0 &, then from the inequality 0 <¢-Anu 0, and so 2*(x) = 0 for all « € E*. This implies «* = 0, a contradiction. Hence, 2*(u) > 0. (3) = (1) Assume by way of contradiction that Ey # E. Then, by the Separation Theorem, there exists some non-zero 2* € E* that vanishes on Ey. This implies 0 < |x*|(u) = sup{l2*(y)|: [yl < w} =0, a contradiction. Hence, By=E. @ Any positive vector u in a Banach lattice E that satisfies B, = B is called a quasi-interior point or a strictly positive vector. The name “quasi-interior point” originates from the fact that an order unit of a Banach lattice is simply an interior point of the positive cone. The name “strictly positive vector” is justified by statement (3) of Lemma 4.15. We have the following implications: Order Unit => Quasi-interior Point => Weak Order Unit In general no other implication is true. However, in a Banach lattice with order continuous norm a positive vector is a quasi-interior point if and only if it is a weak order unit. We shall say that a complex Banach lattice136 4, Special Classes of Operators Ee = E @F has a quosi-interior point if the Banach lattice E has a quasi- interior point. How many quasi-interior points can a Banach lattive have? It might have none! For instance, the Banach lattice M(0, 1} of all Borel measures of bounded variation on [0,1] does not have quasi-interior points; see Exercise 5 at the end of the section. On the other hand, if a Banach lattice E has & quasi-interior point, say u, then E has quite many more: Au for each A> 0 and any positive vector w satisfying w > Au for some > 0 are all quasi- interior points. It follows that the set of all quasi-interior points of a Banach lattice is either empty or else is dense in E*. However, in spite of the above remarks, if a Banach lattice has a quasi- interior point, then it is essentially “unique” in the sense that if u and v are two quasi-interior points, then the principal ideals B,, and Ey are lattice isometric. This easily follows from Theorem 3.34. Let us elaborate on this relationship a little bit more. Let u > 0 be a positive vector in a Banach lattice EZ. Then (by Theo- rem 3.6) the principal ideal By generated by u is an AM-space under the norm [[zlleo = inf{A > 0: |x] < du}. Moreover, it is lattice isometric to a concrete C(92)-space, where the compact Hausdorff space © is uniquely determined up to a homeomorphism. Now assume that u and v are two quasi-interior points in a Banach lattice B such that E,, and By have the representations O() and C(@), respectively. Then, by Theorem 3.34, C(®) and C(@) are lattice isometric and so © and © are homeomorphic. The unique (up to 2 homeomorphism) compact Hausdorff space 9 is called the structure space of E’ and it plays a significant role in the representation theory of Banach lattices. For details, we refer the reader to the book of H. H. Schaefer [290, §4, pp. 165-168]. It should be noted that the structure space of a Banach lattice need not coincide with its Stone space. For instance, if E = C[0,1), then the structure space of B is (0, 1] while the Stone space Q of B is extremally disconnected—and hence different from [0,1]. ‘As discussed in Section 3.3, as soon as we represent a principal ideal Ey as a C(M)-space, we get at our disposal the “operator structure” of C(). For instance, we have a plethora of multiplication and composition operators ‘on C(®) which can be viewed as operators on B,—this important feature has no parallel in the general theory of Banach spaces. In other words, we can transfer via the lattice isometry the (pointwise) multiplication of C(®) to By. In particular, every element v € Ey gives rise to a multiplication operator My: E, + By via the formula, M,(z) =z, 2€ By.Multiplication Operators 137, Moreover, My is continuous with respect to the original norm |j- || restricted to By (in fact |lMy|| = |v|loo). When u is a quasi-interior point, the multipli- cation operators extend (by virtue of their uniform continuity) to continuous operators on all of E. ‘The next two results that will be used extensively to study the invariant subspace problem indicate the importance of quasi-interior points. Lemma 4.16. For a (real or comples) Banach lattice E with a quasi-interior point u>0 we have the following. (1) For each non-zero vector y € By there exists an operator M domi- nated by the identity operator (and hence M is a central operator) ~” satisfying M(y) > 0. (2) For every element v satisfying 0 < v < u there exists an operator T: EE dominated by the identity operator and such that Tu = v. Proof. Let u > 0 be a quasi-interior point in a (real or complex) Banach lattice B. As before, we can identify Z, with a C(Q)-space in such a way that the veetor 1 corresponds to the constant function one on 2. (1) Fix y € By with y # 0 and view y as a continuous function on . By scaling, we can suppose that ly. = max{|y(w)|: wv € 2} = 1. Now consider the function 7 € C(®) (the complex conjugate of y) and denote by M the multiplication operator defined by the function 7 on C() (and hence on Ey). That is, M(2) = Jr for each 2 € C(M). Clearly, M(y) = |y? > 0 and |Ma| < |x| holds for each x € Ey. Since Ey = B, the (unique) continuous extension of M to E satisfies the desired properties. (2) Again, as above, we view v as a continuous function on and consider the multiplication operator T defined on G() (and hence on By) by v, ie, T(a) = vz for each-2-€-C(M)--Clearly,-P(u) =v and |T'| < |2| for each x € Ey. The (unique) continuous. extension of T’ to all of B also satisfies |T2| <|o| foreach ae B. Lemma 4.17 (de Pagtér [260]. Let E be a (real or complea) Banach lattice with a quasi-interior point and let |x| < |y|- ‘Then there exists a sequence {Mz} of operators on E such that |\Mny—al| 0 and each M, is dominated by the identity operator. Proof. Let u > 0 be a quasi-interior point of B. Replacing u by u+|yh, ‘we can assume that |y| < u. Now let us view Ey as a C(M)-space with u corresponding to the constant function 1 on 9. So, 2,y € O(9). For each n consider the multiplication operator My: Hy — E, generated by the function tin = GPs Le., Mnz = Unz for each z € Ey. The unique continuous linear extension of M, to all of E will be denoted by Mr, again.138 4, Special Classes of Operators Since |up| < 1 in C(Q), we see that |M,z| < |2| for each z € E, ie., each ‘Mp is dominated by the identity operator. Moreover, an easy computation shows that |Myy—| < 21 holds in C(). This implies |Mny—2l| < 2 llull, and s0 ||Mny—=| +0.” a ‘The remainder of the section is devoted to some commutativity proper- ties of multiplication operators on C(M)-spaces. Accordingly, for the rest of this section, 2 will denote a fixed Hausdorff compact space. As usual, each @ € C() generates the multiplication operator My: C() + C() defined by Mg(f) =f. We start our discussion with a useful property of weakly compact: multiplication operators. = Lemma 4.18. If a multiplication operator Mg is weakly compact, then the function @ vanishes at every accumulation point of 2. In particular, if 9 does not have isolated points, then the only weakly compact (and hence the only compact) multiplication operator on C(Q) is the zero operator. Proof. Assume that Mg is weakly compact. Suppose by way of contradic. tion that 4(uo) # 0 for some accumulation point wy € 9. Therefore, there is an open neighborhood V of wo and some ¢ > 0 such that |4(v)| > € for all v € V. By the Urysohn~Tietze extension theorem there exists a function € C(O) such that p(w) = gi for each w € V, the closure of V. From MyMg = Myg, we see that Myy is a weakly compact operator on C(Q). Since the function #9 equals one at each point of V, it follows (again by the Urysohn~Tietze extension theorem) that the identity operator J on C(V) is weakly compact. This implies that C(V) is reflexive, and hence (by Theorem 2.26) its norm must be order continuous. But then V must be a finite set (see Exercise 1 in Section 2.3), and so wy is an isolated point, which is contradiction. a Recall that if T: X — X is an-operator on a Banach space, then its commutant {T}’ consists of all bounded operators on X that commute with T, that is, {Ty ={SeL(X): ST=TS}. ‘A direct verification shows that the commutant of an operator T’is a unital subalgebra of £(X). In general, it is a very difficult task to describe the commutant of a given operator. Our next goal is to describe some classes of operators that commute with a given multiplication operator. The rest of the material in this section is taken from [15]. . Fora function € C(®), we shall denote by Ag the closed unital (Le., containing 1) algebra generated by ¢ in C(), where the product of functionsMultiplication Operators 139 in C(M) is always understood as the pointwise product. This algebra Ay is the uniform closure of the subspace {p(¢): p is a polynomial}. That is, Ag = {p(@): p is a polynomial}. It should be noted that besides being an algebra, Ay is also a Riesz subspace of O(0). Lemma 4.19. For a function ¢ € C() and an arbitrary bounded operator T: C(Q) + C(Q) commuting with Mg the following statements are true. (1) There exists a function h € C(Q) satisfying Tx = he for each x in ‘the closed unital algebra Aj. (2) TMy = My holds for each f € Ay. (3) If ¢ és one-to-one, then T itself is a multiplication operator. In other words, if } is one-to-one, then the commutant of My consists of all multiplication operators, ie, {Mg} ={My: f € C(Q)}. Proof. (1) The identity TMy = MgT means that T(gx) = éTx for each 2 € O(9). By induction, we get T(x) = @*Tz for each n > 0 and all 2 C(0). Thus, T(p(d)2) = v(¢)T= ) for each polynomial p(t) of one real variable ¢ and all x € C(O) Letting « = 1 and h = 71, it follows from (+) that T(p(¢)) = hp(¢) for each polynomial p. In other words, Tx = he for all « in the unital algebra generated by g. Consequently, by continuity, T'z = hur for all in the closed unital algebra Ay generated by ¢. (2) Lot f € Ay. Ife € C(M), then from (x) we see that, “TM (2) T(p2)= Ta) = MjT(2), so that TM; = MyT. (3) If@ is one-to-one, then the Stone-Weierstrass Approximation Theo- rem guarantees that, Ay = C(Q). So, by part (1), T= My. a IEG isnot one-to-one, then the commutant of My might include operators other than multiplication operators. For an example take © = [—1, 1] and @(v) =u?. An easy argument shows that Ay consists of all even funetions. If ‘we consider the operator T: C[-1,1] -+ G[-1, 1] defined by Ta(w) = a(—w), then T is not a multiplication operator. Clearly, MyT = TM,. ‘The next surprising result asserts that a continuous function is constant on an open set if and only if its multiplication operator commutes with a non-zero finite-rank operator.140 4, Special Classes of Operators Theorem 4.20. For a multiplication operator Mg generated by a function € C(O) the following statements are equivalent. (1) The function ¢ is constant on some non-empty open subset of 9. (2) My commutes with a rank-one positive operator. (8) Mg commuites with a rank-one operator. (4) Mg commutes with a non-zero finite-rank operator. Proof. (1) => (2) Suppose that (wu) = ¢ for each w € V, where V is a non-empty open subset of 2. Choose a non-zero positive function # € C(2) such that (wu) =0 for all w ¢ Vand fix some iy € V. Now define the rank-one operator K': C(®) + C(O) via the formula Ke = 2(uo).z XOrf (We) ‘We claim that My and K coimmute. Indeed, for x € C() and w € 2, we have (KMga)(v) = (Kd2)(w) = $(wo)2(wo)b(w) = ex(wo)d(w) - On the other hand, since #) vanishes off V and ¢ = ¢ on V, we also have that: (MgKax)(w) = (Mga(w0)d)(w) = 2(wo)b(w)o(w) = ex(wo)o(w). Therefore, KM, = MgK. Clearly, K is also a positive operator. (2) => (3) => (4) Obvious. (4) = (1) Assume that the multiplication operator My commutes with a non-zero finite-rank operator T = TL, cf @ yy, where ty € C(O) and 2] € C*(Q) for each i. We can suppose that q1,...,Ux are linearly independent and that xt # 0 for each i. From Lemma 4.19(2), we know that MjT = TM, for each function f in the closed unital algebra Ay generated by ¢ in C(Q). That is, k ae Lar @)Fe)wlw) = it = holds for all. f€ Ay and for each w € 9, where as usual M7: C*(@) + C*() is the adjoint operator of My. ‘We claim that (\i_,Kera3, C Ker Mz} for each i and each function f € Ag. To see this, fix f € Ay and let x € (ky Kera’. Then (x) yields Li Mjat(z)vi = 0, and from the linear independence of yh,...,tky it follows that Mjz{(z) = 0 for each i. Thus, (Yh_,Ker2y © Ker Mjaf.? Consequently, each linear fumetional Mj? belongs to the vector subspace ' 2i(fa)iilw) = > Mfxi(@)iw) at 2 Here we use the conclusion of Exercise 1 in Section 41: A iinear functional { belongs to the span of the linear functionals fiy...,Sn if and only if (Ving Ker fe CKer J.4.2, Multiplication Operators 141 generated by 2j,...,2f. In particular, for each i the linear functionals Myx}, Mjct,...,Mj.0} must be linearly dependent. ‘That is, for each 4 there exist constants a%,1,..., i441 Not all zero such that kn VasMpat = Mpiget jn where p; is the non-zero polynomial defined by p:(A) = 54} aig’. a Next, consider the non-zero polynomial p = p:p2++py and note that Mygat = [Mien] ort 0 Sa for each i. Letting f = p(¢) in (x), we get OL, 23(2)p(6)(w)pux(w) = 0 or t PE) [Do ztleyvs()] 6 a for all x € O() and each w € 2. Now if we choose © € C(2) with 2}(2) # 0, then it follows from the linear independence of Y1,...,Ux that TE, af(2)vx(wo) # 0 for some uy € 2. Therefore, D* ; 23 (x)y:(w) # 0 for all w in an open neighborhood V of wo. But then (#4) yields p(w) = p(¢)(v) =0 forall weV. (x44) Since y = (wo) is @ root of the polynomial p, and since p has a finite number of roots, there exists an open neighborhood N of A that does not contain any other roots of p. Finally, if we consider the open neighborhood W = Vn(po4)-*(N) of wo, then it should be clear from (+ **) that _@(w) = Ao for each w € W, and the proof is finished. @ Exercises 1, Prove the following implications: Onier Unit + Quasi-interior Point => Weak Order Unit Also show that in general no converse implication is true, 2. Show that a Banach lattice H has a weak unit if and only if F has an at most countable maximal subset of pairwise disjoint vectors, (HINT: If {2,22,...} is a maximal countable set of pairwise disjoint positive unit, vectors, then 2 = 5°, shtn is a weak unit.) 8. Show that every separable Banach lattice has a quasi-interior point—and hence it also has # weak unit,42 4, Special Classes of Operators 4, In a Banach lattice with order continuous norm, show that a positive ‘vector is a quasi-interior point if and only it is a weak unit. 5. Prove that the Banach lattice M(0, 1), of all signed Borel measures on {0,1] of bounded variation, does not have quasi-interior points. (HINT: Notice that since [0,1] has order continuous norm, the notions of weak unit and quasi-interior point coincide. Assume that 0 0 for each = € [0,1]; otherwise 4({z}) = 0 implies 4 A 6, = 0, where 6, is the Dirac measure supported at z, which is impossible, However, the latter conclusion shows that [0,1] is countable, a contradiction.) 6. Show that if Z is a Banach lattice, then its set of quasi either empty or else itis dense in BY. 7. fT: E— P is a strictly positive operator between two Banach lattices, then show that the adjoint operator T*: F* —» B* carries quasi-interior points to quasi-interior points, 8, Fix a function ¢ € O() (where 0 is compact and Hausdorff) and let Ay denote the closed unital algebra. generated by in O(). That is, Ag = {0(8): pis a polynomial}~ Show that Ay is a Riesz subspace of (0). 9. Let (,5,x) be c-finite measure space and let $ € Lo(j). Show that for the multiplication operator My: Lp(s!) > Lp(ju), where 1 < p < 00, the following statements are equivalent. (a) The function ¢ is constant on some measurable set of positive mea- (b) Mg commutes with a rank-one positive operator. (c) Mg commutes with a rank-one operator. (@) Mg commutes with a non-zero fnite-rank operator. 10. Let 7: % +O be a continuous mapping on a compact Hausdorff space . For the composition operator C,: C(2) + C(M), defined by the formula C,(z) = x07, establish the following. (a) Cr is a contractive positive operator satisfying C-(1) = 1. (b) C, commutes with a rank-one positive operator. Show that for @ continuous map +: 9 —» O, where 9 is compact and Hausdorff, the following statements are equivalent. (a) The map + is surjective. (b) The composition operator Q, is an isometry. (c) The composition operator O, is one-to-one. terior points is uw, 4.3. Lattice and Algebraic Homomorphisms ‘The material presented so far has already demonstrated the usefulness of C(O)-spaces in the study of positive operators. As explained earlier, the importance of C(M)-spaces.stems, on one hand, from the fact that every principal ideal in a Banach lattice is an AM-space with unit and, on the4,3, Lattice and Algebraic Homomorphisms M43 other hand, from the classical Kakutani-Bohnenblust—Krein Theorem 3.6 on the representation of AI-spaces with unit. In this section, we shall present the basic characterizations of lattice and algebraic homomorphisms between C(M)-spaces as well as some extension properties of lattice homomorphisms. We start with the following result. Theorem 4.21. Let E be a Banach lattice, let F be an at most countable subset of E and let C be an at most countable collection of regular operators on E. Then there exists some u > 0 such that: (1) The set F lies in By, i.e., FC By. (2). Bvery operator in C leaves the principal ideal By invariant, that is, T(E) © Ey holds for each T € C. Proof. The proof will be done in three steps. Step I: If F is at most countable, then F is included in a principal ideal. “Assume that F is a countable set, say F = {21,22,...}. We can assume that 2; #0 for each i. Ifu= 0%, dk fE*4, then note that FC By. Step Il: If F is an at most countable subset of E and T € £(B) is a regular operator, then there exists some u > 0 such that F C By and T(By) C Ey. ‘To see this, assume that T' is a non-zero regular operator. So, we can write T = Ty ~ 7 with Ty, Ta > 0. Put $=T+T2>0. By Step I, there exists some w > 0 such that F C Ey. Next, consider the positive vector u= T° 9 aie Since w < u, it follows that F C By. It is now a routine matter to verify that T(£y) C By. Step Ill: The general case. ‘Assume that C is countable, say C = {T,,Ts,...}, where T; # 0 for each i, Write T; = Ti — Tia with Ta,Tiz > 0, and let S; = Ti + Tia > 0. Next, consider the positive operator S = 7-25 ax 7S4q- By Step Il, there exists some u > 0 such that F C Ey and S(B,) C By. Next, fix any 2 € By and pick some A > 0 such that |2| < du. Then for each ik we have [Dc] < (Ta +Tis)l2l = Sel2l < ASeu DB |Sull- gE S AD |Si|hSu € Ly. So, Tha € Ey, that is, Ts(Bu) © Hy holds for each k. a ‘The important conclusion from Theorem 4.21 is the following. When one represents E,, a8 a C(®)-space, then all vectors in F as well as all vectors Tyr, € Ey, can be viewed as continuous functions on the compact Hausdorff space % We can then use the properties of the continuous functions to144 4. Special Classes of Operators study the properties of positive operators. In addition, expressions like e%, qdipp ete. (where « and y are vectors in E,) as well as Y@ if x > 0 make sense as functions in C(@); and hence they are well-defined vectors in El It should also be noticed that since Ey, is an ideal in E, its complex- ification Ey © 1B, can be identified with Cc(Q), the Banach space of all complex-valued continuous functions on 2. We now turn our attention to the properties of lattice homomorphisms between C()-spaces. As we shall see, they are closely related to algebraic homomorphisms that are defined next. Definition 4.22. An operator T: O() -r G(Q) is said-to-be an algebraic homomorphism (or a multiplicative operator) if T(f9) = T(F)T() holds for all f,9 € C(Q). ‘We first characterize the lattice homomorphisms from a C()-space to the real numbers. Lemma 4.23. A non-zero linear functional $: C(Q) + R is a lattice ho- momorphism if and only if there exists some c > 0 and some uy € 2 (both uniquely determined) such that @ = Chup. Proof. If ¢ = cfu, with c > 0, then ¢ is clearly a lattice homomorphism, that is, $(f Ag) = min{9(f), d(g)} for all f,g € C(O). For the converse, assume that 4: C() — RR is a lattice homomorphism. Clearly, ¢ is a positive linear functional. Hence, by the Riesz Representation ‘Theorem, there exists a unique regular Borel measure ys on @ satisfying O(f) = J f du for each f € C(O). We claim that the support of p is a singleton. To see this, assume that two distinct points, say s and t, belong to the support of yu. Pick two functions /,9 € C(Q) satisfying f Ag = 0 and J(s) = 9(t) = 1. This implies = O(f Ag) =min{9(f), 6(9)} = min{ Jf du, fgdu} > 0, which is a contradiction. Hence, the support of 1 consists of a single point, say wp. This implies Af [ane [ fan= soo)u( to) = fa on) Oa] foreach fE C(M). @ ‘The algebraic homomorphisms from a C¢()-space to the complex num- bers are characterized in the next result.