Helly's selection theorem

On convergent subsequences of functions that are locally of bounded total variation

In mathematics, Helly's selection theorem (also called the Helly selection principle) states that a uniformly bounded sequence of monotone real functions admits a convergent subsequence. In other words, it is a sequential compactness theorem for the space of uniformly bounded monotone functions. It is named for the Austrian mathematician Eduard Helly. A more general version of the theorem asserts compactness of the space BVloc of functions locally of bounded total variation that are uniformly bounded at a point.

The theorem has applications throughout mathematical analysis. In probability theory, the result implies compactness of a tight family of measures.

Statement of the theorem

Let (fn)n ∈ N be a sequence of increasing functions mapping the real line R into itself, and suppose that it is uniformly bounded: there are a,b ∈ R such that a ≤ fn ≤ b for every n  ∈  N. Then the sequence (fn)n ∈ N admits a pointwise convergent subsequence.

Generalisation to BVloc

Let U be an open subset of the real line and let fn : U → R, n ∈ N, be a sequence of functions. Suppose that (fn) has uniformly bounded total variation on any W that is compactly embedded in U. That is, for all sets W ⊆ U with compact closure W̄ ⊆ U,

sup n ∈ N ( ‖ f n ‖ L 1 ( W ) + ‖ d f n d t ‖ L 1 ( W ) ) < + ∞ , {\displaystyle \sup _{n\in \mathbf {N} }\left(\left\|f_{n}\right\|_{L^{1}(W)}+\left\|{\frac {\mathrm {d} f_{n}}{\mathrm {d} t}}\right\|_{L^{1}(W)}\right)<+\infty ,}
where the derivative is taken in the sense of tempered distributions.

Then, there exists a subsequence fnk, k ∈ N, of fn and a function f : U → R, locally of bounded variation, such that

  • fnk converges to f pointwise almost everywhere;
  • and fnk converges to f locally in L1 (see locally integrable function), i.e., for all W compactly embedded in U,
lim k → ∞ ∫ W | f n k ( x ) − f ( x ) | d x = 0 ; {\displaystyle \lim _{k\to \infty }\int _{W}{\big |}f_{n_{k}}(x)-f(x){\big |}\,\mathrm {d} x=0;} [1]: 132 
  • and, for W compactly embedded in U,
‖ d f d t ‖ L 1 ( W ) ≤ lim inf k → ∞ ‖ d f n k d t ‖ L 1 ( W ) . {\displaystyle \left\|{\frac {\mathrm {d} f}{\mathrm {d} t}}\right\|_{L^{1}(W)}\leq \liminf _{k\to \infty }\left\|{\frac {\mathrm {d} f_{n_{k}}}{\mathrm {d} t}}\right\|_{L^{1}(W)}.} [1]: 122 

Further generalizations

There are many generalizations and refinements of Helly's theorem. The following theorem, for BV functions taking values in Banach spaces, is due to Barbu and Precupanu:

Let X be a reflexive, separable Hilbert space and let E be a closed, convex subset of X. Let Δ : X → [0, +∞) be positive-definite and homogeneous of degree one. Suppose that zn is a uniformly bounded sequence in BV([0, T]; X) with zn(t) ∈ E for all n ∈ N and t ∈ [0, T]. Then there exists a subsequence znk and functions δ, z ∈ BV([0, T]; X) such that

  • for all t ∈ [0, T],
∫ [ 0 , t ) Δ ( d z n k ) → δ ( t ) ; {\displaystyle \int _{[0,t)}\Delta (\mathrm {d} z_{n_{k}})\to \delta (t);}
  • and, for all t ∈ [0, T],
z n k ( t ) ⇀ z ( t ) ∈ E ; {\displaystyle z_{n_{k}}(t)\rightharpoonup z(t)\in E;}
  • and, for all 0 ≤ s < t ≤ T,
∫ [ s , t ) Δ ( d z ) ≤ δ ( t ) − δ ( s ) . {\displaystyle \int _{[s,t)}\Delta (\mathrm {d} z)\leq \delta (t)-\delta (s).}

See also

References

  1. ^ a b Ambrosio, Luigi; Fusco, Nicola; Pallara, Diego (2000). Functions of Bounded Variation and Free Discontinuity Problems. Oxford University Press. ISBN 9780198502456.
  • Rudin, W. (1976). Principles of Mathematical Analysis. International Series in Pure and Applied Mathematics (Third ed.). New York: McGraw-Hill. 167. ISBN 978-0070542358.
  • Barbu, V.; Precupanu, Th. (1986). Convexity and optimization in Banach spaces. Mathematics and its Applications (East European Series). Vol. 10 (Second Romanian ed.). Dordrecht: D. Reidel Publishing Co. xviii+397. ISBN 90-277-1761-3. MR860772