Krein-Milman theorem
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In mathematics, more precisely in functional analysis, the Krein-Milman theorem is a statement about convex sets. A particular case of this theorem, which can be easily visualized, states that given a convex polygon, one only needs the corners of the polygon to recover the polygon shape. The statement of the theorem is false if the polygon is not convex, as then there can be many ways of drawing a polygon having given points as corners.
Formally, let X be a locally convex topological vector space, and let K be a compact convex subset of X. Then, the theorem states that K is the closed convex hull of its extreme points.
The closed convex hull above is defined as the intersection of all closed convex subsets of X that contain K. This turns out to be the same as the closure of the convex hull in the topological vector space. One direction in the theorem is easy; the main burden is to show that there are 'enough' extreme points.
The original statement proved by Mark Krein and David Milman (1912-1982), a student of Krein's from Odessa and father to mathematicians Vitali Milman and Pierre Milman, was somewhat less general than this.
[edit] References
- M. Krein, D. Milman (1940) On the extreme points of regularly convex sets, Studia Mathematica 9 133-138.
- H. L. Royden. Real Analysis. Prentice-Hall, Englewood Cliffs, New Jersey, 1988.
This article incorporates material from Krein-Milman theorem on PlanetMath, which is licensed under the GFDL.