Helly's selection theorem

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In mathematics, Helly's selection theorem states that a sequence of functions that is locally of bounded total variation and uniformly bounded at a point has a convergent subsequence. In other words, it is a compactness theorem for the space BVloc.

It is named for the Austrian mathematician Eduard Helly.

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[edit] Statement of the theorem

Let U be an open subset of the real line and let fn : U → R, n ∈ N, be a sequence of functions. Suppose that

\sup_{n \in \mathbb{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;
  • and (fn) is uniformly bounded at a point. That is, for some t ∈ U, { fn(t) | n ∈ N } ⊆ R is a bounded set.

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;
  • and fnk converges to f locally in L1 (see locally integrable function), i.e., for all W compactly embedded in U,
\lim_{k \to \infty} \int_{W} \big| f_{n_{k}} (x) - f(x) \big| \, \mathrm{d} x = 0;
  • and, for W compactly embedded in U,
\left\| \frac{\mathrm{d} f}{\mathrm{d} t} \right\|_{L^{1} (W)} \leq \liminf_{k \to \infty} \left\| \frac{\mathrm{d} f_{n}}{\mathrm{d} t} \right\|_{L^{1} (W)}.

[edit] 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 Banach 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 δz ∈ BV([0, T]; X) such that

  • for all t ∈ [0, T],
\int_{[0, t)} \Delta (\mathrm{d} z_{n_{k}}) \to \delta(t);
  • and, for all t ∈ [0, T],
z_{n_{k}} (t) \rightharpoonup z(t) \in E;
  • and, for all 0 ≤ s < t ≤ T,
\int_{[s, t)} \Delta(\mathrm{d} z) \leq \delta(t) - \delta(s)

[edit] See also

[edit] References

  • Barbu, V.; Precupanu, Th. (1986). Convexity and optimization in Banach spaces, Second Romanian Edition, Mathematics and its Applications (East European Series) 10, Dordrecht: D. Reidel Publishing Co., xviii+397. ISBN 90-277-1761-3.  MR860772
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