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Positive linear functional

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Inmathematics, more specifically infunctional analysis, apositive linear functional on anordered vector space(V,){\displaystyle (V,\leq )} is alinear functionalf{\displaystyle f} onV{\displaystyle V} so that for allpositive elementsvV,{\displaystyle v\in V,} that isv0,{\displaystyle v\geq 0,} it holds thatf(v)0.{\displaystyle f(v)\geq 0.}

In other words, a positive linear functional is guaranteed to take nonnegative values for positive elements. The significance of positive linear functionals lies in results such asRiesz–Markov–Kakutani representation theorem.

WhenV{\displaystyle V} is acomplex vector space, it is assumed that for allv0,{\displaystyle v\geq 0,}f(v){\displaystyle f(v)} is real. As in the case whenV{\displaystyle V} is aC*-algebra with its partially ordered subspace of self-adjoint elements, sometimes a partial order is placed on only a subspaceWV,{\displaystyle W\subseteq V,} and the partial order does not extend to all ofV,{\displaystyle V,} in which case the positive elements ofV{\displaystyle V} are the positive elements ofW,{\displaystyle W,} by abuse of notation. This implies that for a C*-algebra, a positive linear functional sends anyxV{\displaystyle x\in V} equal toss{\displaystyle s^{\ast }s} for somesV{\displaystyle s\in V} to a real number, which is equal to its complex conjugate, and therefore all positive linear functionals preserve the self-adjointness of suchx.{\displaystyle x.} This property is exploited in theGNS construction to relate positive linear functionals on a C*-algebra toinner products.

Sufficient conditions for continuity of all positive linear functionals

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There is a comparatively large class ofordered topological vector spaces on which every positive linear form is necessarily continuous.[1] This includes alltopological vector lattices that aresequentially complete.[1]

Theorem LetX{\displaystyle X} be anOrdered topological vector space withpositive coneCX{\displaystyle C\subseteq X} and letBP(X){\displaystyle {\mathcal {B}}\subseteq {\mathcal {P}}(X)} denote the family of all bounded subsets ofX.{\displaystyle X.} Then each of the following conditions is sufficient to guarantee that every positive linear functional onX{\displaystyle X} is continuous:

  1. C{\displaystyle C} has non-empty topological interior (inX{\displaystyle X}).[1]
  2. X{\displaystyle X} iscomplete andmetrizable andX=CC.{\displaystyle X=C-C.}[1]
  3. X{\displaystyle X} isbornological andC{\displaystyle C} is asemi-completestrictB{\displaystyle {\mathcal {B}}}-cone inX.{\displaystyle X.}[1]
  4. X{\displaystyle X} is theinductive limit of a family(Xα)αA{\displaystyle \left(X_{\alpha }\right)_{\alpha \in A}} of orderedFréchet spaces with respect to a family of positive linear maps whereXα=CαCα{\displaystyle X_{\alpha }=C_{\alpha }-C_{\alpha }} for allαA,{\displaystyle \alpha \in A,} whereCα{\displaystyle C_{\alpha }} is the positive cone ofXα.{\displaystyle X_{\alpha }.}[1]

Continuous positive extensions

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The following theorem is due to H. Bauer and independently, to Namioka.[1]

Theorem:[1] LetX{\displaystyle X} be anordered topological vector space (TVS) with positive coneC,{\displaystyle C,} letM{\displaystyle M} be a vector subspace ofE,{\displaystyle E,} and letf{\displaystyle f} be a linear form onM.{\displaystyle M.} Thenf{\displaystyle f} has an extension to a continuous positive linear form onX{\displaystyle X} if and only if there exists some convex neighborhoodU{\displaystyle U} of0{\displaystyle 0} inX{\displaystyle X} such thatRef{\displaystyle \operatorname {Re} f} is bounded above onM(UC).{\displaystyle M\cap (U-C).}
Corollary:[1] LetX{\displaystyle X} be anordered topological vector space with positive coneC,{\displaystyle C,} letM{\displaystyle M} be a vector subspace ofE.{\displaystyle E.} IfCM{\displaystyle C\cap M} contains an interior point ofC{\displaystyle C} then every continuous positive linear form onM{\displaystyle M} has an extension to a continuous positive linear form onX.{\displaystyle X.}
Corollary:[1] LetX{\displaystyle X} be anordered vector space with positive coneC,{\displaystyle C,} letM{\displaystyle M} be a vector subspace ofE,{\displaystyle E,} and letf{\displaystyle f} be a linear form onM.{\displaystyle M.} Thenf{\displaystyle f} has an extension to a positive linear form onX{\displaystyle X} if and only if there exists some convexabsorbing subsetW{\displaystyle W} inX{\displaystyle X} containing the origin ofX{\displaystyle X} such thatRef{\displaystyle \operatorname {Re} f} is bounded above onM(WC).{\displaystyle M\cap (W-C).}

Proof: It suffices to endowX{\displaystyle X} with the finest locally convex topology makingW{\displaystyle W} into a neighborhood of0X.{\displaystyle 0\in X.}

Examples

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Consider, as an example ofV,{\displaystyle V,} the C*-algebra ofcomplexsquare matrices with the positive elements being thepositive-definite matrices. Thetrace function defined on this C*-algebra is a positive functional, as theeigenvalues of any positive-definite matrix are positive, and so its trace is positive.

Consider theRiesz spaceCc(X){\displaystyle \mathrm {C} _{\mathrm {c} }(X)} of allcontinuous complex-valued functions ofcompactsupport on alocally compactHausdorff spaceX.{\displaystyle X.} Consider aBorel regular measureμ{\displaystyle \mu } onX,{\displaystyle X,} and a functionalψ{\displaystyle \psi } defined byψ(f)=Xf(x)dμ(x) for all fCc(X).{\displaystyle \psi (f)=\int _{X}f(x)d\mu (x)\quad {\text{ for all }}f\in \mathrm {C} _{\mathrm {c} }(X).} Then, this functional is positive (the integral of any positive function is a positive number). Moreover, any positive functional on this space has this form, as follows from theRiesz–Markov–Kakutani representation theorem.

Positive linear functionals (C*-algebras)

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LetM{\displaystyle M} be a C*-algebra (more generally, anoperator system in a C*-algebraA{\displaystyle A}) with identity1.{\displaystyle 1.} LetM+{\displaystyle M^{+}} denote the set of positive elements inM.{\displaystyle M.}

A linear functionalρ{\displaystyle \rho } onM{\displaystyle M} is said to bepositive ifρ(a)0,{\displaystyle \rho (a)\geq 0,} for allaM+.{\displaystyle a\in M^{+}.}

Theorem. A linear functionalρ{\displaystyle \rho } onM{\displaystyle M} is positive if and only ifρ{\displaystyle \rho } is bounded andρ=ρ(1).{\displaystyle \|\rho \|=\rho (1).}[2]

Cauchy–Schwarz inequality

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Ifρ{\displaystyle \rho } is a positive linear functional on a C*-algebraA,{\displaystyle A,} then one may define a semidefinitesesquilinear form onA{\displaystyle A} bya,b=ρ(ba).{\displaystyle \langle a,b\rangle =\rho (b^{\ast }a).} Thus from theCauchy–Schwarz inequality we have|ρ(ba)|2ρ(aa)ρ(bb).{\displaystyle \left|\rho (b^{\ast }a)\right|^{2}\leq \rho (a^{\ast }a)\cdot \rho (b^{\ast }b).}

Applications to economics

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Given a spaceC{\displaystyle C}, a price system can be viewed as a continuous, positive, linear functional onC{\displaystyle C}.

See also

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References

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  1. ^abcdefghijSchaefer & Wolff 1999, pp. 225–229.
  2. ^Murphy, Gerard. "3.3.4".C*-Algebras and Operator Theory (1st ed.). Academic Press, Inc. p. 89.ISBN 978-0125113601.

Bibliography

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