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Springer Monographs in Mathematics V.I. Bogachev O.G. Smolyanov Topological Vector Spaces and Their Applications Springer Monographs in Mathematics Editors-in-Chief Isabelle Gallagher, Paris, France Minhyong Kim, Oxford, UK This series publishes advanced monographs giving well-written presentations of the “state-of-the-art” in fields of mathematical research that have acquired the maturity needed for such a treatment. They are sufficiently self-contained to be accessible to more than just the intimate specialists of the subject, and sufficiently comprehensive to remain valuable references for many years. Besides the c urrent state of knowledge in its field, an SMM volume should ideally describe its relevance to and interaction with neighbouring fields of mathematics, and give pointers to future directions of research. More information about this series at http://www.springer.com/series/3733 V.I. Bogachev · O.G. Smolyanov Topological Vector Spaces and Their Applications 1 3 V.I. Bogachev O.G. Smolyanov Department of Mechanics Department of Mechanics and Mathematics and Mathematics Moscow State University Moscow State University Moscow Moscow Russia Russia and Higher School of Economics National Research University Moscow Russia ISSN 1439-7382 ISSN 2196-9922 (electronic) Springer Monographs in Mathematics ISBN 978-3-319-57116-4 ISBN 978-3-319-57117-1 (eBook) DOI 10.1007/978-3-319-57117-1 Library of Congress Control Number: 2017939903 Mathematics Subject Classification: 46A03, 58C20, 28C20 The book is an expanded and revised version of the Russian edition under the same title, published in Regular and Chaotic Dynamics, Moscow-Izhevsk, 2012. © Springer International Publishing AG 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. Printed on acid-free paper This Springer imprint is published by Springer Nature The registered company is Springer International Publishing AG The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland Contents Preface ix Chapter1. Introductiontothetheoryoftopological vectorspaces 1 1.1. Linearspacesandtopology 1 1.2. Basicdefinitions 11 1.3. Examples 17 1.4. Convexsets 29 1.5. Finite-dimensionalandnormablespaces 35 1.6. Metrizability 41 1.7. Completenessandcompletions 45 1.8. Compactandprecompactsets 53 1.9. Linearoperators 59 1.10. TheHahn–Banachtheorem: geometricform 63 1.11. TheHahn–Banachtheorem: analyticform 71 1.12. Complementsandexercises 81 Uniformspaces(81).Convexcompactsets(84).Fixedpointtheorems(86). Sequencespaces(89).DualstoBanachspaces(90).Separabilityproperties(91). Continuousselectionsandextensions(93).Exercises(94). Chapter2. Methodsofconstructingtopological vectorspaces 101 2.1. Projectivetopologies 101 2.2. Examplesofprojectivelimits 104 2.3. Inductivetopologies 109 2.4. Examplesofinductivelimits 113 2.5. Grothendieck’sconstruction 119 2.6. Strictinductivelimits 125 2.7. Inductivelimitswithcompactembeddings 127 2.8. Tensorproducts 130 2.9. Nuclearspaces 134 2.10. Complementsandexercises 139 PropertiesofthespacesDandD(cid:2)(139).Absolutelysummingoperators(143). Localcompleteness(145).Exercises(147). v vi Contents Chapter3. Duality 153 3.1. Polars 153 3.2. Topologiescompatiblewithduality 158 3.3. Adjointoperators 162 3.4. Weakcompactness 164 3.5. Barrelledspaces 170 3.6. Bornologicalspaces 175 3.7. Thestrongtopologyandreflexivity 180 3.8. Criteriaforcompleteness 186 3.9. Theclosedgraphtheorem 193 3.10. Compactoperators 199 3.11. TheFredholmalternative 205 3.12. Complementsandexercises 208 Bairespaces(208).TheBorelgraphtheorem(211).Boundingsets(212). TheJamestheorem(213).Topologicalpropertiesoflocallyconvexspaces(214). Eberlein–Sˇmulianproperties(218).Schauderbases(219).Minimalspaces andpowersoftherealline(221).Exercises(224). Chapter4. Differentialcalculus 243 4.1. Differentiabilitywithrespecttosystemsofsets 244 4.2. Examples 251 4.3. Differentiabilityandcontinuity 257 4.4. Differentiabilityandcontinuityalongasubspace 261 4.5. Thederivativeofacomposition 263 4.6. Themeanvaluetheorem 273 4.7. Taylor’sformula 275 4.8. Partialderivatives 278 4.9. TheinversionofTaylor’sformulaandthechainrule 279 4.10. Complementsandexercises 289 Theinversefunctiontheorem(289).Polynomials(291).Ordinarydifferential equationsinlocallyconvexspaces(294).Passagetothelimitinderivatives(297). Completenessofspacesofsmoothmappings(300).Differentiabilityvia pseudotopologies(305).SmoothfunctionsonBanachspaces(307).Exercises(308). Chapter5. Measuresonlinearspaces 311 5.1. Cylindricalsets 311 5.2. Measuresontopologicalspaces 313 5.3. Transformationsandconvergenceofmeasures 321 5.4. Cylindricalmeasures 327 5.5. TheFouriertransform 333 5.6. Covarianceoperatorsandmeansofmeasures 337 5.7. Gaussianmeasures 345 5.8. Quasi-measures 354 5.9. Sufficienttopologies 357 5.10. TheSazonovandGross–Sazonovtopologies 359 Contents vii 5.11. Conditionsforcountableadditivity 366 5.12. Complementsandexercises 372 Convolution(372).0–1laws(376).Convexmeasures(378).Thecentrallimit theorem(381).Infinitelydivisibleandstablemeasures(383).Banachsupports ofmeasures(391).Infinite-dimensionalWienerprocesses(393).Prohorovlocally convexspaces(394).Measurablelinearandpolylinearfunctions(399).Relations betweendifferentσ-algebras(409).Radonifyingoperators(412).Measurable norms(412).Exercises(413). Comments 419 Bibliography 425 Authorindex 447 Subjectindex 451 Preface Thisbookgivesaconciseexpositionofthefundamentalsofthetheoryoftopo- logicalvectorspaces,complementedbyasurveyofthemostimportantresultsofa moresubtlenature,whichcannotbequalifiedasbasic,butknowledgeofwhichis usefulforapplications,and,finally,someofsuchapplicationsconnectedwithdif- ferential calculus in infinite-dimensional spaces and measure theory. Almost half of the book is devoted to these applications, which makes it very different from thewholeseriesofknowntextsontopologicalvectorspaces. Anothernotabledif- ferencebetweenthisbookandknowntreatiseslikeBourbaki[87],Edwards[150], Grothendieck [207], Jarchow [237], Kelley, Namioka [270], Ko¨the [292], Nar- ici, Beckenstein [365], Pe´rez Carreras, Bonet [385], Robertson, Robertson [420], Schaefer[436],Tre`ves[530],andWilansky[567]isthatwedecidedtoincludealso some results without proofs (this does not concern the fundamentals, of course) with references instead, which enables us to inform the reader about many rela- tively recent achievements; some of them are disguised as exercises (with refer- encestotheliterature),suchexercisesshouldnotbeconfusedwithusualexercises markedbythesymbol◦. Thus,withrespecttothepresentedinformation,ourbook is not covered by any other book on this subject (though, we cannot claim that it coversanysuchbook). Chapter 1 contains the fundamentals of the theory, including a large list of concrete examples, some general concepts (convex sets, seminorms, linear map- pings) and a number of facts, the most important of which is the Hahn–Banach theoremonextensionsoffunctionalsinitsdiverseversions. The main material of Chapter 2 is connected with projective and inductive limits (including strict inductive limits and inductive limits with compact em- beddings, which is not sufficiently discussed in the existing literature), and also Grothendieck’smethodofconstructingBanachspacesembeddedintolocallycon- vexspaces. Chapter3containstheclassicalmaterialrelatedtotheso-calleddualitytheory, i.e.,introductionofdifferentlocallyconvextopologiesonagivenspacegivingthe samesetofcontinuouslinearfunctionals. ThecentraltopicsherearetheMackey– Arens theorem on topologies compatible with duality, the results on weak com- pactness, including the Eberlein–Sˇmulian and Krein–Sˇmulian theorems, and also someconceptsandfactsconnectedwithcompletenessoflocallyconvexspaces. ix x Preface Chapter 4 is devoted to the fundamentals of the differentiation theory in lo- cally convex spaces. It presents a general scheme of differentiability with respect to a system of sets (partial cases of which are Gaˆteaux, Hadamard and Fre´chet differentiabilities) and a thorough discussion of important for applications differ- entiabilitieswithrespecttosystemsofboundedandcompactsets. Chapter 5 gives a concise introduction to measure theory on locally convex spaces. Here we discuss extensions of cylindrical measures, the Fourier trans- form and conditions for the countable additivity in its terms (in particular, the Minlos and Sazonov theorems and their generalizations), covariance operators, measurable linear functionals and operators, measurable polynomials, and some importantclassesofmeasures(suchasGaussian,stable,andconvex). Each chapter opens with a brief synopsis of its content. All chapters contain many additional subsections with some more specialized information related to the main themes of the chapter, and also many exercises are given (more difficult ones are provided with hints or references). The book ends with the historic- bibliographiccomments,thelistofreferences(withindicationofpagenumbersof citingtheincludedworks),andtheauthorandsubjectindices. The prerequisites for the first chapter of this book are just a grasp knowledge of calculus and linear algebra and some experience with basic concepts of topol- ogy, but for a thorough study it is advisable to be acquainted with a university course of functional analysis (following any text, e.g., Kolmogorov, Fomin [284] orRudin[425]). We are very grateful to T.O. Banakh, E.D. Kosov, I. Marshall, S.N. Popova, A.V. Shaposhnikov, A.S. Tregubov and E.V. Yurova for useful remarks and cor- rections. Our work on this book began 25 years ago by the initiative of Vladimir Ivanovich Sobolev (1913–1995), the author of a series of widely known texts on functional analysis (including one of the first Russian texts, published as early as in1951),anditscompletionisatributetothememoryofthisremarkablescientist andteacher.

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