Hahn–Banach theorem

The Hahn–Banach theorem is a central tool in functional analysis. It allows the extension of bounded linear functionals defined on a subspace of some vector space to the whole space, and it also shows that there are "enough" continuous linear functionals defined on every normed vector space to make the study of the dual space "interesting". Another version of the Hahn–Banach theorem is known as the Hahn–Banach separation theorem or the hyperplane separation theorem, and has numerous uses in convex geometry.

The Hahn–Banach theorem arose from attempts to solve infinite systems of linear equations. This is needed to solve problems such as the moment problem, whereby given all the potential moments of a function one must determine if a function having these moments exists, and, if so, find it in terms of those moments. Another such problem is the Fourier cosine series problem, whereby given all the potential Fourier cosine coefficients one must determine if a function having those coefficients exists, and, again, find it if so.

The dominated extension theorem for real linear functionals implies the following alternative statement of the Hahn–Banach theorem that can be applied to linear functionals on real or complex vector spaces.

The following observations allow the Hahn–Banach theorem for real vector spaces to be applied to (complex-valued) linear functionals on complex vector spaces.

The Mizar project has completely formalized and automatically checked the proof of the Hahn–Banach theorem in the HAHNBAN file.[11]

In the above form, the functional to be extended must already be bounded by a sublinear function. In some applications, this might close to begging the question. However, in locally convex spaces, any continuous functional is already bounded by the norm, which is sublinear. One thus has

When the convex sets have additional properties, such as being open or compact for example, then the conclusion can be substantially strengthened:

Mazur's theorem clarifies that vector subspaces (even those that are not closed) can be characterized by linear functionals.

The Hahn–Banach theorem is the first sign of an important philosophy in functional analysis: to understand a space, one should understand its continuous functionals.

Theorem[19] — A real Banach space is reflexive if and only if every pair of non-empty disjoint closed convex subsets, one of which is bounded, can be strictly separated by a hyperplane.

To illustrate an actual application of the Hahn–Banach theorem, we will now prove a result that follows almost entirely from the Hahn–Banach theorem.

There are now many other versions of the Hahn–Banach theorem. The general template for the various versions of the Hahn–Banach theorem presented in this article is as follows:

The following theorem of Mazur–Orlicz (1953) is equivalent to the Hahn–Banach theorem.

Let X be a topological vector space. A vector subspace M of X has the extension property if any continuous linear functional on M can be extended to a continuous linear functional on X, and we say that X has the Hahn–Banach extension property (HBEP) if every vector subspace of X has the extension property.[23]

The Hahn–Banach theorem guarantees that every Hausdorff locally convex space has the HBEP. For complete metrizable topological vector spaces there is a converse, due to Kalton: every complete metrizable TVS with the Hahn–Banach extension property is locally convex.[23] On the other hand, a vector space X of uncountable dimension, endowed with the finest vector topology, then this is a topological vector spaces with the Hahn-Banach extension property that is neither locally convex nor metrizable.[23]

The proof of the Hahn–Banach theorem commonly uses Zorn's lemma, which in the axiomatic framework of Zermelo–Fraenkel set theory (ZF) is equivalent to the axiom of choice (AC). It is now known (see below) that the ultrafilter lemma (or equivalently, the Boolean prime ideal theorem), which is strictly weaker than the axiom of choice, is sufficient to prove the Hahn–Banach theorem for real vector spaces (HB).

The ultrafilter lemma is equivalent (under ZF) to the Banach–Alaoglu theorem,[24] which is another foundational theorem in functional analysis. Although the Banach–Alaoglu theorem implies HB,[25] it is not equivalent to it (said differently, the Banach–Alaoglu theorem is strictly stronger than HB). However, HB is equivalent to for normed spaces.[26] The Hahn–Banach theorem is also equivalent to the following statement:[27]

(The Boolean prime ideal theorem is equivalent to the statement that there are always nonconstant probability charges which take only the values 0 and 1.)

In ZF, the Hahn–Banach theorem suffices to derive the existence of a non-Lebesgue measurable set.[28] Moreover, the Hahn–Banach theorem implies the Banach–Tarski paradox.[29]

For separable Banach spaces, D. K. Brown and S. G. Simpson proved that the Hahn–Banach theorem follows from WKL0, a weak subsystem of second-order arithmetic that takes a form of Kőnig's lemma restricted to binary trees as an axiom. In fact, they prove that under a weak set of assumptions, the two are equivalent, an example of reverse mathematics.[30][31]