Question about Banach Limit

functional-analysishahn-banach-theoremlimits

I just studied the Banach Limit $\Lambda$ in my Functional Analysis class and I am trying to answer the following question

Can one define a generalised limit for bounded functions $f : \mathbb{R} \to \mathbb{R}$?

For now, I constructed a functional $\mathcal{L}$ from the space $\mathcal{B}$ of bounded linear functions to $\mathbb{R}$ in the following way:

  • notice that every real sequence $(x_n)_n$ can be seen as a function $f: \mathbb{N} \to \mathbb{R}$;
  • notice that the set $S=\{s \text{ such that } s:\mathbb{N} \to \mathbb{R}, s \text{ bounded}\}$ forms a subspace of $\mathcal{B}$;
  • use Hahn-Banach Theorem to define a linear functional $\mathcal{L}$ extending $\Lambda$ from $S$ to all $\mathcal{B}$ and such that
    $$
    |\mathcal{L}(f)| \leq \|f\| \quad \text{ for every } f \in \mathcal{B}.
    $$

Such functional is linear and normalized by construction, and positivity is pretty straightforward. I am having trouble with shift invariance. Any suggestions?

Best Answer

I guess $S$ is a quotient of $\mathcal{B}$, rather than a subspace, correct?

That is, we may define a projection mapping $\pi :\mathcal{B}\to S, $ by letting $\pi (f)$ be the restriction of $f$ to $\mathbb N$, for every $f$ in $\mathcal B$.

Choosing a Banach limit $\Lambda :S\to \mathbb R$, we then define $\mathcal{L}$ to be the composition $$ \mathcal B \quad {\buildrel \pi \over \longrightarrow} \quad S \quad {\buildrel \Lambda \over \longrightarrow} \quad \mathbb R. $$ The OP has already observed that this functional has all of the required properties, except possibly for translation invariance.

Denoting by $T_y(f)$ the translation of $f$ by $y$, namely $$ T_y(f)|_x = f(x-y), $$ the missing property is thus $$ \mathcal L(T_y(f)) = \mathcal L(f). \tag 1 $$ Observe however that $\Lambda $ is invariant by integer translations, so this easily implies that (1) holds provided $y$ is an integer number. In particular the correspondence $$ y\mapsto \mathcal L(T_y(f)) \tag 2 $$ is seen to be periodic with period 1.

When desired invariance properties are absent, it is a common trick in the theory of group representations to average out. That is, in order to overcome the above difficulty let us define $\tilde{\mathcal L}$ by $$ \tilde{\mathcal L}(f) = \int_0^1 \mathcal L(T_y(f))\, dy. $$ Given any $z$ in $\mathbb R$, we then have that $$ \tilde{\mathcal L}(T_z(f)) = \int_0^1 \mathcal L(T_{y+z}(f))\, dy = \int_z^{z+1} \mathcal L(T_{y}(f))\, dy = \int_0^1 \mathcal L(T_{y}(f))\, dy = \tilde{\mathcal L}(f), $$ where the penultimate step is due to the periodicity of (2).

It is now easy to see that $\tilde{\mathcal L}$ satisfies all of the required conditions.