Talk by Andreas Naes Aaserud for the logic seminar (290D) on 1 May 2012.

Hahn-Banach theorems

Theorem. (Hahn-Banach extension) Let X be a subspace of a real linear space Y and let p : Y
R be a sublinear functional. Then for any linear functional f : X R satisfying f (x) p(x) for
all x X, there is a linear functional f: Y R such that f|X = f and f(y) p(y) for all
y Y.
Proof. We will need the following
Claim. Let a Y \ X be given. Then f extends to f: span(X {a}) R such that f(y) p(y)
for all y span(X {a}).
We refer to Folland, p. 158, for the standard proof of this fact.

Next, consider Wa = {Z FDX (Y ) : a Z} for a Y . (Here, FDX (Y ) is the set of subspaces

of Y that are finite-dimensional over X, i.e., are spanned by X and some finite subset of Y \ X.)
As {Wa }aY has FIP, there exists Z FDX (Y ) such that Y Z Y .
The claim implies that, for any Z0 FDX (Y ), there exists f: Z0 R such that f|X = f
and f(z) p(z) for all z Z0 . By transfer, there exists f: Z R such that f|X = f and
f(z) p(z) for all z Z.
Thus f = stf|Y is the desired extension of f .

Theorem. (Hahn-Banach separation) Let X be a real normed space, A, B X non-empty disjoint

convex sets, where int(A) 6= . Then there exists f X 0 and R such that f (A) (, ]
and f (B) [, ). If A is open, we may require that f (A) (, ).
Proof. Put C = A B. Then C is convex with non-empty interior and 0
/ C. Fix c int(C)
and put K = C c.
Define p : X [0, ) by p(x) = inf{t R+ : x tK}.
Claim. p is a sublinear functional.
p well-defined: Given x X, x/n 0 as n . As 0 int(K), x/n K for some n. Thus
x nK for some n.
p positive homogeneous: Let [0, ) be given. If = 0 then p(x) = 0 = p(x). If > 0
then
p(x) = inf{t/ R+ : x (t/)K} = p(x).
p subadditive: If x sK and y tK then x + y = (s + t)(s/(s + t)x + t/(s + t)y) (s + t)K.
Thus p(x + y) s + t. It follows that p(x + y) t p(x) whenever y tK, hence that
p(x + y) p(x) + p(y).

Define a linear functional f0 : span{c} R by f0 (rc) = rp(c).

Claim. f0 (x) p(x) for all x span{c}.
For r < 0, we have that f0 (rc) = rp(c) = p(rc), as p is positively homogeneous. For s > 0, we
claim that f0 (sc) p(sc). Indeed, 0 = p(c + c) p(c) + p(c) so that sp(c) (s)(p(c)) =
sp(c). Thus f0 (sc) = sp(c) sp(c) = p(sc).

By Hahn-Banach extension, we may extend f0 to f : X R with f (x) p(x) for all x X.

As p(x) = inf{t : x tK} 1 whenever x K, it follows that f (x) 1 for all x K. As
0 int(K), there exists  > 0 such that B(0, ) K. Hence kxk  |f (x)| 1. It follows that
kxk /n |f (x)| 1/n, so if x 0 then f (x) 0. Hence f is continuous.
1

Note moreover that f (c) = f (c) = f0 (c) = p(c) 1. Indeed, c

/ K and tK K for all
t (0, 1), because 0 K and K is convex.
Finally, if x A and y B then x y c K so that
f (x) f (y) + 1 f (x) f (y) f (c) = f (x y c) 1,
i.e., f (x) f (y). Thus = inf{f (y) : y B} works. The statement concerning open A follows
from the Open Mapping Theorem.

Corollary 1. Let X be a real normed space, C X convex, and a X with dist(a, C) > 0.
Then there exists f X 0 such that f (a) < inf{f (x) : x C}.
Proof. Take B = C and A = B(a, ) such that A B = .

Corollary 2. Let X be a real normed space, Y X a closed subspace with a Y and dist(a, Y ) >
0. Then there exists f X 0 such that f (a) = 1 and f (Y ) = {0}.
Proof. Take B = Y and A = B(a, ) such that A B = . Then there exists f X 0 and R
such that f (y) for all y Y while f (a) < . As Y is a subspace, we must have f (y) = 0 for
all y Y . Finally, replace f by f /f (a). (Note: f (a) 6= 0 as otherwise > 0 so f (0) > 0.)

General non-standard hull

Setup. Let X be an internal linear space over R and let W be a family of internal seminorms
on X such that |W | < . Define an equivalence relation on X by
x W y p W : p(x y) 0.
We define the monad with respect to W (of x X) by
W (x) = {y X : x W y}
and the finite part of X with respect to W by
FinW (X) = {x X : sup st(p(x)) < }.
pW

b W = {W (x) : x FinW (X)} and

We define the non-standard hull of X with respect to W by X
W
b
define k kW : X R by
k
xkW = sup st(p(x)),
pW

where x
= W (x).
Remarks. (i) For x X, W (x) = x + W (0). If x FinW (X), then W (x) = {y FinW (X) :
x W y}.
(ii) W (0) is an R-linear subspace of FinW (X).
b W , k kW ) is a Banach space.
Lemma. (X
b W obtains a vector space structure from the identification X
b W = FinW (X)/W (0).
Proof. (i) X
(ii) k kW is a norm, as
k
xkW = 0 p W : st(p(x)) = 0 p W : p(x) 0 x W (0) x
=0
and
k
xkW = kxk
c W = sup st(p(x)) = sup st(||p(x)) = sup ||st(p(x)) = ||k
xkW .
pW

pW

pW

The triangle inequality is clear.

(iii) k kW is complete: Let {c
an }
n=1 be a Cauchy sequence. Given m N choose km such
that
n > km kc
an ad
km kW < 1/(2m).
Extend {c
an } to {c
an }n<N , N N \ N.
For p W and m N, define
Fp,m = {an : n < N p(an akm ) < 1/(2m)}.
Claim 1. {Fp,m }pW,mN has FIP. (Given Fp1 ,m1 , . . . , Fpr ,mr , take an with n > maxj=1,...,r kmj .)
So by saturation, there exists a p,m Fp,m .
Claim 2. n, m N : (n > km ) suppW st(p(a an )) 1/m.
Let n, m N be given. Suppose n > km ; let p W . Then
st(p(aan )) st(p(aakm )+st(p(akm an )) < 1/(2m)+kc
an ad
km kW < 1/(2m)+1/(2m) = 1/m.
Fixing n > k1 in claim 2 shows that a an FinW (X) so that a FinW (X). Moreover, claim 2
shows that k
a ac

n kW 0 for n .
b W = FinW (X)/W (0) as Banach
Proposition. W (0) is closed in (FinW (X), kb kW ) and X
spaces.
Proof. Trivial. See also Proposition 2.6 concerning norm non-standard hulls.

Weak non-standard hull

Let X be a real normed space. We will apply the notions from the previous section to X .
Consider the weak topology on X generated by the semi-norms pf (x) = |f (x)| for f X 0 . For this
family W of seminorms,
x W y f X 0 : f (x) f (y).
Proposition. Let C X be a set. Then
(i) C weakly closed C is norm-closed;
(ii) C is norm-closed and convex C is weakly closed.
Proof. (i) Trivial.
(ii) Let c C , X 3 a W c. We want to show that a C. (By Proposition 1.14(ii), this will
suffice.) Suppose a
/ C. By the Hahn-Banach separation theorem (cf. corollary 1), there exists
f X 0 such that f (a) < inf xC f (x). By transfer, f (a) < inf xC f (x). In particular, f (a) < f (c)
so that f (a) 6 f (c). As a W c, this is a contradiction.

X 0 } and call X
c
Setup. We put now W = {pf : f B

the weak non-standard hull of X.

Define an infinite-valued seminorm stk kX : X [0, ] by setting stkxkX = if kxkX

/
Fin(R ). On the quotient space X /W (0), we define the quotient seminorm
kx + W (0)kq = inf{stkx + ykX : y W (0)} [0, ]
for x X . The finite part of X /W (0) is defined as
Finq (X /W (0)) = {x + W (0) : x X kx + W (0)kq < }
3

and forms a subspace of X /W (0).

We will use

Proposition. Let X be a normed space and f X 0 . Then there exists a BX

such that

kf k f (a) [0, ) .

Proof. Consider the internal sets En = {x BX

: kf k |f (x)| + 1/n}, n N. As {En }nN has

the FIP, there exists a0 BX such that kf k |f (a0 )|. As transfer yields x BX
: |f (x)| kf k,

it follows that kf k |f (a0 )|. Choose next F such that f (a0 ) = |f (a0 )| and put a = a0 .

Then a BX
does the trick.


Theorem. We have that

(i) x FinW (X ) : k
xkW = kx + W (0)kq ;
c
(ii) X

= Finq (X /W (0)) as Banach spaces.

Proof. (i) Fix a FinW (X ). Then, for y W (0), we have that

k
akW = sup st|f (a)| = sup st|f (a + y)| stka + ykX .
0
f B
X

0
f B
X

Hence k
akW inf yW (0) stka + ykX = ka + W (0)kq .
We next prove the reverse inequality. Without loss of generality, we may assume that k
akW = 1.
Assuming this, we wish to show that ka + W (0)kq 1.
Write, for f X 0 , rf = st(f (a)).
Claim. For A SX 0 finite and n, m N, there exists c (1 + 1/m)BX such that
f A : |f (c) rf | 1/n.
Suppose for contradiction that the claim fails for A, n, m. Then
^
x X :
(|f (x) rf | 1/n) x
/ (1 + 1/m)BX .
f A

= {x X : f A |f (x)rf | 1/n}. Then A

B
= by the previous
Put A = (1+1/m)BX and B
are convex and A is open. Hence the Hahn-Banach separation theorem
line. Moreover, A and B
(, ) and f(B)
[, ).
implies that there exist f X 0 and R such that f(A)
Hence, for any x, y X, if kxk < 1 and f A [|f (y) rf | 1/n], we have that
f(x) <

< f(y).
1 + 1/m

()

By rescaling f if necessary, we may assume that kfkX 0 = 1.

The previous proposition implies that there exists x BX

such that 1 = kfkX 0 f(x) R .
Apply transfer to () to get that

1 f(x) <

< f(a) |f(a)|.

1 + 1/m

Hence k
akW = supf BX 0 st|f (a)| > > 1, a contradiction.

Put Ef,n,m = {x X : x (1 + 1/m)BX

|f (x) rf | 1/n} for f SX 0 and n, m
N. The claim implies that {Ef,n,m }f,n,m has FIP. Thus we get by saturation that there exists

c f,n,m Ef,n,m . This c satisfies kck 1 and f (x) rf = stf (a) f (a) for all f X 0 , i.e.,
(c a) W (0). It follows that
ka + W (0)kq =

inf
yW (0)

stka + ykX stka + (c a)kX = stkck 1,

showing what we want.

W

c Finq (X /W (0)) as sets and, by part (i), also as Banach spaces. [In
(ii) Note that X
other words, the map x
x + W (0) is a linear isometric embedding.] To see that we have
equality [surjectivity], let x X with kx + W (0)kq < be given. Choose y W (0) such that
X 0 , we have that
stkx + yk < . Then, for any f B
st|f (x)| = st|f (x + y) f (y)| = st|f (x + y)| stkx + yk < .
Hence x FinW (X ), showing what we want.
c
Corollary. For all x
X

there exists y W (0) such that k

xkW kx + ykX .

Proof. Apply saturation to the sets Ep,n,m = {y X : > kx + ykX 1/n p(y) < 1/m}
for p W and n, m N, where := k
xkW .

c
Proposition. The map X X

given by x 7 x
is an isometric embedding.

Proof. Note that k

xkW kx + ykX kxk (where y W (0)). By Hahn-Banach extension, we
may extend 0 : span{x} R given by 0 (rx) = rkxk to a linear functional : X R of norm
1 and with (x) = 0 (x) = kxk. Thus
k
xkW = sup st|f (x)| st|(x)| = kxk,
0
f B
X

proving what we want.

For the proof of the following theorem, we will need

Theorem. (Helly) Let X be a normed space, let I be a finite set, and let {fi }iI X 0 and
(i )iI F. Then, given r R+ , TFAE:
(i)  R+ x X [(kxk r + ) (i I : fi (x) = i )];
P
P
(ii) {i }iI F : | iI i i | rk iI i fi k.
Corollary. Let X be a normed space, let I be a set, and let {fi }iI X 0 and (i )iI F. Then,
given r R+ , (ii) imples (i), where
(i) x X [(stkxk r) (i I : fi (x) i )];
P
P
(ii) J P fin (I){i }iJ F : | iJ i i | rk iJ i fi k.
Proof. By Hellys Theorem, there exists, for each n N and each J P fin (I), an element x X
with (kxk r + 1/n) (i J : fi (x) = i ). Thus it suffices to apply saturation to the family
En,J = {x X : (kxk r + 1/n) (i J : fi (x) = i )} of internal sets.

Theorem. Let X be a normed space. Then the canonical embedding 0 : X X 00 extends to an
W
c X 00 .
isometric isomorphism : X
W

c X 00 by (
Proof. Define : X
x) = st(x). Then is a well-defined injective linear
functional. Clearly, |X = 0 .
Let F X 00 be given. Note that, for each finite set J X 0 and each { }J R, we have
that






X

X






F () kF kX 00

.

J

J

5

Hence the corollary to Hellys theorem implies that there exists a X such that
stkak kF kX 00 X 0 : (a) F ().
In particular, a Fin(X ) FinW (X ) and, for each X 0 , (
a) = st(a) = F (), i.e.,
(
a) = F . Moreover,
k
akW = sup st|(a)| = sup |(
a)| = sup |F ()| = kF kX 00 ,
0
B
X

0
B
X

0
B
X

showing what we want.

Theorem. Let X be a normed space and let K, C X be disjoint non-empty sets such that K
is weakly compact and C is norm-closed and convex. Then dist(K, C) > 0.
Proof. Suppose for contradiction that dist(K, C) = 0. Then, for any n N, there exist a K
and c C such that ka ck < 1/n. Apply saturation to the sets En = {(a, c) K C :
ka ck < 1/n} to find a K and c C such that a c. As K is weakly compact, there exists
b K such that b W a. As b
/ C, there exists r > 0 such that A = B(b, r) is disjoint from C.
The Hahn-Banach separation theorem implies that there exist f X 0 and R such that
f (b) < x C : f (x) .
By transfer, f (c) . In particular, f (b) 6 f (c).
On the other hand, b W a implies that f (b) f (a) so that f (a) 6 f (c), contradicting the fact
that a c.


Weak* topology

X . For
Consider the weak* topology on X 0 generated by the semi-norms pa () = |(a)| for a B
this family W of seminorms,
W x X : (x) (x).
Note for the next proof that (X )0 = (X 0 ) , where (X )0 is the space of internally continuous
linear functionals X R .
X } of
Proposition. Let X be a normed space and equip (X 0 ) with the family W = {pa : a B
W
0 )
\
seminorms. Then the map : X 0 (X
given by 7 is an isometric isomorphism.
Proof. Note that is linear and that
k()k = kk
= sup st|(a)| = kkX 0 .
X
aB

0 )
\
Let next (X
be given and put = st |X. Then is a linear functional on X and
for all x B
X so that is also continuous. Finally, (x) (x) for each
|(x)| = st|(x)| kk
x X. Hence ( ) W (0) and = = ().


X 0 is weak*ly compact.
Theorem. (Alaoglu) Let X be a normed space. Then B
c (under x 7 x
Proof. We will repeatedly use the fact that R
). Moreover, we use the usual
=R
non-standard characterization of compactness.
X 0 ) = B
(X 0 ) be given. We must show that there exists B
X 0 such that W
Let (B
.
6

 )0 (X
\
[
c )0 defined by ()
Consider the map : (X
x = (x).

Claim. is a well-defined linear isometric isomorphism.

i.e., . Then (x) (y) for all x, y Fin(X ) with x y, so ()
Suppose = ,

[
is uniquely determined. Moreover, |(x)| |(x)| and k
xkXc kxkX for all x X . Hence
k()k
= kk
so that is a well-defined linear isometry.
c )0 be given. Put = |X under the usual
It remains to show that is onto. Indeed, let (X
identification. Then the non-standard extension of , which we will denote by the same symbol
)0 . Finally, as (x) = (x) for all x X, transfer
\
as usual, belongs to Fin((X )0 ). Hence (X

[ (x) = (x). As (x) and (x)

[ both
implies that (x) = (x) for all x X . Thus (x)
belong to R, we get that ()
= , showing surjectivity.

d R

c = R.
X 0 . Given x X, put = (x)
Under this identification, put = |X.
Then B
x) = (x) under our identifications. Thus W and we are done. 
Then (x) = (

Riesz Representation Theorem

In
ba(N)
= (` )0 given by 7 , where (f ) =
R the followingwe will use the identification
0
f d for f ` (N). By transfer, each ((` ) ) is of the form for some ba(N) .
N
Note also that we are here working with complex scalars, unlike in previous parts of the talk.
Moreover, we use without proof the following theorem on general Loeb measures:
Theorem. Let (, B, ) be an internal measure space, where is a finite internal complex measure
and B need only be an algebra of sets. Then st extends uniquely to a -additive measure on
B, where B is the -algebra generated by B.
Theorem. Let be a compact topological space. Then the map : M() C()0 given
by
R
7 , where M() is the space of complex regular Borel measures on and (f ) = f d,
is a linear isometric isomorphism.
Proof. We need only show that is onto so fix C()0 .
Step 1. We claim that there exists a hyperfinite set H such that H and st(H) = .
Consider, for , the set W = {H P fin () : H}. As {W } has FIP, there exists
a hyperfinite set H such that H . As is compact, st = ; hence st(H) = .
Step 2. We identify internally H with [0, N ] N for some N N . Thus we may embed
` (H) ` (N) internally. For f C(), we put f = f |H ` (H) ` (N) . For
= span(f1 , . . . , fn ) ` (N) . For f C(),
X FD(C()) with basis {f1 , . . . , fn }, put X

x H, we have f (x) = f (x) f (st(x)) so that stf(x) = f (st(x)). Moreover,

{f1 , . . . , fn } C() lin. indep. {f1 , . . . , fn } ` (N) lin. indep.
by transfer.
Step 3. If X = span{f1 , . . . , fn } C(), with f1 , . . . , fn lin. indep., then we define an internal
C by fi 7 (fi ). This functional is independent of the choice of basis.
linear functional X : X
By Hahn-Banach extension, X extends to X (` (N) )0 with kX k = kX k. Note that, for
f X, X (f) = X (f) = (f ).
Step 4. Apply saturation to the family of sets EX,n = { (` (N) )0 : |kk kk| < 1/n f
X : (f) = (f )} for X FD(C()) and n N to find (` (N) )0 with kk kk and
(f) = (f ) for all f C().

Step 5. By the remark before the proof, we may choose ba(N) such that = . Let be
the restriction of to the internal subsets of H. As
||() ||(N ) = kk = kk kk R,
is a finite internal complex measure. Thus st extends to a unique -additive measure L().
Put = L() st1 , defined on the Borel subsets of . Then M() and, for each f C(),
we get
Z
Z
Z
Z
Z

(f ) = (f ) =
f d =
f d =
st f dL() =
f st dL() =
f d.
N

This completes the proof.