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In [[mathematics]], '''Helly's selection theorem''' states that a [[sequence]] of functions that is locally of [[Bounded variation|bounded total variation]] and [[uniformly bounded]] at a point has a [[Convergent sequence|convergent]] [[subsequence]]. In other words, it is a [[compactness theorem]] for the space BV<sub>loc</sub>. It is named for the [[Austria]]n [[mathematician]] [[Eduard Helly]].
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The theorem has applications throughout [[mathematical analysis]]. In [[probability theory]], the result implies compactness of a [[tightness of measures|tight family of measures]].
 
==Statement of the theorem==
 
Let ''U'' be an [[open subset]] of the [[real line]] and let ''f''<sub>''n''</sub>&nbsp;:&nbsp;''U''&nbsp;→&nbsp;'''R''', ''n''&nbsp;∈&nbsp;'''N''', be a sequence of functions. Suppose that
* (''f''<sub>''n''</sub>) has uniformly [[Bounded variation|bounded]] [[total variation]] on any ''W'' that is [[compactly embedded]] in ''U''. That is, for all sets ''W''&nbsp;⊆&nbsp;''U'' with [[compact space|compact]] [[closure (topology)|closure]] ''W̄''&nbsp;⊆&nbsp;''U'',
::<math>\sup_{n \in \mathbb{N}} \left( \left\| f_{n} \right\|_{L^{1} (W)} + \left\| \frac{\mathrm{d} f_{n}}{\mathrm{d} t} \right\|_{L^{1} (W)} \right) < + \infty,</math>
:where the derivative is taken in the sense of [[Distribution (mathematics)|tempered distributions]];
* and (''f''<sub>''n''</sub>) is uniformly bounded at a point. That is, for some ''t''&nbsp;∈&nbsp;''U'', {&nbsp;''f''<sub>''n''</sub>(''t'')&nbsp;|&nbsp;''n''&nbsp;∈&nbsp;'''N'''&nbsp;}&nbsp;⊆&nbsp;'''R''' is a [[bounded set]].
 
Then there exists a [[subsequence]] ''f''<sub>''n''<sub>''k''</sub></sub>, ''k''&nbsp;∈&nbsp;'''N''', of ''f''<sub>''n''</sub> and a function ''f''&nbsp;:&nbsp;''U''&nbsp;→&nbsp;'''R''', locally of [[bounded variation]], such that
* ''f''<sub>''n''<sub>''k''</sub></sub> converges to ''f'' pointwise;
* and ''f''<sub>''n''<sub>''k''</sub></sub> converges to ''f'' locally in ''L''<sup>1</sup> (see [[locally integrable function]]), i.e., for all ''W'' compactly embedded in ''U'',
::<math>\lim_{k \to \infty} \int_{W} \big| f_{n_{k}} (x) - f(x) \big| \, \mathrm{d} x = 0;</math>
* and, for ''W'' compactly embedded in ''U'',
::<math>\left\| \frac{\mathrm{d} f}{\mathrm{d} t} \right\|_{L^{1} (W)} \leq \liminf_{k \to \infty} \left\| \frac{\mathrm{d} f_{n_{k}}}{\mathrm{d} t} \right\|_{L^{1} (W)}. </math>
 
==Generalizations==
There are many generalizations and refinements of Helly's theorem.  The following theorem, for BV functions taking values in [[Banach space]]s, is due to Barbu and Precupanu:
 
Let ''X'' be a [[reflexive space|reflexive]], [[separable space|separable]] Hilbert space and let ''E'' be a closed, [[convex set|convex]] subset of ''X''.  Let Δ&nbsp;:&nbsp;''X''&nbsp;→&nbsp;[0,&nbsp;+∞) be [[positive-definite]] and [[homogeneous function|homogeneous of degree one]].  Suppose that ''z''<sub>''n''</sub> is a uniformly bounded sequence in BV([0,&nbsp;''T''];&nbsp;''X'') with ''z''<sub>''n''</sub>(''t'')&nbsp;∈&nbsp;''E'' for all ''n''&nbsp;∈&nbsp;'''N''' and ''t''&nbsp;∈&nbsp;[0,&nbsp;''T''].  Then there exists a subsequence ''z''<sub>''n''<sub>''k''</sub></sub> and functions ''δ'',&nbsp;''z''&nbsp;∈&nbsp;BV([0,&nbsp;''T''];&nbsp;''X'') such that
* for all ''t''&nbsp;∈&nbsp;[0,&nbsp;''T''],
::<math>\int_{[0, t)} \Delta (\mathrm{d} z_{n_{k}}) \to \delta(t);</math>
* and, for all ''t''&nbsp;∈&nbsp;[0,&nbsp;''T''],
::<math>z_{n_{k}} (t) \rightharpoonup z(t) \in E;</math>
* and, for all 0&nbsp;≤&nbsp;''s''&nbsp;&lt;&nbsp;''t''&nbsp;≤&nbsp;''T'',
::<math>\int_{[s, t)} \Delta(\mathrm{d} z) \leq \delta(t) - \delta(s).</math>
 
== See also ==
 
* [[Bounded variation]]
* [[Fraňková-Helly selection theorem]]
* [[Total variation]]
 
==References==
 
* {{cite book
| last = Barbu
| first = V.
| coauthors = Precupanu, Th.
| title = Convexity and optimization in Banach spaces
| series = Mathematics and its Applications (East European Series)
| volume = 10
| edition = Second Romanian Edition
| publisher = D. Reidel Publishing Co.
| location = Dordrecht
| year = 1986
| isbn = 90-277-1761-3
| nopp = true
| page = xviii+397
}} {{MathSciNet|id=860772}}
 
[[Category:Compactness theorems]]
[[Category:Theorems in analysis]]

Latest revision as of 00:55, 31 August 2014

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