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Compact capacity-zero sets and subharmonic minus-infinity loci

Statement

Assume Dependent Choice, hence Countable Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain, The Axiom of Countable Choice (ACω), AC implies DC implies countable choice).

Compact case. Let E⊆C be compact. Then cap⁡(E)=0 for the logarithmic capacity of Robin constant and logarithmic capacity of a compact set if and only if there are a complex domain Ω with E⊆Ω and a function u subharmonic on Ω with

E ⊆ { z∈Ω:u(z)=−∞ }.

Since subharmonicity already excludes u≡−∞ on a component (Subharmonic functions on plane domains), the witness is automatically not identically −∞; in the forward direction the witness can even be taken subharmonic on all of C.

Compact Evans measure. If in addition E≠∅ and cap⁡(E)=0, the witness can be taken of the potential form u=pσ=−Uσ with σ a finite positive Borel measure carried by E; then Uσ(z)=+∞, equivalently pσ(z)=−∞, at every z∈E.

Specified Fσ unions. Let (Ej)j≥1 be a specified sequence of compact subsets of C and E=⋃j≥1Ej. If cap⁡(Ej)=0 for every j, then there is a function u subharmonic on C with u(z)=−∞ for every z∈E which is not identically −∞. Conversely, if u is subharmonic on a complex domain Ω with E⊆Ω and u(z)=−∞ for every z∈E, then cap⁡(Ej)=0 for every j. Here E need not be bounded, and the sequence (Ej) is part of the data: no equivalence is asserted for arbitrary sets, for non-Borel sets, or for unions not presented as a specified countable union of compact sets.

Moreover, if E≠∅ and cap⁡(Ej)=0 for every j, then the witness can likewise be taken of the potential form u=pσ=−Uσ with σ a finite positive Borel measure carried by E satisfying Uσ(z)=+∞ at every z∈E.

Facts & Assumptions

Given: Dependent Choice, compact sets as in the statement, and the conventions of Logarithmic potential and energy of a positive compactly supported measure and Robin constant and logarithmic capacity of a compact set.

[F1]

The logarithmic kernel is k(z,w)=log⁡(1/∣z−w∣)∈(−∞,+∞], equal to +∞ exactly on the diagonal; for a finite positive Borel measure μ with compact support, Uμ(z)=∫k(z,w) dμ(w)∈(−∞,+∞] and pμ=−Uμ=∫log⁡∣z−w∣ dμ(w)∈[−∞,+∞), and for R>diam⁡(supp⁡μ) the energy is I(μ)=∫∫kR dμ dμ−μ(C)2log⁡R with kR=k+log⁡R=log⁡R∣z−w∣, independent of R (Logarithmic potential and energy of a positive compactly supported measure).

[F2]

For nonempty compact E, VE=inf⁡ν∈P(E)I(ν)∈(−∞,+∞] and cap⁡(E)=exp⁡(−VE) when VE<+∞ and =0 when VE=+∞; also cap⁡(∅)=0. Hence for nonempty compact E: cap⁡(E)=0  ⟺  VE=+∞  ⟺  I(ν)=+∞ for every Borel probability ν on E, while cap⁡(E)>0 if and only if some ν∈P(E) has I(ν)<+∞ (Robin constant and logarithmic capacity of a compact set, Probability measures and probability spaces).

[F3]

Dependent Choice implies Countable Choice; Countable Choice selects one element from each member of any at-most-countable family of nonempty sets (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain, The Axiom of Countable Choice (ACω), AC implies DC implies countable choice).

[F4]

For Borel probability measures on a metric space S, νm⇒ν means ∫f dνm→∫f dν for every bounded continuous real f on S (Weak convergence of borel probability measures).

[F5]

Every bounded sequence of reals has a convergent subsequence (Bolzano-Weierstrass: every bounded real sequence has a convergent subsequence).

[F6]

Q2 is countable and dense in R2≅C, and the rational open boxes form a countable basis for the topology (Qn is a countable dense subset of Rn, and rational open boxes form a countable basis).

[F7]

A unital subalgebra of C(K;R) separating points of a nonempty compact metric space K is dense for the supremum metric (Real Stone--Weierstrass theorem for compact metric spaces).

[F8]

Assume Dependent Choice; for LCH X every bounded positive functional L:C0(X;R)→R is integration against a unique finite regular Borel measure, with μ(X)=∥L∥ (Positive C_0(X) functionals have finite regular representing measures). On a compact space X=E every continuous real function vanishes at infinity, so C0(E;R)=C(E;R).

[F9]

Monotone convergence: for measurable 0≤f1≤f2≤⋯ with fm↑f pointwise, ∫fm dμ↑∫f dμ (Monotone convergence for the integral).

[F10]

Tonelli's theorem for nonnegative product-measurable integrands on σ-finite product spaces (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).

[F11]

Subharmonic on a complex domain means upper semicontinuous, not identically −∞ on any component, and satisfying the circle mean inequality at every closed disc in the domain (Subharmonic functions on plane domains); for every w the function z↦log⁡∣z−w∣ is subharmonic on C, being the log modulus of the holomorphic function z↦z−w, which is not identically zero (The logarithm of the modulus of a holomorphic function is subharmonic).

[F12]

Assume Countable Choice: the fundamental solution Φ(x)=−(2π)−1log⁡∣x∣ is locally integrable on R2, i.e. ∫B∣log⁡∣u∣∣ dA(u)<+∞ for every ball B (The negative Laplacian of the fundamental solution is the unit Dirac distribution).

[F13]

Assume Dependent Choice: for subharmonic u on a complex domain Ω, every open disc D with D‾⊆Ω compact admits a finite positive Borel measure M carried by D and a harmonic h on D with u(z)=h(z)+∫log⁡∣z−w∣ dM(w)=h(z)−UM(z) for every z∈D (Local Riesz decomposition of a plane subharmonic function).

[F14]

Let μ≠0 be a finite positive Borel measure carried by a compact set and let M∈R; if Uμ≤M on supp⁡μ, then Uμ≤M on C (Maximum principle for a compact logarithmic potential).

[F15]

Finite and countable nonnegative weighted sums of measures are measures (Nonnegative scalar multiples and countable weighted sums of measures are measures); restriction of a measure to a measurable set is a measure (Restriction of a measure to a measurable set).

[F16]

Assume Countable Choice: for finite positive Borel μ with compact support, pμ is locally integrable on C and subharmonic on the domain C (Distributional Laplacian of a compact logarithmic potential).

[F17]

Continuous real functions on a compact metric space are uniformly continuous (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous).

[F18]

For an integrable parameter integrand with measurable derivatives dominated by a single integrable function, differentiation passes under the integral (Differentiation under the integral sign). Continuity of integrals of continuous parameter functions under a single integrable majorant follows from Dominated convergence.

[F19]

The function z↦log⁡∣z−w∣ is smooth and harmonic off w (Logarithmic modulus is harmonic off its centre). A harmonic function is subharmonic by the C2 characterization, and adding it to a subharmonic function preserves subharmonicity (A C^2 function is subharmonic exactly when its Laplacian is nonnegative, Positive linear combinations and finite maxima preserve subharmonicity).

Proof

technique · direct
1.1F3given

Dependent Choice is assumed in the statement, and by [F3] it yields Countable Choice, which is the selection principle used for the countable constructions below; Dependent Choice itself is used for the successive subsequences constructed later in this proof and through the Riesz suppliers [F8] and [F13].

1.2F2F11given

The case E=∅: cap⁡(∅)=0 by [F2], and the constant function u≡0 is subharmonic on the complex domain C by [F11] with empty −∞ locus, so every empty compact set is the −∞ locus condition holds vacuously; conversely the condition cap⁡(∅)=0 holds by convention. So the compact equivalence is true for E=∅, and below E is assumed nonempty.

1.3F1F2given

Now assume E≠∅ compact with cap⁡(E)=0. Choose ρ>0 with E⊆D(0,ρ), put X:=D(0,ρ) and R:=2ρ+1, so that R>diam⁡(X‾) and G(z,w):=log⁡R∣z−w∣∈(0,+∞] is nonnegative on X×X and +∞ exactly on the diagonal. For every ν∈P(E) one has, by [F1] applied with this R>diam⁡(E), ∫∫G dν dν=I(ν)+log⁡R, and I(ν)=+∞ by the characterization [F2] of cap⁡(E)=0; hence ∫∫G dν dν=+∞ for every Borel probability ν on E.

1.4F3F6given

Let E be nonempty compact and let (νm)m be a sequence of Borel probability measures on E. It will be shown that some subsequence converges weakly to a probability on E. By [F6] enumerate the rational boxes as B1,B2,…; applying Countable Choice of [F3] to the at-most-countable family Xn:=E∩Bn when this is nonempty and Xn:={x0} for a fixed x0∈E otherwise gives points xn∈Xn, and D:={xn:n≥1} is countable. It is dense in E: if U is open and U∩E≠∅, [F6] gives a rational box Bn with x∈Bn⊆U for some x∈U∩E, so xn∈E∩Bn⊆U∩E.

2.1step 1.3F2F4F7

With G and R as in step 1.3, for n≥1 put Gn:=min⁡(G,n) and In(ν):=∫∫Gn dν dν∈[0,n] for ν∈P(E). Each Gn is continuous and bounded on E×E, and In is weakly continuous: the unital algebra of finite sums ∑lfl(z)hl(w) separates points of the compact metric space E×E, so it is uniformly dense in C(E×E;R) by [F7]; for a product integrand the double integral factors into a product of single integrals, which converges along weakly convergent sequences by [F4]; uniform approximation handles the general integrand. Put en:=inf⁡ν∈P(E)In(ν).

2.2F7step 1.4

Let V be the Q-algebra generated inside C(E;R) by the constant function 1 and the functions d(⋅,x), x∈D; being generated by countably many elements, V is countable, so fix an enumeration V={g1,g2,… }. V is uniformly dense in C(E;R): its closure V‾ is a closed R-subalgebra containing the generators, those generators separate points of E (for x≠y choose a∈D with d(x,a)<d(x,y)/2, then d(y,a)≥d(x,y)−d(x,a)>d(x,a)), so V‾ contains the unital algebra generated by the generators, which is all of C(E;R) by [F7].

3.1F3F5step 2.2

Successive subsequences are chosen by Dependent Choice. A state is a pair (k,j) with k≥0 and j:N→N strictly increasing, and (k,j) is related to (k+1,j′) when j′=j∘i for a strictly increasing i:N→N and the real sequence m↦∫gk+1 dνj′(m) converges. The relation is entire: m↦∫gk+1 dνj(m) is bounded by ∥gk+1∥∞, so [F5] supplies a strictly increasing i making it converge. Starting from (0,id), Dependent Choice yields states (k,j(k))k≥0 with j(k+1) a subsequence of j(k), and the diagonal j∗(m):=j(m)(m) is strictly increasing; for every i the sequence m↦∫gi dνj∗(m) converges, since for m≥i it is a subsequence of the convergent sequence along j(i).

4.1step 3.1

For f∈C(E;R) and η>0 step 2.2 gives i with ∥f−gi∥∞<η, and then ∣∫f dνj∗(m)−∫f dνj∗(n)∣≤2η+∣∫gi dνj∗(m)−∫gi dνj∗(n)∣ shows that the f-integrals are Cauchy; define L(f):=lim⁡m∫f dνj∗(m). Limits of integrals against probability measures give that L is linear, positive, L(1)=1 and ∣L(f)∣≤∥f∥∞.

5.1F4F8step 4.1

The compact metric space E is LCH and C0(E;R)=C(E;R), so [F8], whose hypothesis is Dependent Choice, represents L as integration against a unique Borel probability measure μ on E; by [F4] this says νj∗(m)⇒μ. This proves the claim of step 1.4.

6.1step 5.1step 2.1F3

The infimum en is attained. By Countable Choice [F3] choose νn,j∈P(E) with In(νn,j)<en+1/j for all n,j≥1. Fix n; step 5.1 applied to the sequence (νn,j)j give a weakly convergent subsequence with limit μn∈P(E), and weak continuity of In from step 2.1 gives In(μn)=lim⁡jIn(νn,j′)=en. Hence the set of minimizers of In is nonempty for every n, and Countable Choice selects one minimizer μn for each n.

7.1step 1.3step 6.1F9

The sequence en is nondecreasing and en→+∞. Monotonicity is immediate from Gn≤Gn+1. If en≤L for all n, take minimizers μn from step 6.1 and apply step 5.1 to (μn) to obtain a weakly convergent subsequence μnj⇒μ. For fixed m, whenever nj≥m one has Im(μnj)≤Inj(μnj)=enj≤L, so weak continuity of Im gives Im(μ)≤L; monotone convergence [F9] for Gm↑G then gives ∫∫G dμ dμ=lim⁡mIm(μ)≤L<+∞, contradicting step 1.3.

7.2step 6.1

First variation at an exact minimizer. Let n≥1, let x∈E and let μn be a minimizer of In. For 0<t≤1 the measure νt:=(1−t)μn+tδx is a probability on E, and expanding the double integral gives In(νt)=(1−t)2In(μn)+2t(1−t)Gnμn(x)+t2Gn(x,x), where Gnμn(x):=∫Gn(x,w) dμn(w) and Gn(x,x)=n. Since In(νt)≥en=In(μn), dividing the inequality In(νt)−In(μn)≥0 by t and letting t↓0 gives 2(Gnμn(x)−en)≥0, that is Gnμn(x)≥en for every x∈E.

8.1step 7.2F15

For k≥1 let nk:=min⁡{n:en≥k3}, finite by step 7.1, and by Countable Choice choose minimizers μnk; the measure σ:=∑k≥1k−2μnk is a finite positive Borel measure on E with σ(E)=∑k≥1k−2<+∞ by [F15]. For z∈E the potential of σ against the shifted kernel satisfies Gσ(z)=∫G(z,w) dσ(w)=∑k≥1k−2Gμnk(z)≥∑k≥1k−2Gnkμnk(z)≥∑k≥1k−2enk≥∑k≥1k=+∞.

9.1step 1.1step 8.1F16

For z∈E, pσ(z)=∫log⁡∣z−w∣ dσ(w)=σ(E)log⁡R−Gσ(z)=−∞, because log⁡∣z−w∣=log⁡R−G(z,w) holds for z≠w and both sides are −∞ at z=w. The measure σ is finite with compact support E, so [F16], whose hypothesis Countable Choice is available by step 1.1, makes pσ locally integrable and subharmonic on the complex domain C; in particular pσ is not identically −∞. This proves the forward direction cap⁡(E)=0⇒ witness for nonempty compact E.

10.1step 9.1F1F2F9F10F13F14F17given

Conversely, let E≠∅ be compact, let Ω be a complex domain with E⊆Ω, and let u be subharmonic on Ω with u(z)=−∞ for every z∈E. Suppose cap⁡(E)>0. Then VE<+∞ by [F2], so there is μ∈P(E) with I(μ)<+∞. Fix R>1+diam⁡(E) and put G(z,w):=log⁡R∣z−w∣ and U~λ:=Uλ+λ(C)log⁡R=∫G(⋅,w) dλ(w) for finite λ. Then ∫U~μ dμ=I(μ)+log⁡R<+∞. For M>0 put GM:=min⁡(M,G) on E×E. This is continuous and bounded, and monotone convergence gives U~μ(z)=lim⁡M→∞∫GM(z,w) dμ(w) for z∈E. Each truncated integral is continuous on E, so U~μ is lower semicontinuous there. Hence for every real b the set Fb:={z∈E:U~μ(z)≤b} is closed in E, and for b>I(μ)+log⁡R it has positive measure: μ(E∖Fb)≤1b∫U~μ dμ<1=μ(E), since U~μ≥0 on E and U~μ>b on E∖Fb. Fix such a b and put λ:=μ∣Fb, the restriction of μ to the measurable set Fb (Restriction of a measure to a measurable set), a nonzero finite positive measure with supp⁡λ⊆Fb because Fb is closed. For z∈Fb, U~λ(z)=∫FbG(z,w) dμ(w)≤U~μ(z)≤b, since G≥0 on E×E. Cover E by finitely many open discs D1,…,Dm whose closures lie in Ω and whose radii are less than 1/2: such discs cover E because Ω is open and R>1, so compactness gives a finite subcover. Then diam⁡D‾i<1<R, and since λ(E)>0 some i satisfies λ(Di)>0. Put λi:=λ∣Di, a nonzero finite positive measure with supp⁡λi⊆Fb∩D‾i; for z∈Fb one has U~λi(z)≤U~λ(z)≤b because λi≤λ and G≥0. Thus Uλi≤b−λi(C)log⁡R on supp⁡λi, and the maximum principle [F14] (applied to the nonzero measure λi) gives Uλi≤b−λi(C)log⁡R on all of C, that is, U~λi≤b everywhere. On the disc Di the Riesz decomposition [F13] gives a finite positive measure Mi carried by Di and a harmonic hi on Di with u=hi−UMi there. Since u=−∞ on E∩Di and hi is finite there, UMi(z)=+∞ for every z∈E∩Di, hence on Fb∩Di, which has λi-measure λi(Di)>0; therefore ∫UMi dλi=+∞, and since U~Mi=UMi+Mi(C)log⁡R≥UMi also ∫U~Mi dλi=+∞. Tonelli [F10] computes the same product integral in the other order: ∫U~Mi dλi=∫∫G dMi dλi=∫∫G dλi dMi=∫U~λi dMi≤b Mi(C)<+∞, because U~λi≤b everywhere and Mi is finite. This contradiction gives cap⁡(E)=0, the converse implication.

10.2step 9.1F3

For the Fσ extension, let (Ej)j≥1 be a specified sequence of compact subsets of C with cap⁡(Ej)=0 for every j, and put E:=⋃j≥1Ej. For each j with Ej≠∅, step 9.1 apply to Ej and yield a finite positive measure σj carried by Ej with pσj(z)=−∞ for every z∈Ej; for Ej=∅ put σj:=0. Countable Choice selects the family (σj)j≥1.

11.1step 10.2F15

With mj:=σj(C) and rj:=max⁡w∈Ej∣w∣ for Ej≠∅, and mj=rj:=0 otherwise, set aj:=2−j/(1+mj(1+log⁡(1+rj)))>0 and σ:=∑j≥1ajσj. Then σ is a finite positive Borel measure with σ(C)≤∑j≥12−j=1 and ∫log⁡(1+∣w∣) dσ(w)≤∑j≥1ajmjlog⁡(1+rj)≤∑j≥12−j=1; in particular the logarithmic moment of σ is finite.

12.1step 10.2step 11.1F1

Put u(z):=pσ(z)=∫log⁡∣z−w∣ dσ(w). If z∈Ej0 for some j0 with Ej0≠∅, then ∫log⁡+∣z−w∣ dσ(w)≤log⁡(1+∣z∣)+∫log⁡(1+∣w∣) dσ(w)<+∞ because ∣z−w∣≤(1+∣z∣)(1+∣w∣), while the term aj0σj0 contributes aj0∫log⁡−∣z−w∣ dσj0(w)=+∞: indeed pσj0(z)=−∞ by step 10.2 and ∫log⁡+∣z−w∣ dσj0(w)<+∞ since σj0 is finite with compact support. Hence ∫log⁡−∣z−w∣ dσ(w)=+∞ and u(z)=∫log⁡+−∫log⁡−=−∞; that is, u=−∞ on E.

12.2step 11.1F10F12

Local integrability: there is for every compact Q⊆C a constant CQ<∞ with ∫Q∣log⁡∣z−w∣∣ dA(z)≤CQ(1+log⁡(1+∣w∣)) for every w∈C. Indeed, if ∣w∣≤2+2sup⁡z∈Q∣z∣ then z−w ranges over a fixed bounded region and the integral is bounded by ∫B(0,K)∣log⁡∣v∣∣ dA(v)<+∞ for a suitable ball B(0,K) by [F12]; if ∣w∣ is larger then ∣z−w∣≥∣w∣/2>1 on Q, so ∣log⁡∣z−w∣∣≤log⁡(2∣w∣)≤1+log⁡(1+∣w∣) and the bound follows with area⁡(Q). Tonelli [F10] with the nonnegative integrand ∣log⁡∣z−w∣∣ and the finite measure σ therefore gives ∫Q∫C∣log⁡∣z−w∣∣ dσ(w) dA(z)≤CQ(1+∫log⁡(1+∣w∣) dσ(w))<+∞, so u∈Lloc1(C); in particular u is finite Lebesgue-a.e. and is not identically −∞ on the domain C.

13.1step 11.1step 12.1step 12.2F11F16F18F19

Fix N≥1 and split σ=σN+σN on D(0,N), where σN is its restriction to {∣w∣≤2N+1} and σN its restriction to {∣w∣>2N+1}. The measure σN is finite with compact support, so pσN is subharmonic by [F16]. For z∈D(0,N) and w in the tail one has ∣z−w∣>N+1>1; the logarithmic moment from step 11.1 makes log⁡∣z−w∣ integrable against σN, and its first and second derivatives in z are bounded on this disc by constants because the distance is bounded below by N+1. The kernel and all its derivatives are Borel in w and smooth in z away from w. The bounds on derivatives of orders one and two are integrable constants because σN is finite. Applying [F18] along each coordinate interval inside the disc, first to the kernel and then to its first derivatives, permits differentiation under the integral twice; dominated convergence in [F18] makes those derivatives continuous. By [F19], and ΔpσN(z)=∫Δzlog⁡∣z−w∣ dσN(w)=0. Hence pσN is harmonic on D(0,N) and u=pσN+pσN is subharmonic there by [F19]. Each closed disc is contained in one of these discs, which exhaust C, so u is upper semicontinuous and satisfies the circle mean inequality locally on C; it is not identically −∞ by step 12.2. Thus u is subharmonic on C by [F11] and is −∞ on E by step 12.1.

14.1step 10.1step 13.1F2given

Conversely to the forward direction of steps 10.2–13.1, if u is subharmonic on a complex domain Ω with E⊆Ω and u=−∞ on E, then every Ej is a nonempty or empty compact subset of the domain Ω; for nonempty Ej, step 10.1 applied to Ej give cap⁡(Ej)=0, and empty pieces have capacity zero by [F2].

15.1step 1.2step 8.1step 9.1step 10.1step 11.1step 12.1step 13.1step 14.1∎

Assembling: step 1.2 and step 9.1 give the compact forward direction, with the witness σ of step 8.1 and Uσ=+∞ on E by step 9.1; step 10.1 gives the compact converse; steps 10.2–13.1 give the witness σ of step 11.1 for a specified Fσ union of compact capacity-zero sets, with Uσ=+∞ on E by steps 12.1 and 13.1; and step 14.1 gives the converse for such unions. The potential-form clauses of the statement are thus the witnesses actually constructed, so both assertions and their Evans-measure refinements are proved.

Remarks

What the lemma does and does not say. The equivalence is proved for compact sets and for sets presented in advance as a countable union of compact sets. It does not identify arbitrary non-Borel sets with capacity-polar sets, and it does not assert the local "at every point a local witness" form of subharmonic polarity of Capacity-polar sets, quasi-everywhere, and subharmonic polar sets; the witness in the forward direction is global and produced by the Evans construction above.

Where the axiom is spent. Dependent Choice enters through the successive subsequences of step 3.1, the positive-functional Riesz representation [F8], and the local Riesz decomposition [F13]. Countable Choice is used for the rational-box selection in step 1.4, the infimizing sequences and minimizer choices in steps 3.1 and 6.1, the family of compact witnesses in step 10.2, and through the kernel suppliers [F12] and [F16]. No form of the Axiom of Choice stronger than Dependent Choice is used, and the ordinary maximum principle [F14] and Tonelli [F10] are choice-free.

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