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Existence and uniqueness of the equilibrium measure
Statement
Assume the Axiom of Choice. Let be nonempty and compact with . Then there is exactly one Borel probability measure on with
The measure is the equilibrium measure of . If then , every has , and no equilibrium measure is asserted.
The Axiom of Choice is spent twice: through Countable Choice for the minimizing sequence, and through the weak sequential compactness of probability laws of Probability laws on a compact metric space have weakly convergent subsequences. The energy lower semicontinuity used below is choice-free (Lower semicontinuity of logarithmic potential and energy).
Facts & Assumptions
Given: a nonempty compact set with , the probability measures on , the Robin constant and the logarithmic energy of Robin constant and logarithmic capacity of a compact set and Logarithmic potential and energy of a positive compactly supported measure, and the Axiom of Choice (The Axiom of Choice).
is the set of Borel probability measures on (Probability measures and probability spaces), each of compact support contained in ; and when and when , so is equivalent to (Robin constant and logarithmic capacity of a compact set).
For finite positive Borel measures of compact support the mixed energy is symmetric, , and it is computed from the shifted nonnegative kernel with by (Logarithmic potential and energy of a positive compactly supported measure).
If with in the sense of Weak convergence of borel probability measures, then for every and (Lower semicontinuity of logarithmic potential and energy).
Assume the Axiom of Choice: every sequence in has a subsequence converging weakly to some element of (Probability laws on a compact metric space have weakly convergent subsequences).
Assume Countable Choice, and let be finite positive Borel measures on with compact support, equal total mass and finite energy. Then is finite, is a real number, , and if and only if (Strict positivity of logarithmic energy for a zero-mass signed charge).
The Axiom of Choice implies Dependent Choice, which implies Countable Choice (AC implies DC implies countable choice, The Axiom of Countable Choice ()).
If is nonempty and bounded below with infimum , then for every there is with (Epsilon characterisation of the infimum).
Finite nonnegative weighted sums of measures are measures, and a convex combination with of probability measures is again a probability measure (Nonnegative scalar multiples and countable weighted sums of measures are measures, Probability measures and probability spaces).
Proof
Since , [F1] and the finite-energy construction in Robin constant and logarithmic capacity of a compact set give the nonempty real set with . It is bounded below by . The infinite energies do not alter its real lower bounds. Applying [F7] to , for each there is a finite energy below , so is nonempty.
By [F6] the Axiom of Choice yields Countable Choice, so there is a sequence in with for every .
By [F4], which assumes the Axiom of Choice of the hypothesis, the sequence has a subsequence and a limit with .
Applying [F3] to the weakly convergent subsequence of step 3.1 and using step 2.1 along it gives , while holds because is an infimum over ; hence .
For uniqueness let satisfy ; both have compact support in , finite energy and total mass , so [F5] applies to the pair and the average lies in by [F8], whence . Expanding the double integral of and using from [F2] gives the finite value ; comparing with the companion expansion of the same bilinear form from [F5], this says . Substituting yields , that is, .
With as in step 5.1 the signed measure also meets the hypotheses of [F5], so by step 5.1, while [F5] gives ; hence and [F5] gives , that is, , so the minimizer of step 4.1 is the only minimizer and is the stated equilibrium measure .
The zero-capacity case is [F1] verbatim: if then , so an element with would have by definition of the extended infimum, and the statement asserts nothing about the existence of such a , which completes the proof.
Remarks
The equilibrium measure is a probability on the conductor. The minimizer of the theorem is carried by , since consists of the probability measures on ; this is used by every later item that integrates against over .
Uniqueness is strict convexity of the energy. The proof shows more than the statement needs: any two finite-energy probabilities of equal mass on a common compact carrier satisfy and forces by Strict positivity of logarithmic energy for a zero-mass signed charge.
Where the two choice uses sit. Countable Choice selects one measure per level in step 2.1; the Axiom of Choice itself is the hypothesis of the weak-compactness statement [F4] used in step 3.1. The lower semicontinuity [F3] and the infimum characterization [F7] are choice-free.
Depends on
- The Axiom of Choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Robin constant and logarithmic capacity of a compact set
- Logarithmic potential and energy of a positive compactly supported measure
- Probability measures and probability spaces
- Weak convergence of borel probability measures
- Epsilon characterisation of the infimum
- Strict positivity of logarithmic energy for a zero-mass signed charge
- Probability laws on a compact metric space have weakly convergent subsequences
- AC implies DC implies countable choice
- Lower semicontinuity of logarithmic potential and energy
- Nonnegative scalar multiples and countable weighted sums of measures are measures
Used by
- Arcsine equilibrium measure and capacity of a segment Example
- Capacity of a disc and its circular equilibrium measure Example
- Reciprocity inequality for logarithmic potentials Proposition
- Fekete–Szegő equality of logarithmic capacity, transfinite diameter, and Chebyshev constant Theorem
- Frostman inequalities and quasi-everywhere equilibrium equality Theorem
- Green function at infinity from the equilibrium potential Theorem
Dependency tree · two levels
54 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- E. B. Saff, Logarithmic Potential Theory with Applications to Approximation Theory, §1 (standard reference, not scraped)
- B. Khoruzhenko, LTCC Potential Theory notes, §3 (standard reference, not scraped)
- C. Kuehn, Introduction to Potential Theory via Applications, §2.3 (standard reference, not scraped)