# Convex functions on dual Orlicz spaces

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### Article Info

DATE

2019-02-07

AUTHORS ABSTRACT

In the dual LΦ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_{\varPhi ^*}$$\end{document} of a Δ2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\varDelta _2$$\end{document}-Orlicz space LΦ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_\varPhi$$\end{document}, that we call a dual Orlicz space, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology τ(LΦ∗,LΦ)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\tau (L_{\varPhi ^*},L_\varPhi )$$\end{document} if and only if on each order interval [-ζ,ζ]={ξ:-ζ≤ξ≤ζ}\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$[-\zeta ,\zeta ]=\{\xi : -\zeta \le \xi \le \zeta \}$$\end{document} (ζ∈LΦ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\zeta \in L_{\varPhi ^*}$$\end{document}), it is lower semicontinuous (resp. continuous) for the topology of convergence in probability. For this purpose, we provide the following Komlós type result: every norm bounded sequence (ξn)n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$(\xi _n)_n$$\end{document} in LΦ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_{\varPhi ^*}$$\end{document} admits a sequence of forward convex combinations ξ¯n∈conv(ξn,ξn+1,…)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\bar{\xi }}}_n\in \text {conv}(\xi _n,\xi _{n+1},\ldots )$$\end{document} such that supn|ξ¯n|∈LΦ∗\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\sup _n|{\bar{\xi }}_n|\in L_{\varPhi ^*}$$\end{document} and ξ¯n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\bar{\xi }}_n$$\end{document} converges a.s. More... »

PAGES

1051-1064

### References to SciGraph publications

• 2016. Topics in Banach Space Theory in NONE
• 2006. Law invariant risk measures have the Fatou property in ADVANCES IN MATHEMATICAL ECONOMICS
• 1979. Classical Banach Spaces II in NONE
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• 2009-08-26. Differentiability Properties of Utility Functions in OPTIMALITY AND RISK - MODERN TRENDS IN MATHEMATICAL FINANCE
• 2009-08-26. On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures in OPTIMALITY AND RISK - MODERN TRENDS IN MATHEMATICAL FINANCE
• 1967-03. A generalization of a problem of Steinhaus in ACTA MATHEMATICA HUNGARICA

TITLE

Positivity

ISSUE

5

VOLUME

23

### Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s11117-019-00651-x

DOI

http://dx.doi.org/10.1007/s11117-019-00651-x

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1111982779

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