(Erwin Klein, Anthony C. Thompson) Theory of Corre (B-Ok - Xyz) PDF

Theory of
Correspondences
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Erwin Klein and • Theory o f Correspondences: Including
Anthony C. Thompson A pplications to M athem atical Economics
Theory of
Correspondences
Including Applications to M athem atical Economics
ERWIN KLEIN and ANTHONY C. THOMPSON

Department of Economics Department of Mathematics^
Dalhousie University Statistics and Computing Science
Halifax^ Nova Scotia Dalhousie University
Halifax^ Nova Scotia
A Wiley-Interscience Publication
JOHN WILEY & SONS
New York Chichester • Brisbane . Toronto Singapore
Copyright © 1984 by John Wiley & Sons, Inc.
All rights reserved. Published simultaneously in Canada.
Reproduction or translation of any part of this work
beyond that permitted by Section 107 or 108 of the
1976 United States Copyright Act without the permission
of the copyright owner is unlawful. Requests for
permission or further information should be addressed to
the Permissions Department, John Wiley & Sons, Inc.
Library of Congress Cataloging in Publication Data:

Klein, Erwin, 1935-
Theory of correspondences.
(Canadian Mathematical Society series of monographs
and advanced texts)
“A Wiley-Interscience publication.”
Bibliography: p.
Includes indexes.
1. Set-valued maps. 2. Topological spaces. 3. Measure
theory. 4. Economics, Mathematical. I. Thompson,
Anthony C., 1937- II. Title. III. Series.
QA611.3.K54 1984 514.3 84-2407
ISBN 0-471-88016-7
Printed in the United States of America

10 9 8 7 6 5 4 3 2 1
Preface
The edm of this book is to present a unified theory of correspondences that

incorporates both the topological and the measure-and-integration theoretic
points of view, as well as showing the way in which this theory is used in
mathematical economics. We have felt for some time that this material,
scattered as it is through numerous journals and books of both mathematics
and economics, could usefully be gathered and organized into a coherent body
to serve the needs of both audiences. The reason for this is twofold: the topics
presented here have merit on their own as a mathematical theory and, in
addition, have become important tools in several branches of science—eco
nomic analysis in particular. To implement this organization we have divided
the mathematical theory into four parts: the topological background; the
theory of continuous correspondences; measurable correspondences; and the
integration theory for correspondences. Each of these four parts concludes
with a chapter illustrating the mathematical economics application of the
preceding theory.
In this way, as suggested above, we hope to serve the needs of both groups
of potential readers. First, to mathematicians and graduate students of
mathematics, it provides a unified body of mathematical theory. For this group
the four economic chapters can form “ appendices” on possible extra-mathe
matical apphcations of the theory and may be omitted without loss of
continuity. Second, to theoretical economists and students of mathematical
economics, the book may serve as a mathematical reference source or, more
directly, as a text to learn the theory of correspondences. For this group the
four chapters on applications could serve as more or less essential illustrative
material and as exercises on the use of the mathematical theory.
Each of the 20 chapters is divided into sections. Each chapter ends with a
section devoted to historical notes which relate the text to the bibliography at
the end of the book. In addition, following this section, each mathematical
chapter has a section consisting of 10 exercises. These exercises are diverse in
nature—some are routine applications, some give further background, and
some indicate other directions and different applications of the theory. Defini
tions, theorems, and so on are numbered consecutively in each section in an
obvious way. Throughout the book, notation is explained as we proceed;
vi Preface
however, to facilitate easy reference to frequently used symbols, a notation

index is also given.
It is clear that, notwithstanding the inclusion of four chapters of apphca-
tions, this is a book of mathematics. The mathematical background necessary
for an understanding of its contents includes elementary topology and a course
on measure and integration theory.
Before concluding, we must acknowledge our indebtedness to all those
authors who have contributed to the theory we have presented. Such authors
are too numerous to hst here; we have attempted to do so in the bibliography
and have also attempted to give appropriate credit in the “ Notes and Remarks.”
We are well aware that, unfortunately, such recognition will fail to be com
plete; for such involuntary omissions we apologize here. We would also hke to
thank J. Borwein, S. DasGupta, and M. A. H. Dempster for their helpful
comments. Earher versions of the manuscript were typed by Jura Smith and
Laura Smith; the final version was prepared by Jura Smith who also col
laborated with us on the proofreading. Our deepest gratitude is extended to
them for their help and patience with these difficult tasks. We also thank the
Faculty of Graduate Studies at Dalhousie University for its financial assistance
th ro u ^ its Research and Development Fund for the Social Sciences and
Humanities, the Canadian Mathematical Society for its interest and support
shown by the adoption of this book for its monograph series, and the staff of
John Wiley & Sons for their patient help.
Erwin Klein
A nthony C. T hompson
Halifax, Nova Scotia
April 1984
Contents
P art One Spaces o f Subsets
Chapter 1 Introduction
1.1 Relations 3
1.2 Topology on Partially Ordered Sets 6
1.3 Topologies on Spaces of Subsets 7
1.4 Notes and Remarks 9
1.5 Exercises 10
Chapter 2 Separation, Compactness, Connectedness 12
2.1 Fundamental Properties 12

2.2 Separation 14
2.3 Compactness 16
2.4 Connectedness 18
2.6 Exercises 21
Chapter 3 Convergence 23
3.1 Definitions 23
3.2 Properties of the Limits 25
3.3 Convergence as a Topological Property 29
3.5 Exercises 35
Chapter 4 Metric Spaces 37
4.1 Basic Definitions 37

4.2 Comparison of Topologies 39
4.3 Uniform Properties of the Hausdorff Hemimetric 41
4.4 Topological Properties of the Hausdorff Hemimetric 46
VII
Contents
4.5 The Topology of Closed Convergence 49

4.7 Exercises 52
Chapter 5 Applications: Mathematical Economics I 54
5.1 Economic Systems 55

5.2 Space of Agents’ Characteristics 58
P art Two Continuous Correspondences
Chapter 6 Introduction 65
6.1 Correspondences 65
6.2 Unary Operations on Correspondences 66
6.3 Binary Operations on Correspondences 67
6.5 Exercises 70
Chapter 7 Continuity 72
7.1 Types of Continuity and Their Relationships 72

7.2 Some Special Correspondences and Functions 79
7.3 Operations on Continuous Correspondences 83
7.4 Mapping Theorems for Continuous Correspondences 89
7.5 Conditions under which Semicontinuity Imphes
Continuity 90
7.7 Exercises 93
Chapter 8 Selections and Fixed-Point Theorems 95
8.1 Selections 96
8.2 Fixed-Point Theorems 99
8.4 Exercises 107
Chapter 9 Correspondences and Order Relations 109
9.1 Functions and Their Epigraphs 109

9.2 Maximum Theorems 111
9.4 Exercises 116
Contents
Chapter 10 Applications: Mathematical Economics II 118
10.1 Individual Demand: Continuity 118

10.2 Existence of Walras Equilibria 121
P art Three M easurable Correspondences
11.1 Notation and Terminology 131

11.2 Measurable Functions 132
11.4 Exercises 133
Chapter 12 Suslin Sets, Projections, and Capacities 135
12.1 The Suslin Operation and Suslin Sets 135

12.2 Projections of Suslin Sets 142
12.3 Projections of Measurable Sets 144
12.4 Capacities and Capacitable Sets 147
12.6 Exercises 150
Chapter 13 M esurable Correspondences from an Abstract

Measure Space to a Metric Space 152
13.1 Measurable Correspondences 152

13.2 Closed-Valued Correspondences 153
13.3 Compact-Valued Correspondences 157
13.5 Exercises 160
Chapter 14 Measurable Selections 162
14.1 Measurable Selections and Almost Everywhere

Selections 162
14.2 Closed-Valued and Compact-Valued Correspondences 163
14.3 A General Existence Theorem 165
14.4 Measurability and the Existence of Selections 167
14.5 Notes tmd Remarks 168
14.6 Exercises 169
X Contents
Chapter 15 Applications: Mathematical Economics III 171
15.1 Individual Demand: Measurability 171

15.2 Large Economies: Core and Equilibria 172
P art Four Integrable Correspondences
16.1 Integrable Functions 181

16.2 Miscellaneous Integration Theory 182
16.4 Exercises 183
Chapter 17 The Integral of a Correspondence 185
17.1 The Aumann Integral 185

17.2 The Debreu Integral 188
17.3 Equivalence of the Integrals 193
17.5 Exercises 195
Chapter 18 The Integral of a 0*0(R")- Valued Correspondence 197
18.1 Convexity of the Integral 197

18.2 Fatou’s Lemma and Dominated Convergence 204
18.3 Applications: Closed Relations and Compact Integrals 206
18.5 Exercises 207
Chapter 19 Radon-Nikodym Derivative of a Correspondence 209
19.1 Countably Additive Correspondences 209

19.2 Support Functions 211
19.3 Selectors of Countably Additive Correspondences 215
19.4 Radon-Nikodym Theorems for Correspondences 218
19.6 Exercises 220
Chapter 20 Applications: MathenuUical Economics IV 221
20.1 Mean Demand 221

20.2 Coahtion Production Economies; Core and Equihbria 223
Contents XI
Bibliography 229
Notation Index 239
Author Index 245
Subject Index 249

Theory of
Correspondences
Part One
Spaces o f Subsets
Chapter One
Introduction
This first part is devoted almost entirely to topology. We assume that the
reader is familiar with the standard concepts of the subject—topology, open
set, closed set, compactness, connectedness, various separation axioms, base,
and the notion of convergence—such as are dealt with in standard texts like
Kelley (1955), Kuratowski (1961, 1966), and Dugundji (1966). The purpose of
this part as a whole is to apply these notions to topological spaces formed from
collections of subsets of some original space X,
Our approach, to a large extent, will be via partial orders and order
topologies. We shall, therefore, spend some time in this introduction dealing
with the notation and terminology we shall use for relations in general and
partial orders in particular. This will be useful again in Part II when we come
to deal with correspondences (set-valued functions), which are another special
class of relations.
LI RELATIONS
The mathematical notion of a relation follows our intuitive idea quite closely.
Given a set X of elements x, >^,.. ., the idea of a relation between the elements
has to be such that we can say precisely whether or not x is related to y. Since
X may be related to y without y being related (in the same way) to x (e.g., the
relationship may be “ is the son o f ’ or “ is heavier than”), it is the ordered pair
{x, y ) which is important.
LLl Definition
Given two sets X and 7, a relation /between X and 7 is a subset of A" X 7 and
we write xfy if and only if (x, y) e /.
Note that although having two sets X and 7 seems a little more general than
the introductory discussion in the preceding paragraph where we spoke of a
4 Introduction
single set X, it is not really so since we can always regard X X 7 as a subset of

(A"U 7)X(A"U Y). However, the formulation with possibly different sets X
and Y is considerably more convenient when we come to functions and
correspondences.
L I.2 Definitions
Given a relation / between sets X and 7, the image of x is denoted by /*(^)
and is the set of all elements in 7 which are related to x\ thus
= {y^ ^ /} -
Similarly, the preimage of y, denoted by /* (y ), is the set
f*{y)= [ x ^ X : { x , y ) ^ f ) .
Note that it is possible to think of /* and f * as functions from X to ^ { Y )

and from Y to ^ { X ) , respectively, where ^ { X ) is the set of all subsets of X.
More generally, if A <z X and B <z Y, then we define the weak or lower
images as follows:
f„{A) = ( y e Y - . { x , y ) ^ / f o r some X in
= ( j e Y : f * { y ) C\A 0 ),
= {x e X : { x , y ) e / f o r s o m e >' in B)
= (x e A': f . { x ) (~\ B ¥= 0 ] .
Other possible characterizations of these sets are
r(B)=
In the case of functions these are the usual image and inverse image. For a
function <f>we shall use the more usual notation <(>(A) and 4>~\B).
In addition to the weak image there is also the notion of a strong or upper
image:
fM ) =
r{B) = {x ^ X :U {x )^B ).
These concepts will not be needed until Part II.
Again we note that /„,, /^ are functions from ^ { X ) to ^ ( T ) and /*^, /* are
functions from ^ { Y ) to ^ { X ) .
1.1 Relations 5
The domain of / is the set of all x in X for which /*(x) is nonempty. In

most applications this will, in fact, coincide with X so that there should be no
confusion here. We shall call Y the codomain and use range to denote the set
of all y for which f * ( y ) is nonempty.
Two things 2ire worth emphasizing here. The first is that of all the sets
discussed above, / is the only one which is a subset of A" X 7, the others are
subsets of either X or 7. The second is that we do not quite identify the
relation /w ith its graph but rather with the graph as a subset of X X 7, so that
if we change either X or 7 we change the set in which the graph is embedded
and hence the relation.
In the next definitions we require (in order for them to make sense) that the
relation be on X —and not between different sets X and 7.
1.1.3 Definitions
A relation / on AT is said to be reflexive if xfx for all jc in A"; it is said to be
symmetric if xfy imphes yfx; and it is said to be transitive if xfy and yfz
together imply xfz. A relation on X which is reflexive, symmetric, and
transitive is an equivalence relation. A partial order on ATis a relation which is
transitive, antisymmetric (in the sense that at most one of (x, 7 ) and (>^,x) is
in / ) , and nonreflexive (in the sense that, for all x, x is not related to x).
We observe that the terminology for order relations is not entirely standard,
and although it is somewhat arbitrary whether an order is made reflexive or
not, the requirement that it be antisymmetric is not always insisted upon. The
most common examples of partially ordered sets are the real numbers with
their usual order, various subsets of the real numbers, and the power set ^ { X )
of some set X ordered by (strict) inclusion.
For a variety of reasons there is a special notation and vocabulary used
when dealing with partial orders. The relation itself will be denoted either by
< or by c (or possibly by some symbol reminiscent of these). We point out
here that > (with its usual meaning for numbers) and d (with its usual
meaning for sets) are also partial orders—dual to < and c , respectively.
Similarly, the image and preimage of an element x have special symbols and
names:
]x,*] = <y}, [ * ,x [ = { j : J < x}.
These sets are called final and initial segments, respectively. If x^ < X2, the
open interval ]xi, X2[ is defined by the equation
]Xi,:iC2[ = ]^l.*] = {7 : <:>' < ^ 2}-
We use X < >^ to mean either x < y or x = y and then use the standard closed
Introduction
interval notation:
[%x] = { y : y < x } ,
[x i. x j] = { y : x ^ < y < X } .......

2
Note that two elements of [x-^, X ] need not be related. For example, if ATis a
2
set with four elements (1,2,3,4} and ^ ( X ) is ordered by inclusion, then we

may let = {1}, A = {1,2,3}, so that
2 (z A and [^ 1, ^42] = {(1),
2
(1,2), {1,3}, (1,2,3}}. Certainly {1,2} and {1,3} are not related to each
other. This is also true of ]A^, ^ 2!^ {1’3}}.
1.2 TOPOLOGY ON PARTIALLY ORDERED SETS
When the real line is given the usual topology, the open intervals—open in the
order-theoretic sense—are also topologically open. Indeed, more is true. Every
open set is a countable union of open intervals so that these sets form a base
for the topology. Further, since each open interval is the intersection of an
initial and a final segment, the collection of all segments forms a subbase for
the usual topology.
1.2.1 Definition
Let (2f, <) be a partially ordered set; then the order topology on X is that
generated by taking all initial and final segments as a subbase.
1.2.2 Examples
(i) As was observed above, the order topology on the real line is the usual
topology.
(ii) Let be a set with at least three elements and consider X ) ordered
by inclusion. Now ii A Ei ^ ( X ) , either ^4 or has at least two
elements. In the latter case, if X ^ X \ A , a ^ A, then
2
{ ^} = [ * , ^ U { x i } [ n [ % . 4 u { A : 2 } [ n ] ^ \ ( a } , * ]
SO that the singleton {^} is open. The special case when A is empty is
easily handled since { 0 } = [%{xi}[, A similar argument works for
the former case when X \ A has at most one element. Thus, except
when X has only two elements, the order topology on ^ ( X ) is the
discrete topology.
(iii) Consider with the order relation x = (¿1, 12) ^ (Vv Vi) = J if and
only if < rji and I 2 Vi- Then an interval ]x, y[ is an open
rectangle and the order topology is the usual topology of the plane.
The same construction can be applied in
13 Topologies on Spaces of Subsets 7
In view of the fact that to use all segments in yields a rather

uninteresting topology, it may be preferable to use a subset of the set of
segments as a subbase. The first possibility is to use only initial or only final
segments. Indeed, with either of these restrictions we get coarser, but still
interesting, topologies on R.
L2.3 Definitions
Let (J!f, < ) be a partially ordered set, the upper order topology on X is that
generated by using the final segments as a subbase. The lower order topology is
that generated by using the initial segments as a subbase.
1.3 TOPOLOGIES ON SPA CES OF SUBSETS
Our aim in Part II is to discuss (among other things) the continuity of

correspondences, and since we may regard a correspondence between X and Y
as a function from X to ^ ( T ) , the definition of continuity will be straightfor
ward if we have a suitable topology on ^ ( Y ) . As is sometimes the case, the
empty set gives rise to some problems. It is usual to exclude it as a possible
value of a correspondence. Indeed, this exclusion is precisely what constitutes
the difference between a correspondence and a relation. We shall, therefore, for
the rest of this paragraph, and for most of the sequel, discuss
ô{X) = ^ { X ) \ { 0 } .
We have already discussed the order topology on ^ q( X) and seen that,
except for one or two minor exceptions, it is the uninteresting discrete
topology. Following the line of thought at the end of the last section, we define
coarser topologies by restricting the basic (or subbasic) sets. Moreover, since
we require a topology also on X, we link the topology on ^ o ( X ) to that on X
by relating the subbasic sets to the open sets in X.
Let (X, be a topological space and let G denote an arbitrary nonempty
open subset of X (member of ^ ) . Then the family ^consisting of all the closed
initial segments determined by such G,
{ [ / e ^ o ( X ) : i / c ( 7 } = [•,(?],
is a base for a topology.
1.3.1 Definition
The upper topology on ^ q( X) is that generated by the base ^ where =
{[•,G]: G This topology is denoted by
We note that the complement of [ *, (?] is given by
ô ( X) \[ %G] = { V ^ ^ ^ { X ) : V n ( X \ G ) ^ 0 )
Introduction
so that a “ basic” closed set is of the form {F e : F n F =!«= 0 } where F

is closed in X. By analogy with these formulae, the lower topology on -^) is
that topology whose closed sets are generated by the collections
{ F e ^ o ( X ) : F c F } = [-,F]
and whose open sets are generated by the collections
{l/eô(Z): t/n G¥= 0 ).

This latter family is not closed under finite intersections so that it must form a
subbase. More formally we let
/c= { C / e ^ o ( Z ) : i / n G # 0 }
and let
L3.2 Definition
The lower topology on ^ q{X) is that generated by the subbase This
topology is denoted by
The designation of which topology is “ upper” and which is “ lower” is
arbitrary. Here we follow Michael (1951). The terminology is convenient since
an “ upper semicontinuous correspondence” will be continuous to the upper
topology, and similarly for “ lower”; on the other hand, this conflicts with the
usual usage on the real hne as seen in Exercise 1.5.8.
1.3.3 Definition
The Vietoris topology ^ o n is that generated by ^ a n d together.
An alternative characterization of «5^ which is frequently used is as follows.

Let Gi, G2, . .. be a finite collection of open sets (we shall no longer keep
saying nonempty) and let
^ ( G j , G 2, U G , and [7 n G ,# 0 |;
then the family of all such collections ^(G^, G2, . .. ,G„) is a subbase for
That the two are equivalent is easily checked because
1 , G2, . . . , G„ ) — n n ••• n n % U (?,

/=1
[*,G] = ^ ( G ) , and Ia = ^ { X , G ) .
1.4 N otes and Remarks 9
The intuitive ideas behind the upper and lower topologies on ^ q{X) are
that, given an element ^ in ^ basic neighbourhood of ^ in ^ consists
of sets B which are not much larger than A, and a basic neighbourhood of A in
^ c o n s is ts of sets C which are not much smaller than A. In the case when
( X, is a metric space there is, as Hausdorff first observed, a different way
to achieve this. A discussion of this case is postponed to Chapter 4.
The three topologies have been defined on ô(A'). It is often
preferable to restrict these topologies to various subsets. In particular, we shall
consider
3^ç^{X) = {F disclosed},
Jfo(A^) = [ K ^ ^ ç ^ { X ) \ is compact).
The relative topologies on these subsets will still be denoted by .5^, and so
forth.
1.4 NOTES AND REMARKS
The only difficulty in Section 1.1 is a notational one; otherwise it is entirely

elementary and well known. There is no widely recognized notation or
terminology for images and preimages of sets under a relation. The concept of
a relation is so general and so ubiquitous in mathematics that it is not possible
to devise a notation which will serve equally well the needs of all the various
kinds of relations—functions, equivalence relations, and partial orders.
Section 1.2 is slightly more specialized but is equally well known. Kelley
(1955) has exercises which discuss topologies on partially ordered sets. Subsets
of the class of ordinal numbers with the order topology are well-known
counterexamples to too naive a view of topological concepts (see, e.g.. Exercise
3.5.4). Two papers which discuss the relationship between order and topology
are those of Eilenberg (1941) and Frink (1942). Particularly the latter is in the
spirit of the approach taken here. There are now several books which discuss
partially ordered linear spaces and the relationship between the order and the
topology in partially ordered linear spaces. One of the first to explore this
subject systematically was Nakano (1950); among the more recent books are
those of Nachbin (1965), Peressini (1967), and Jameson (1970); Schaefer’s
(1966) excellent book on topological vector spaces also has a chapter on this
topic. An interesting view of a partial order as a correspondence (see Chapter
6) is found in Ward (1970).
The classic paper dealing with the idea of topological spaces of subsets is
that of Michael (1951). The subject is, however, older than that; it seems to
originate with Hausdorff (1962) (the reference here is to the second edition of
the English translation; the first edition of the Mengenlehre appeared in 1914).
In this book Hausdorff discusses both a metric on the space of closed and
10 Introduction
bounded subsets of a metric space and the notion of convergence of sequences

of sets. It is also clear that he had considered extending these ideas to a more
general topological space setting (the later editions of Mengenlehre are less
general than the first in this respect). As far as we know, the “ Vietoris
topology” first appeared explicitly in Vietoris (1921). His research continued
with a second paper (1923) and then throughout the 1930s these ideas were
discussed. Most often, however, the focus of attention was on the continuity of
correspondences (see Chapter 7) and not on the topological properties of the
spaces of subsets involved; see, for example, R. L. Moore (1925), Hill (1927),
Hahn (1921,1932), and Kuratowski (1932). In the 1940s the focus of attention,
still on the correspondences, shifted to fixed-point theorems (Chapter 8).
Exceptions to these general statements are the papers by Tychonoff (1936),
Mazurkiewicz (1932, 1933), Kelley (1942) (which builds extensively on the
work of the Pohsh school), Otchan (1943), Choquet (1947), and Fort (1949).
The last paper is especially interesting for its very general nature. Other papers
will be mentioned in the chapters where they are more specifically appropriate.
There are also a number of books on topology which deal with topologies
on spaces of subsets. Most notable among them are those of Kuratowski (1966)
(who has a very full discussion of the space i^(A") in the case when Z is a
metric space), Berge (1963), Bourbaki (1966), and Dugundji (1966).
With regard to notation for spaces of subsets, it seems to us that 2^ should
be a synonym for It has, however, been so widely used to mean any one
of ^ { X \ J ^ ( A"), the set of closed bounded subsets of a metric space, JT(Ai)
and that its use is now thoroughly confusing. We thought it better to
avoid it completely. We hope that the letters J^to denote closed and JTto
denote compact will not be too strange.
/.5 EXERCISES
1.5.1 Let / be a relation on a set X and let
Af = [ x ^ X : { x , y ) E : f Vy G ^ } = n /*( 7).
yÂ
Aj = [ y ^ X : { x , y ) ^ f V x G ^ } = fl A(^),
xeA
for A c X. Show that

(i) A c B implies A^ o and Af D Bf \
(u) ^ c (^/)ând^ c
(iii) A f = ( ( ^ /) /) / and A f = ((^ /)/)/-
1.5.2 With the notation of Exercise 1.5.1, show that if /i s symmetric (so that
then A = A^^, B = together imply {A B) = {A C\
By^. Give an example to show that Pi cannot be replaced by U here.
1.5 Exercises 11
1.53 Give an example to show that the following argument, which purports
to show that symmetry and transitivity together imply reflexivity, is
false. Let x e if / is symmetric, then xfy and yfx, and hence if / is
transitive, xfx.
1.5.4 Show that the number of distinct (i.e., non-order-isomorphic) partial
orders on a set with four elements is 16.
In the next two problems, the order relations are reflexive.
1.5.5 A finite (or countable) partially ordered set is often pictured by means
of a “ tree” diagram
where the dots indicate elements and rising line segments indicate a
relationship in the partial order. Draw such diagrams for
(i) ^ { 1 , 2,3} ordered by inclusion;
(ii) { « e i V : i < n < i 8} partially ordered by n < m if and only if n
divides m.
1.5.6 An element a in a partially ordered set is a minimal element if
b < a implies h = a; an element c is a least element if c < x for all x
in X. Construct a partially ordered set with no least element and
precisely one minimal element. Show that if X has a least element then
it is unique and there can be no other minimal element.
1.5.7 Let and denote the upper and lower order topologies on R,
respectively. Show that both and are 7^ but not (and
hence not Hausdorfi) topologies on R.
1.5.8 Show that a function <p from i? to is lower [respectively, upper]
semicontinuous if and only if it is continuous from R with the usual
topology to (R, .^®) [respectively, (R,
1.5.9 With the notation of Exercise 1.5.7, show that the subbase (1^ : 0 ^
is actually equal to the topology (.^°)jif. Show that the base
{[ ♦, G ]: (7 € } is not equal to the topology (^°),a-.
1.5.10 With the notation of the preceding questions, show that
{G„: a e i?} where G^, = (A c R : sup^ > a}. Give similar char
acterizations for ( ^ ° ) ^ , and
Chapter Two
Separation, Compactness,
Connectedness
In this chapter the properties of the Vietoris topology on and

JTo( ^ ) are examined. There are four sections, the last three of which deal in
turn with the three fundamental topological notions listed in the chapter title.
The first section deals with some basic lemmas and propositions needed
throughout.
2.1 FUNDAMENTAL PROPERTIES
Throughout this chapter {X, is a topological space and we consider the

upper topology the lower topology and the Vietoris topology t ^ o n
^ q{X). The definitions of these topologies were given in Sections 1.3.1-1.3.3.
Also throughout this chapter, G will denote an open subset, F a closed subset,
and K a compact subset of X
It is clear that since sets of the form [•, G] are a base for the upper topology,
then this is the coarsest topology in which all these sets are open. This is the
first part of the next proposition.
2.1.1 Proposition
The upper topology is the coarsest topology on ^ q( X) in which all sets of the form
[•, G] are open. The lower topology is the coarsest topology in which all sets of the
form [•, F] are closed.
Proof The first part is entirely obvious. The second is nearly so, since
[•, F] is closed if and only if ^ q(X)\[% F] = is open. But these latter
sets are a subbase for the lower topology. □
12
2.1 Fundamental Properties 13
2./.2 Corollary
The Vietoris topology is the coarsest topology on ^ q{X) for which [%G] is open
for all open sets G and [%F] is closed for all closed sets F.
2.L3 Proposition
(i) The upper topology on is the coarsest one in which every set of the
form Ip is closed.
(ii) The lower topology on ^ q( X) is the coarsest topology for which every set of
the form I q is open.
(iii) The Vietoris topology on ^ o ( X ) is the coarsest topology for which I q is
open and Ip is closed for all open sets G and closed sets F.
Proof This again only needs the equation ^ q( X) \ [ % A] = I x \ a

subsets A of X. □
There is another sense in which the Vietoris topology is “ natural.”
2.L4 Proposition
Let i denote the natural injection of X into ^ o ( X ) defined by i { x) = (x). Then
the mapping i from {X, J ') to ^ o ( X ) is continuous if ^ q{X) is given either the
upper, the lower, or the Vietoris topology.
Proof If G is open in X, then
*■■'([*.G ])= { x e Z : / ( x ) e [-,G]}
= { x ^ X : {x} c G}
= G.
Similarly, if Gj, G2, . .. , <j „ are open in X, then
rV c, • n I c J = {x ^ X : i { x ) e n n ••• n
= 0 ; k = l, 2,...,n)
= n Gk-
k =\
Thus, in each case the inverse image of an open set is open. □

14 Separation, Compactness, Connectedness
2 ./.5 Example
The Vietoris topology is not the finest topology to make / continuous.
Let A" be an infinite set and let »^denote the cofinite topology. Letc^Tdenote
the collection of all finite subsets of X\ then
(i) is open;
(ii) every open subset of contains some infinite sets, hence
^ i s not in «5^;
(iii) i is still continuous if we consider the finer topology on ^ q( X)
obtained by adding ^ t o the subbase.
2.L6 Proposition
I f (X, is a topological space and if ^denotes the collection of all finite subsets
of X, then ^ i s dense in { ^ q{ X \
Proof If G is a nonempty open set, it clearly contains finite subsets and so

[•, G] n is nonempty. Similarly, if G^, G2, .. . , G„ are nonempty, let ^ G^,
then X2, ..., a:„} G n n ••• Pi Thus JV' intersects every
basic open set and so is dense. □
2. L 7 Proposition
I f (X, is separable then so is { ^ q{ X \ STy\
Proof Let D = {x„: n ^ N ] he a, countable dense subset of X and let

denote the collection of all finite subsets of Z>. Then, since D intersects all
nonempty open sets, precisely the same argument as in Proposition 2.1.6 shows
that is dense in ( ^ q( X \ ^ ) . Moreover, is countable. □
2.2 SEPARATION
As was shown in Example 1.2.2, the order topology on ^ q( X) is, in most cases,
the discrete topology and is therefore too fine to be interesting. On the other
hand, the upper and lower topologies, while they depend on the topology of X
in interesting ways (Section 2.1), are too coarse for good separation properties.
This is because they are not designed to distinguish between sets with the same
closure. The best possible general result is Proposition 2.2.1. On the other
hand, if we restrict attention to subspaces of ^ oi X) , in particular to X' QiXf
things are much better, as shown in Theorem 2.2.5.
2.2.7 Proposition
I f {X, is a Ti topological space^ then ( ^ q(X), is Tq and hence so is
2.2 Separation 15
Proof. If A and B are distinct elements of then either A \ B ox

5 \ ^ is nonempty. Supposex e ^ \ T h e n since(X, isT^, X \ { x } =
is an open set. We have B e [%G^] whereas A is not in this open subset of
^ o (^ ). □
Because these topologies are poor at distinguishing between sets which have
the same closure, for the rest of this section we restrict attention Xo ^ q(X). The
next result strengthens Proposition 2.2.1 on this subspace.
2.2.2 Proposition
For an arbitrary topological space {X, is a Tqspace and hence
so is
Proof Let A and B be distinct elements of ^ q{X). Then either A B ox

B € A. Suppose the former. Then G = A"\ 5 is an open set and is an open
subset of which contains A but not B. □
2.2.5 Proposition
If {X, is a regular topological space, then { ^ q{ X \ is Hausdorff. I f
{X, J ') is a topological space and if { ^ q{X), STy.) is Hausdorff, then {X, ST)
is regular {and hence T^,).
Proof Suppose ( X, is regular and let A and B be distinct elements of

^ q{X). Then either A \ B ox B \ A is nonempty. Suppose the former and let
a ^ A \ B , By hypothesis there exist disjoint open sets G, G' such that a g
G, B a G'. Then 1^ and [%G'] are disjoint open sets in ^ q{X) such that
A ^ I q and B ^ [•, G'].
Conversely, suppose that ( is a Hausdorff space and that F is an
element of and a ^ F. Then F and F' = F \J [a] are two distinct elements
of which can therefore be separated by open sets ^ a n d Now any open
set which intersects F also intersects F' and so ^ must be a union of sets of
the form [•, G]. Thus F belongs to one of these; that is, there is an open set G
such that F (Z G, F' <t G, and so a ^ G. On the other hand, any open set
which contains F' also contains F and so must be of the form where
a ^ G' and F C\ G' = 0 . Thus, G and G' are the required separation of F
and a. That G Pi G' = 0 follows from the fact that ^ and are disjoint. □
2.2.4 Remark
The proof of the second part of Proposition 2.2.3 shows that if { ^ q, {X), STy)
is Hausdorff, then ( X, is discrete. For if we consider any set A and a point
a i ^ the argument shows that there is an open set G such that a ^ G and
A n G = 0 which implies that a is not in the closure of A and hence that A is
closed. Thus every nonempty subset of X is closed.
2.2.5 Theorem
For any topological space {X, the space ( X ‘q( X \ is Hausdorff if and
only i f (X, is Hausdorff.
Proof Suppose first that {X, is Hausdorff and let A, B be distinct

elements of JfQ{X). Suppose ^ \ is nonempty and that a ^ A \ B . By a
standard covering argument, it is easy to show that there exist open sets G and
G' such that a ^ G and B G' and G n G' = 0 , after which the proof is
identical with Proposition 2.2.3.
Conversely, suppose that ( JTq, is Hausdorff and a, b are distinct
elements of X, then, clearly, [a] and {a, b} are in Jfo*, hence there exist
disjoint basic open sets in ^ w h ic h separate them. Again it is clear that these
can be chosen to be of the form [•, G] and where {a) e [•, G] and {a, is
in Hence, a e G and b ^ G' and G n G' = 0 . □
2.5 COMPACTNESS
In this section the main theorem is 2.3.4 which was originally proved in
Vietoris (1921).
2.5./ Proposition
I f ( X, is a regular topological space and if ^ is a compact subset of
( ^ q(X% then U cs«’ C is closed.
Proof Let B = Uce^’C and let a ^ X \ B . We show that a is not a

closure point of B. Each C in ^ is also in and a ^ C so, by the regularity of
there are open sets G^- and G¿ with the properties that C c G^, a e G^,
and G ^ n G¿= 0 . Now the family {[%G^]: C ^ covers ^ because, for
each C, C ^ [%G^]. Therefore, by the compactness of there is a finite set
Cl, C2, . .. , C„ such that {[•, Gq ] : ^ = 1,2,...,« } covers Consider the corre
sponding intersection G = H ^=iG^^. We have a ^ G and, if C e then
C c Gq for some k. Therefore, C n Gq = 0 and hence C n G = 0 . Since
this is true of every member of 5 n G = 0 . Thus a is an interior point of
X \ B as was required.
2.5.2 Proposition
I f {X, is an arbitrary topological space and if ^ is a compact subset of
(JTq, then Uc€<g’C is compact.
Proof Let B = C. Let {G^} be a family of open sets which covers

B. Then certainly this family covers each such C in and each such C is
compact. Thus, for each C in there is a finite subset of the index set such
23 Compactness 17
that C c U x^NcGx- Let = U x^NcG^ and consider the family of open sets
{[%G^ ] : C e in Since C c G^-, it is again clear that this family covers
Therefore, there is a finite subfamily ([% Gq ] : A: = 1 ,2 ,... } which covers
Let iV = U Then iV is a finite subset of the original index set and
B = Uce-g' C c U x^ n Gx- Thus, -6 is compact in (X, ^ ) .
2.3.3 Corollary
(i) I f {X, is regular and if ^ i s compact in ( STy\ then Uce<g’C is

closed,
(ii) I f (X, is an arbitrary space and if ^ is compact in ( ^ q, ^ i r \ then
U ce^C is compact.
Proof Since ^ i s finer than this is an immediate consequence of the

previous propositions. □
2.3.4 Theorem
For any topological space, (X, is compact only if is compact.
Conversely, if {X, is and (J ^ , is compact, then {X, J ') is compact.
Proof We use Alexander’s subbase theorem (Kelley, 1955, p. 139) which

asserts that if every cover of by elements of a subbase has a finite subcover,
then Jô is compact. Let, therefore, {[%G^]} and { / g,) ^ô famihes of
elements from the subbase which together cover Consider U p^. This
union is an open set whose complement Fq is closed. If Fq ^ 0 , then Fq ^ ^ q
and so, since Fq n G^ = 0 for all 5, Fq e [%G^] for some r, that is, there exists
Tq with Fq c G^^. Thus, the family (G^^, G^} covers X. By the compactness of X
there is a finite subcover {G^^, G^^, G^J..., G^ }. Finally, if F g J^q, F (Z X and
hence either F (Z 0 or F meets some G^.i Therefore, [%G^], 0
I q ,... ,I q is a
finite subcover of ^ as required. The case when Fq = 0 is easily dealt with in
a similar fashion.
Conversely, suppose that ( J^q, is compact. Then ( is compact.
Let {Gx} be an open cover of X. Each F in J^q meets some G^ and so the
family is an open cover of J^q. By the compactness of this latter space
there is a finite subfamily which covers J^q. Because X is sl space, each
singleton {x} is ini^Q and so {x} meets some member of the finite subfamily.
Therefore, the corresponding family {G^.} covers X. □
2.3.5 Theorem
Let {X, be a topological space. The following statements are equivalent:
(i) X is a compact Hausdorff space.
(ii) (^Q, is a compact Hausdorff space and X is T^.
(iii) {X' q, ^ ) is a compact Hausdorff space.
Proof. That (i) is equivalent to (ii) follows from Sections 2.2.3 and 2.3.4.
That (iii) implies (i) follows from 2.2.5 and 2.3.3(h), where we take X'q
and conclude that since ^ contains all the singletons Uc€<g’C = ^ i s compact.
That (i) implies (iii) is obvious from the equivalence of (i) and (ii), for in this
case JTq coincide. □
2.3.6 Remark
Since Jfo is not, in general, a closed subset of in the Vietoris topology, there
seems to be no simple direct proof that (ii) implies (iii) in Theorem 2.3.5.
Indeed, since JTq contains all the finite subsets, is dense in (see
Proposition 2.1.6). The next proposition shows that X q can be open in
2.3.7 Proposition
I f ( X, is locally compact, then X q is an open subset of
Proof Let K ^ X q. T h ^ , since X is locally compact, there is an open set G

with K c: G and such that G is compact. Now [•, G] is an open neighbourhood
of K and if F Ei [%G] then F is a closed subset of G and hence is compact.
Thus K is an interior point of X q as required. □
2.4 CONNECTEDNESS
In this section we restrict ourselves to a very limited discussion of the subject.

The main theorem is 2.4.6 which shows that the spaces *ô behave
alike with regard to connectivity. The counterpart to the fact that the Vietoris
topology is rather coarse and not good at separating points of is the fact
that these spaces are generally well behaved with respect to connectivity.
2.4.1 Proposition
I f ^ is a connected subset of { ^ q{ X \ ^ ) and if each member of ^ is connected
[in (X, then A = Uce-g’C is connected.
Proof Suppose that A is disconnected. Then there are open sets G^ and G 2
such that {A n Gi) n (.4 n G2) = 0 , ^ n Gj ^ 0 , ^ n G2 # 0 , and A c

Gi U G2.
Now [•, G J and [•, G2] are open subsets of ^ q{X). For each C in "^we have
C c ^ c Gi U G2. Not every element of ^ is contained in G^ for that would
imply ^ n G2 = 0 and, similarly, not every element of "îs contained in G2.
Nor is it possible that [•, G J U [•, G2] for that would imply that ^ is
disconnected. Therefore, some element of ^ is contained in Gj U G2 and has a
nonempty intersection with both of them. But then this element of ^ is
disconnected. Thus we have shown that if A is disconnected, either ^ is
2.4 Connectedness 19
disconnected or some element of ^ is disconnected and this completes the

proof. □
2.4.2 Proposition
I f ^ is a connected subset of and if each member of is connected,
then Uce-g'C is connected.
Proof Again suppose that Uce'g’C is disconnected. Then there are open
sets and G as in Proposition 2.4.1. To save subscripts, let
2
A: = 1,2. Then and /2 are open subsets of and 0 , ^C\ ¡ ^ 0, 2
and ^ c . I - Hence, either "îs disconnected or n

2 n /2 0 . But this
last implies that for some C in C n ¥= 0 and C n G2 0 which
means that C is disconnected. □
If, instead of »5^ and we use the Vietoris topology, a much stronger
statement is true.
2.4.3 Theorem
I f ^ is a connected subset of {^^{X), and if some element of ^ is connected,
then Uce'g’C is connected.
Proof Suppose A = Uce<g’C is disconnected. Then there are open sets G^

and G as in Proposition 2.4.1. With the notation of Proposition 2.4.2, consider
2
[•, G J and I - Any element of ^ which is contained in G^ does not intersect

2
G2 and hence these open sets separate ^ unless [•, G J is empty (we
cannot have ^ C\ I empty for then A <z Gf)- Similarly, by considering [%G2]
2
and /1 we show that [*,G2] is empty. Thus, every element of ^ intersects

both Gi and G2 and hence every element of ^ is disconnected by G^ and G2.
□
We recall that j V'= JV'{X) denotes the collection of all finite subsets of X.
2.4.4 Theorem
If {X, is connected then (A^, is connected.
Proof We show that j V'^—the set of subsets of X which have at most n

elements (not precisely n elements)—is connected. Since these form an increas
ing family of subsets whose union is the conclusion follows by an appeal to
a standard result on connected subsets (Kelley, 1955, p. 54).
Now, since X is connected so is X^ (Kelley, 1955, p. 104) so that, if we show
that the map p from A"” to.y(^ defined by p{x^, ^ 2,...,x „ ) = {x^, X2,...,x „ }
is continuous, the proof will be complete. Note that p maps A"" onto since
there may be repetitions of some elements in {x^, X , - • • ,x^). To prove
2
continuity, we need only look at the inverse images of sets in the subbase.
Now, clearly, p~\ [%G])=G^ and p ~ \ I g) == U

^-\[%G])=G^ X • • • X A 'X G X
X X X X where (in the last product) the G occurs in the /th place of the
ith set composing the union. Each of these sets is open in the product topology
and the proof is complete. □
2.4.5 Remark
Since it is clear from the proof of Theorem 2.4.4 that p is continuous if the
coarser topologies ^ or ^ are imposed on follows that u4îs connected
in these topologies also.
2.4.6 Theorem
If ^ is any subset of ^ ^ { X ) which c o n t a i n s t h e n ^ is connected in the Vietoris
topology if and only if X is connected.
Proof If X is connected, then by Theorem 2.4.4 ^ is connected. Hence,

by Proposition 2.1.6, we have c/Tc ^ c Again, by standard result
(Kelley, 1955, p. 54), this implies that ^ is connected. Conversely, il ^
then clearly ^ contains all singletons (which are connected) and so (Theorem
2.4.3) X = UBe^g’jSis connected whenever ^ is. □
2.4.7 Remark
As applications of Theorem 2.4.6, we point out that »/Tc and, if {X, is
Ti, then j V'cz
We begin with a sunmiary of the extensive connections we have established

between the topological properties of { X , ^ ) and those of the Vietoris
topology on either or We have shown that
(i) X is connected if and only if connected (Theorem

2.4.6);
(ii) X is compact if and only if j Tq is compact (Theorem 2.3.5);
(iii) X is Hausdorff if and only if is Hausdorff (Theorem 2.2.5).
We can add to both (i) and (ii) if X is 7\. The reason T^ is necessary
when discussing is because we make frequent use of the singleton subsets
which, in disguised form, is the mapping i from X to ^ q{X) defined in
Proposition 2.1.4.
For the results of this chapter we are most indebted to the paper of Michael
(1951), the major source for results of the kind discussed here. Most of that
paper is concerned with the Vietoris topology (which he terms the finite
2.6 Exercises 21
topology), but in the appendix he also discusses the upper and lower topolo
gies. We have, however, also made use of the works of Berge (1963), Debreu
(1969), and Hildenbrand (1970a, 1974). Results of this kind can also be found
in Bourbaki (1966). Kuratowski (1968) has a full discussion of results like these
in the metric space case.
Results dealing with connectedness, hke those in Section 2.4, can be found
in Mazurkiewicz (1932) and, much more completely, in Kelley (1942). Theorem
2.3.4 can be found in Otchan (1943) where it is attributed to Alexandrov and
Urysohn. In discussing fixed-point theorems and other properties of continu
ous correspondences, both Flachsmeyer (1964) and Strother (1953,1955b) have
rather full discussions of the topological properties of spaces of subsets, as does
Ponomarev (1964a).
Among the more recent work which we have not included is the set of
important papers by KeesUng (1970a, 1970b, 1970c), which discuss the ques
tion of normahty in ( ^ o(X) , ^ ) . He proves (1970a) that the following are
equivalent: X is compact, ^ ( Z ) is compact, i^ (2 f) is Lindelof, ^ ( 2 f ) is
paracompact, i^ (2 f) is metacompact, and .^ ( X ) is meta-Lindelof. He then
(1970b, 1970c) shows that, assuming the continuum hypothesis, X is compact if
and only if ^ q( X) is normal. A survey of these results is given in (1970d)
together with a theorem on compactifications.
Ponomarev (1964b) has discussed the question of which topological proper
ties are preserved under continuous mappings while, in a quite different
direction, Granas (1959a), Jaworowski (1956, 1958), and Strother (1955a,
1955b), have discussed the algebraic topological properties of ^ q(X).
The question of the metrizabiUty of spaces of subsets has been discussed by
Stone (1956) using the classic result of Alexandrov (1924).
16 EXERCISES
2.6.1 Show that the range of the mapping i from X to ^ q{X) is dense in
2.6.2 Show that i is a homeomorphism of X onto i{X) when this range is

given the relative topology from either the upper, lower, or Vietoris
topologies.
2.6.3 Generalize Example 2.1.5 as follows. Let { X , ^ ) be a Tj connected
topological space which contains at least two points. Let be the
collection of all closed subsets of X. Show that i is still continuous if
we consider the strictly finer topology than on ^ q( X) obtained by
adding to the subbase for
2.6.4 Show that if (X, S~) is a nontrivial topological space, then neither
( ^ q(X), nor (J^q(X), 3'^') is Hausdorff.
2.6.5 Let (2f, T' ) be a normal topological space. Let E be a closed subset of
X and G an open subset of X with F c. G. Let be the closed
subsets of defined by ^ ^
2
^ q(X)\[% G], Show that there exist disjoint open sets and ^2
such that c (/ = 1,2).
2.6.6 Show that, since is dense in if is compact and is
Hausdorff, then Z is compact. (This applies whether and are
given the upper, lower, or Vietoris topologies.)
2.6.7 We know that is dense in ( ^ , ^ ) . Show further that any cover of
by subbasic open sets in ^ is a cover for Hence show that, if X
is HausdorfT, then is compact only if ( is compact
(without appeal to Theorem 2.3.5).
2.6.8 Let A" be a noncompact, connected Hausdorff space. Let ^ b e a family
of sets in X' q( X) such that the family defined by {X \ K : K
^ is compact in ( ^ q{X), Show that if (G;^) is a family of
open sets which covers C = then there is a finite subfamily
which covers no member of
2.6.9 Prove the converse of Theorem 2.4.4.
2.6.10 Give an alternative direct proof of the fact that if (X, is connected
then ^ ) is connected, as follows. If Jîs disconnected by open
sets Gf = U/€/[% GJ and Gj = Uye/[% Gy] then consider A =
{ x :(x } e Gf} and ¿ = (x :{ x } G G y } .
Chapter Three
Convergence
This chapter is concerned with the convergence of nets of subsets of a given

set. It is, therefore, again concerned with ^ ( X ) , There is a concept of
convergence which is purely set-theoretic and then there are types of hmits
which are defined in terms of a topology on A"but with no topology on ^ q(X).
These latter ideas, like most of this work, seem to have originated with
Hausdorff (1962).
The pattern of the chapter is that Section 3.1 is concerned with the
definitions. The second section discusses the properties of these hmits. The
final section takes up the question of whether there are topologies on ^ ( X )
which induce the various types of convergence.
3.1 DEFINITIONS
The whole chapter concerns nets of subsets of X. In deahng with nets we shall
use the notation and terminology of Kelley (1955, pp. 65ff.). In particular,
(/> ,> ) will denote a directed set whose elements will be indicated by the
letters / , 7,...,« .
We begin by recalling the elementary set-theoretic concept of convergence
which does not rely on any topological considerations.
3.1.1 Definition
Let \ « e Z)) be a net of subsets of X, then limsup^„ =
and liminfy4„ = U n^D n' 'm > A If limsupy4„ = liminf then we say that
the net {A^ :n ^ D) converges and write lim A„ for the common value of the
upper and lower limits.
It is clear that limsupyl^ consists of all those points a ’m X such that there is
a cofinal subset E oi D with a ^ A„ for all n in E. Also, it is clear that
lim inf A„ consists of all those a in X such that a is in A„ for all n belonging to
some final segment of D. In the special case when the net is a sequence,
23
24 Convergence
lim sup^„ consists of all a which are in infinitely many of the and liminf
consists of all a which are in all but finitely many of the
5.7.2 Example
For each n 'mN,\QiA^ = {k ^ N: к < n and the highest common factor of к
and n is either 1 or A:} and let = [к E: N : k < n and к e Then,
since for every integer m there are infinitely many multiples of m (and primes
larger than w), lim sup = N, Similarly, it is easy to see that liminf =
(A: G iV: A: is prime}, hmsup^„ = (A: g TV: A: is not prime), l i m i n f = 0 .
Before the next step, it is worthwhile to recall the definitions of limit point
and cluster point for nets in a topological space.
5.7.5 Definition
Let {X, J ' ) be a topological space and let (x„ : « g D) be a net in X, Then x is
a limit point of (x„ : « G D) if, for every neighbourhood U of x, there is an n in
D such that g [/ for all m > n. Also, x is a cluster point of (x „: « g 7)) if
for every neighbourhood U o ix and every n in D there is an m in Z> such that
m > n and x^ g U.
In other words, x is a limit point if x„ g U for all n in some final segment of
D and X is a cluster point if x„ g {/ for all n in some cofinal subset of D.
We finally arrive at the definitions of lim sup and liminf for nets of sets in a
topological space (Л", ^ ) .
3.1.4 Definition
Let {X, be a topological space and let {A^ : « g I>) be a net of subsets
of X
(i) A point X in X is a limit point of ( у4„ : « g Z)) if, for every neighbour
hood U of X, there is an « in Z> such that for all m > w, П U Ф 0.
(ii) A point X in X is a cluster point of {A^ \ n ^ D) if, for every
neighbourhood U of x, and every n in D, there is an w > w such that
А ^пиФ 0 .
(iii) liminf A„ is the set of all Unfit points of {A„ : n g D).
(iv) lim sup is the set of all cluster points of {A„ : n g D).
(v) If Umsupyl„ = liminf = A, then we say A is the limit of the net
(A „ : n G D), the net (A ^ : n ^ D) converges to A, and we write
A = lim A„.
3.1.5 Remark
If a set X is given the discrete topology so that ( x } is a neighbourhood of x,
then it is clear that the definitions of Uminf and lim sup in Definitions 3.1.1
and 3.1.4 coincide.
3.2 Properties of the Lim its 25
Further, if (AT, is a topological space and if « g D) is a net in X

and if we set A^ = {x^) for all n in D, then x is a limit point (respectively,
cluster point) of (A„: n ^ D) in the sense of Definition 3.1.4 if and only if x is
a limit point (respectively, cluster point) of : n ^ D) in the sense of
Definition 3.1.3.
3.2 PROPERTIES OF THE LIMITS
In the set-theoretic environment (Definition 3.1.1) it is quite straightforward to

prove the following proposition. The proof is left as an exercise.
3.2.1 Proposition
I f (A„: n ^ D) and (B„: n ^ D) are nets of subsets of X, then, using Definition
3.1.1, we have
(i) Urn inf{A„ n B^) = Urn infA„ Pi Urn infB„\
(ii) Urn sup(A„ U B„) = Urn supA„ U Urn sup B„;
(iii) Urn i n f ( X \ A „ ) = X \ lim sup A„;
(iv) Um s up( X\ A„) = X \U rn infA„.
We observe that (iii) and (iv) readily follow from each other and that (i) and
(iii) imply (ii) by DeMorgan’s laws.
The next sequence of propositions and examples show to what extent these
types of equations hold for Definition 3.1.4. These are followed by two
propositions (3.2.9 and 3.2.10) which show clearly the connection (and dif
ference) between Definitions 3.1.1 and 3.1.4. The final part of the section
shows the connection between Definition 3.1.4 and the topology of X
3.2.2 Proposition
If(A„ : n ^ D) is a net of subsets of a topological space X, then, using Definition
3.1.4, we have
X \ Um sup A„ c: Um inf{ X \ ^„ ).
Proof Suppose Xq is not in hm sup^„. Then there is a neighbourhood Uq

of Xq and an element « q in D such that, for all m > n^, A ^ n Uq is empty.
Now let U be an arbitrary neighbourhood of Xq. Then, for all m > n^,
Xq ^ ( X \y l^ ) n U\ hence (X \y 4 ^) n i/is certainly nonempty. Thus, Xq is in
h m in f ( X \^ J . □
3.2.3 Example
To see that equality does not hold in general in Proposition 3.2.2, consider the
following sequence of sets: A^ = [ { - \ y / n , { —\yoo[ as subsets of the real hne
26 Convergence
with the usual topology. Then each open set intersects infinitely many A„ so
that hm sup^„ = R and the complement is empty. On the other hand,
lim inf(^\y4„) = {0}.
The reason for the discrepancy between Propositions 3.2.1(iii) and 3.2.2 is
that the duality in Definition 3.1.4 is not complete. The definitions of both
liminf and limsup involve nonempty intersections with neighbourhoods U
rather than one of them requiring containment in t/.
3.2.4 Proposition
I f (A„ : n e D) and : n ^ D) are nets of subsets of a topological space then,
using Definition 3.1.4, we have
(i) Urn sup(A„ U B^) = Urn sup A^ U Urn sup B„\
(ii) Urn inf{A^ n B^) c Urn infA^ Pi Urn inf B^.
Proof (i) It is clear from the definition of cluster point that if c C„ for
all n, then limsupy4„ c lim supQ. Thus, we have limsup./l„ U limsupi?„ c
limsup(^„ U B^). To prove the reverse inclusion, let Xq e limsup(^„ U B„)
and suppose Xq is not in hmsupy4„. Then there is a neighbourhood Uq and an
element « q in D such that for all m > n^, A ^ O Uq = 0 . Now let U be any
neighbourhood of Xq and let n ^ D. Then there is a neighbourhood U' c: U n
Uq and an n' in D with n' > nQ and n' > n. Now because Xq is in hmsup(y4„
U there is an w > n' such that (A ^ U B^) n U' ^ 0 . Since m > nQ and
U' c Uq and A^C\ U = 0 , we must have B ^ n U' . Therefore, B^ n
0
U ^ 0 and since m > n v/t have shown that Xq e hmsup.5„.

(ii) Again, this is clear because if A^ c C„, then lim inf^„ c hm infQ . □
3.2.5 Example
Let X, A^ be the same as in Example 3.2.3 and let B^ = Then A^
0 and so hminf(y4„ n B„) = 0 . However, hminfy4„ = hminf = {0}.
Hence, it is possible to have strict inclusion in Proposition 3.2.4(ii).
This same example shows that lim sup is as badly behaved as possible with
respect to intersection. For we have limsup(^„ n B„)= while lim s u p n
0
limsupJ?„ = R.
It is, however, possible to be more specific with the relationship between
liminf and union.
3.2.6 Lemma
I f (A^ : n ^ D) is a net of subsets, then Urn infA^ c Um supA„.
Proof This follows directly from the definitions. □

3.2 Properties of the Lim its 27
5.2.7 Proposition
With the notation of Proposition 3.2.4, we have
(i) Urn inf{A„ U B„) D lim infA„ U lim inf
(ii) lim inf{A^ U B„) c lim infA„ U lim inf B„ U [lim supA„ n lim sup B^].
Proof (i) This is again a restatement of the monotonicity of lim inf.

(ii) By Lemma 3.2.6 (applied to both A^ and B ^\ the right-hand side of (ii)
is equal to (lim inf A^KJ lim sup ^„) n (lim inf B^ U lim sup ^„). Then, by sym
metry, it is sufficient to prove that liminf(^„ U ^^) c lim inf U lim sup .5^.
Let ajq ^ liminf(^„ U ^„) and suppose Xq ^ limsup^„. Then there is a
neighbourhood I/q element n^ ’m D such that, for d\\ m > n^, B
= 0 . Now let U be an arbitrary neighbourhood of Xq and let n ^ D. Then
U O Uq IS , neighbourhood of Xq, Hence there is n^ such that, for all m >
3
U B J (U O Uq) # 0 . Choose «2 so that «2 > n^, «2 —

0 Then, if
m > «2» we have B ^ n Uq = 0 and ( A^ U B^) n ( U D 0 . Hence, for
all m > «2, A^C\ (U n Uq) # 0 . Thus Xq is in lim inf A„ as required. □
These propositions imply that limit behaves well with respect to the union
operation.
3.2.8 Corollary
(i) I f the net {B^ \ n ^ D) converges then limsup(A„ U B„) = lim sup A ^ U
limB^ and lim inf {A^ KJ B^) = lim sup A ^ U UmB„.
(ii) I f the nets {A^ \ n ^ D) and {B„ \ n ^ D) both converge then so does
{A^ \J B^ \ n Ei D) and lim(A^ U B^) = UmA„ U HmB„.
Proof These statements all follow directly from Propositions 3.2.4 and
3.2.7. □
3.2.9 Corollary
I f the net {A^ U B^ \ n E D) converges and if lim sup n lim sup = 0 , then
both the nets (A„: n E D) and {B^ : n E D) converge.
Proof In this case it follows from the hypotheses and Propositions 3.2.4
and 3.2.7 that liminf U liminf = limsup^„ U limsup5„. Now, by
Lemma 3.2.6 we have liminf c lim sup If this inclusion were strict, the
previous equality would imply that lim sup n lim inf =5^ 0 . But this is
impossible since limsup^„ n limsupi?„ = 0 by hypothesis. Similarly, we
must have lim inf B^ = lim sup B„. □
Previous examples have shown that intersection does not behave well with
respect to these limits. That this is so under quite stringent conditions of the
existence of limits is shown by the next example.
28 Convergence
3.2.10 Example
Let = { -1 } U [1 + 1/«, oo[ and =] —oo, —1 —1/«] U {1}. Then
MmA^ = { -1 } U [1, +oo[ and =] - oo, -1 ] U {1}; \imA^ n lim
= { - l } U { + l } . But A^C\ B^= 0 so that lim(^„ n B^) = 0 .
The next two propositions give formulae which show how Definition 3.1.4
compares with 3.1.1. They will also be useful for the final three results which
are concerned with the connection between the limit operations and the
topology of X,
3.2.11 Proposition
I f (A„: n E: D) is a net of subsets of X, then Urn sup A^ =
Proof From Definition 3.1.4 we have that x is in lirnsup^^ if and only if

for all n in D and every neighbourhood of x, there is an aw > « such that
A ^ D U ^ 0 , that is, if and only if, for all n in D, x is in the closure of
m >. n„A^.
m Thus the result follows. □
3.2.12 Proposition
I f (A„:n e D) is a net of subsets of X, then UminfA„ =
where H denotes an arbitrary cofinal subset of D and the intersection is over all
such H.
Proof If X e hminfyl„, let i7 be a neighbourhood of x and let /f be a

cofinal subset of D and let n^ e D. Then n t / ^ 0 for all n > Wp. Hence
there exists m in H with m > n^ and A ^ n U 0 . Then x e
Since this is true of every cofinal subset i f , we have liminfy4„ c
Now suppose X is not in hm inf^^. Then there is a neighbourhood U of x

such that for all w in i> we can choose m„> n with A^^ O U = , Let 0
H y= {m„:n g Z)}. Then is a cofinal subset of D for which U n

( '-'m„ e ^ . ThuS X is TlOt in ( ^ □
3.2.13 Corollary
With the notation of Definition 3.1.4, Urn infA„ and Urn sup A^ are closed subsets
ofX,
Proof This is an immediate consequence of Propositions 3.2.11 and

3.2.12. □
3.2.14 Corollary
Again with the notation of Definition 3.1.4, we have Urn infA„ = Urn infA„ and
Urn sup A„ = Urn sup A„,
33 Convergence as a Topological Property 29
Proof. This is again a direct consequence of Propositions 3.2.11 and 3.2.12

because if D' is any subset of D, this is because
any closed set which contains also contains A^. □
3.2.15 Corollary
I f {A^ :n ^ D) is a wnstant net, that is, ifA„ = A q for all n D, then limA^
exists and limA„ = A q.
Proof Suppose /) ' is a subset of D, then A q and now the

result follows for Propositions 3.2.11 and 3.2.12. □
3.3 CONVERGENCE AS A TOPOLOGICAL PROPERTY
Given a definition of convergence such as we have been discussing, the natural

question to ask is whether or not there is a topology on the set in question so
that convergence exactly corresponds to convergence in that topology. In our
case, then, the major question is whether there is a topology on or
^ q{X) such that given a net (A„: n ^ D) oi elements of ^ q{X), lim A„ = A
(in the sense of Definition 3.1.4) if and only if (A„: n ^ D) converges to A in
the sense of the topology.
The criteria for convergence to be topological are well known. They are
fisted, for example, in Kelley (1955, p. 74), and that fist contains four criteria
which we reproduce below. We will show that in <^( A^) the operation “ lim”
defined in 3.1.4 satisfies the first three of these but that if X is not locally
compact, it does not satisfy the fourth so that in this case there is no topology
on ^ o ( ^ ) corresponding to this notion of convergence. In the case when X is
compact, we will show that “ lim” corresponds to convergence in the Vietoris
topology.
This leaves the case when X is locally compact but not compact. In this case
convergence is topological, but the topology which generates it is not the
Vietoris topology. This leads naturally to the “ topology of closed convergence,”
which coincides with the Vietoris topology when X is compact. A discussion of
this topology is given in Section 4.5.
We begin with a fist of the four criteria. The first three are quite straightfor
ward, but the fourth requires some explanation of notation. Let D be a
directed set and suppose, for each « e is a directed set; if, for each n in
Dand each m in E„, there is a subset A„^ of X, then we can consider the
iterated limit lim„^^)(lim^^£;A^„). When writing such a limit, we shall
usually omit the parentheses. It is also possible to consider the directed set
obtained by ordering the product D X in a pointwise fashion. We
shall denote this directed set by F; a typical element of F will be denoted by
(n , >). To each (n ,^ ) in F, we associate the subset
4 of X. This gives
another net : (n, (¡>) e F).
30 Convergence
3.3.1 Criteria
(i) If (A „ : n e D) is a constant net, that is, A„ = A q for all n ^ D, then

A„ converges to A q.
(ii) If (A„ : n ^ D) converges to A, then every subnet also converges to A.
(iii) If (A„: n ^ D) does not converge to A, then there is a subnet, which
itself has no subnet converging to A.
(iv) Given the preceding notation, if lim„gf,hm„ ;Am„ = A, then
lim(„,,^)e/r^„,^(„) exists and is equal to A.
3.3.2 Remark
In view of Corollary 3.2.15, we cannot expect to satisfy Criterion 3.3.l(i) on
(unless we use the discrete topology on X). In view of this, we shall,
from now on, consider shall, however, continue to use :n e D\
(B„ : n ^ D) to denote nets iniô(^)* Thus, for the rest of this section,
will denote nonempty closed subsets of X This leaves us free to use F as the
product net as in the preceding notation.
3.3.3 Proposition
Convergence in the sense of Definition 3.1.4 in ^ q{X) satisfies Criterion 3.3.1(/).
Proof This is little more than a rewording of Corollary 3.2.15. □
The fact that convergence satisfies Criterion 3.3.1(ii) depends on two

preliminary lemmas.
3.3.4 Lemma
I f {B^ : m ^ E) is a subnet of {A^ : n e /)), then Urn infA^ c Um infB^.
Proof Let X G hminf and let C/ be a neighbourhood of x, then there is

an «0 e Z) such that Pi 0 for all n > n^. Now, by the definition of
subnet (see, for example, Kelley, 1955, p. 70), corresponding tonÊ: D there is
an Wqin £■ such that m > m^ 'inE implies N ^> n^ (here the notation is that N
is a function from E to D and B^ = A Thus it is clear that for all m > niQ,
B^ n U so that X E hminf B^. □
0
3.3.3 Lemma
With the same notation as in Lemma 3.3.4, Urn sup A^ 3 Um sup B^,
Proof Let X E hm sup^^ and let i/ be a neighbourhood of x. Now if

n E D, again by the definition of subnet, there is a corresponding mi in E such
that i i m > mi in E, then N ^ > n. Since x e lim sup B^, for this mi there is an
3.3 Convergence as a Topological Property 31
m > m^ such that

2 C\U ^ 0 . Let «2 = Then ri > n and
2
0 . Thus X G lim sup A^. □
3.3.6 Proposition
Convergence in the sense of Definition 3.1.4 satisfies Criterion 3.3.1(//).
Proof Suppose (A^: n ^ E) is a net converging to A q and suppose

m ^ E) is Si subnet. Then we have
^0 = lim inf c lim inf (by Lemma 3.3.4)
c hm sup B^ (by Lemma 3.2.6)
c hm sup A„ (by Lemma 3.3.5)
= A q.
Hence lim inf B^ = lim sup B^ = A q sls required. □
For the third criterion, we also need two lemmas which strengthen the
previous two and give further characterizations of lim inf and hmsup remi
niscent of those for cluster points and hmit points of sequences in terms of
limits of subsequences.
3.3.7 Lemma
I f {A^ \ n E: D) is a net of subsets of X, then lim infA„ = CMim sup B^ where
(B^: m ^ E ) is an arbitrary subnet and the intersection is taken over all possible
subnets.
Proof. Since, by Lemmas 3.3.4 and 3.2.6, we have lim inf c lim inf
c lim sup B^, we clearly have lim inf c n lim sup B^.
For the opposite inclusion, suppose that x is not in lim inf A^. Then there is
a neighbourhood U o ix such that, for all m in D, we can choose n ^ > m with
A„^ n U = 0 . Let (B ^ : m ^ D) h c defined by B^ = A„^. Then (B^ : m ^ D)
is a subnet and, since B^C\ U = 0 for all m in Z), clearly x is not in
lim sup □
3.3.8 Lemma
I f {A n e D) is a net of subsets of X, then lim sup A ^ = U/zw inf B^ where B^
is an arbitrary subnet of (A„: n ^ D) and the union is taken over all possible
subnets.
Proof Again, using Lemmas 3.3.5 and 3.2.6, we have lim in f

lim sup c limsupy4„ and so limsupyl^ u lim inf 5^. Now suppose x e
lim sup and let i/b e an arbitrary neighbourhood of x. Then, for all m ^ D,
there is > m such that A„ n i/ # 0 . Now let ^ be the family of all
neighbourhoods of x directed by inclusion and lei E = ^ X D. The previous
32 Convergence
discussion can be summarized by saying that is a function from E Xo D

where N{U, m) = n^. Then defined by is a subnet of
(A„:n^D),
Finally, given an arbitrary neighbourhood V of x, B^^ n F # 0 for all
(U, m) > (V, n) in E (where n is an arbitrary element of D). Thus x is in
lim inf5(y^). □
3.3.9 Proposition
Convergence in the sense of Definition 3.1.4 satisfies Criterion 3.3.l(m ).
Proof We demonstrate the contrapositive of Criterion 3.3.1(iii),
namely that if every subnet of {A^ : n ^ D) has a subnet converg
ing to A q, then lim ^„ = A q. Let (5 ^: m g £ ) be an arbitrary subnet of
{A^ : n e D), Then this, in turn, has a subnet (Ci’.l ^ F) with limit A q. Thus
A q = limC/ = hminfC/ d lim inf5^ (by Lemma 3.3.4). Hence A q d
uUminf = limsup^„ (by Lemma 3.3.8). On the other hand, A q = limC/ =
lim sup Cl c hm sup B^ (by Lemma 3.3.5), and hence A q C: Pilim sup =
lim inf^„ (by Proposition 3.3.9). Finally (by Lemma 3.2.6) we have
that hm inf^„ = limsup^„ = A q. □
We next show that convergence in the sense of Definition 3.1.4 does not in
general satisfy Criterion 3.3.1(iv). The result in this form is due to Mrowka
(1958) and we give his proof. Though the ideas are not difficult, the notation is
cumbersome. This, in view of the nature of the criterion, seems inevitable.
3.3.10 Theorem
I f {X, is not a locally compact topological space, then covergence of nets in
does not satisfy Criterion 3.3.1(/i;) and hence, in this case, there is no topology on
which generates this convergence.
Proof To show that Criterion 3.3.1(iv) is not satisfied requires the con
struction of a counterexample, that is, a family of nets of subsets for which the
iterated limit is not equal to the “diagonal” hmit.
Since {X, is not locally compact, there is a point Xq in X which has no
compact neighbourhood. Let ^ be a neighbourhood base for Xq and let be
the directed set ( ^ , c ). Since X is not compact, there is a net (>^^ : /: e />2) in
X which has no cluster points. The directed set D which will be used for the
construction is the product X D (ordered coordinatewise). Thus each n in
2
D is of the form n = (U, k) where U ^ and k ^ D and, for each such n,

2
we define x„ by x„ = whenever n = { U, k ) . l n this way we get a new net

(x„: n Ei D). It is a routine matter to check that since the original net
(yi^: k Ei D ) has no cluster point in X, neither does the new net (x„: n e D).
2
Now for each n = {U, k) in Z>, 17 is a neighbourhood of Xq. Therefore U is

not compact and hence there is a net (z„^ : m e E^) of points in U which
has no cluster point.
33 Convergence as a Topological Property 33
Clearly X is not a singleton so we fix ¥= Xq. For the final stage of the
construction, let
^nm= {xi) ^ { x „ ) n ^ D , m ^ E „ .
Since the net (z „ „ : m e £„) has no cluster points, it is clear from Definition
3.1.4 and Remark 3.1.5 that the net (A„„: m e E„) converges in the sense of
Definition 3.1.4 to {x^} U {x„}; that is,
lim ^„„ = {xi} U {x„}.

m
If we set A„ = {xi} U {x„}, then similarly (A„: n ^ D) converges to {xi}.

Thus,
lim lim {xj}.
n ^ D m^ E „
On the other hand, using the notation of Criterion 3.3.1(iv), we set F = X> X
n„e/)^n and let («, <p) G F. Then
= A „ H n ) = { ^1 } { ^n<Kn) }
and, since <f>(n) e ^n^n) ^ U where n = (i/. A:). Now let Uq be any
neighbourhood of x^ and choose so that (7^ e and i/i c I/q. Let be
an arbitrary element of D and set = (i/^,
2 Further, let i be any element
of Then, if («2»<¡>) ^ (î>
2 we have «2 ^ so «2 = (^2»^ 2)
with U <^ Ui <z Uq. Hence,
2 which is an element of U , is in Uq. Thus
2
^ ^ 0^ Since this holds for all («2, <>2) ^ since Uq

was an arbitrary neighbourhood of Xq, we have estabhshed that Xq e
lim inf This certainly means that {jCj} and the proof is
complete. □
In the case when (X, is a regular, locally compact topological space,

then the convergence of nets in does satisfy Criterion 3.3.1(iv) and it is
topological. The topology which generates this convergence is called the
topology of closed convergence which will be discussed in Chapter 4. If X is
compact, then this topology coincides with the Vietoris topology. In this
compact case it would be possible to demonstrate the topological nature of the
convergence by showing that Criterion 3.3.1(iv) holds. This would not, how
ever, identify the topology in question. We prefer, therefore, to show directly
that in a compact Hausdorff space, convergence in the Vietoris topology
coincides with convergence in the sense of Definition 3.1.4. We shall write
-> A { ^ y ) to denote convergence of the net {A ^: n ^ D) in the Vietoris
topology and similarly for other topologies. The following theorem is due to
Kuratowski (1932).
34 Convergence
3.3.11 Theorem
I f (X, is a compact Hausdorff space and if (A„ : n ^ D) is a net in
Urn A^ = A if and only if A^ A{X^).
Proof The structure of the proof is to establish the following sequence of

facts:
(i) A„ “> A{Jl¡¿) implies limsup^„ c A.

(ii) A^ A{J'^) implies A c hminf A^.
(iii) liminf A^ = A imphes A^ A{^^).
(iv) hmsupy4„ = A implies A^ ^ ( ^ ) .
(i) Suppose X ^ A. Then, since a compact Hausdorff space is regular, there

are disjoint open sets Gi,G such that A c Gi, x ^ ¿ 2* Now [*,0 1] is a
2
neighbourhood of ^ in and hence, since A„ A ( . ^ ) , A„ g [s G J for

sufficiently large n. This means that A„ o Gi for all n > nQ. Consequently,
^ ^ ^
^ 2 « > «0 hence x € limsup^„.
(ii) The proof of this is simpler. If A„ A ( J ^ ) and if x ^ A, let G be any
open neighbourhood of x. Then is a neighbourhood of Ain Therefore,
A„ e for all n > n^, that is, Pi G 0 for n > n^. Hence x is in
lim inf
Now (i) and (ii) together with Lemma 3.2.6 show that if A^ A { ^ ^ \ then
lim A^ = A.
(iii) Suppose liminf A^ = A. To show that A„ A { ^ ^ \ it is clearly enough
to show that is eventually in every subbasic neighbourhood of A. Let be a
subbasic neighbourhood of A and suppose A^ is not eventually in I q. Then
there is a subnet : m ^ E) such that X \ G for all m ^ E. This
implies the following ch2iin of inclusions:
A = hm inf c lim inf B^ (by Lemma 3.3.4)
c liminf (where = X \ G for all m)
= X\G (by Corollary 3.2.15).
This clearly contradicts the fact that A e /^.
(iv) Let [•, G] be a basic neighbourhood of A and suppose (A„: n ^ D) is
not eventually in [•, G]. Then A„ n ( X \ G) ¥= 0 for arbitrarily large n. Hence
there is a subnet ( B ^ : m ^ E) such that B^ n ( A"\ G) # 0 for all m in E,
Choose x ^ in B^ Pi ( X \ G). Then, since X \ G is compact, the net ( x ^ : m g
E) has a cluster point Xq in X \ G. Let J7 be a neighbourhood of Xq. Then
x ^ ^ U for arbitrarily large m. Hence B^ n U 0 for arbitrarily large m.
Thus Xq e lim sup c hmsupy4„ (by Lemma 3.3.5). But limsupyl„ = ^ so
Xq ^ A. This clearly contradicts the fact that A c G.
Finally, (iii) and (iv) together show that if lim A„ = A, then A„
^ (^ ). □
3.5 Exercises 35
3.3.12 Remark
Parts (ii) and (iii) of the above proof are true in general. Part (i) only requires
compactness in a very subsidiary role, regularity is what is actually needed.
Part (iv) is the only one where compactness is needed in an essential way.
The definitions of upper and lower limits are due to Hausdorff (1962). The
investigation of many of the properties given in Section 3.2 was done by
Kuratowski (1966, 1968). As we said in Section 1.4, earlier investigations of
these hmits were usually for the purpose of discussing continuity of correspon
dences; see, for example. Hill (1927) and R. L. Moore (1925). Theorem 3.3.11
was proved by Kuratowski (1932) for metric spaces. Most of the material in
Section 3.2 can be found in either Kuratowski (1966) or Berge (1963), but
other references are Choquet (1947) and Bourbaki (1966). In particular.
Proposition 3.2.7 is taken from Berge (1963).
The question of whether this convergence is topological or not was first
settled (for metric spaces) by Watson (1953) and, in general, by Mrowka
(1958). Even when this convergence is not topological, Mrowka (1970) estab
lishes the interesting fact that nets in ^ { X ) have convergent subnets. The
locally compact case in which the convergence is topological but does not arise
from the Vietoris topology has been discussed by Fell (1962), Effros (1965),
and also by Flachsmeyer (1964) (among others). We discuss this topology only
in the metric space case and so postpone its discussion until the next chapter.
5.5 EXERCISES
3.5.1 Using Definition 3.1.1, show that if {A^ \ « e Z>) is a net in ^ { X \

then c hm inf^„ c hm sup^„ c
3.5.2 (i) Show that if (A„:n e X>) is an increasing net in ^ { X ) , then
(Definition 3.1.1) lim ^„ exists and is equal to
(ii) Show that if (5„ : n e /)) is a decreasing net in ^ { X ) , then lim B„
exists and is equal to
3.5.3 Prove Proposition 3.2.1.
The next three exercises are standard results from topology (see, e.g.,
Kelley, 1955, or Berge, 1963) and refer to Definition 11.3.
3.5.4 If ^ is a subset of a topological space, then x is in ^ if and only if
there is a net in A which converges to x. There is a standard example
consisting of the set of all ordinals less than or equal to the first
uncountable ordinal with the order topology which shows that “ net”
cannot be replaced by “ sequence.”
36 Convergence
3.5.5 If Ni = {y^ : m G D') is a subnet of N = 2 : w e D), then every

limit point of N is a limit point of N^\ every cluster point of
2 is a
cluster point of iV2*W^ is a cluster point of N , then there is a subnet
2
which converges to л:.

3.5.6 A set A' in a topological space is compact if and only if every net in К
has a cluster point in К and hence (Exercise 3.5.5) if and only if every
net has a convergent subnet.
3.5.7 Are the statements in Exercise 3.5.5 also true for nets of subsets (using
Definition 3.1.4) even when this convergence is not topological?
3.5.8 Show that if X is compact and if is a net of nonempty subsets of X
then (Definition 3.1.4) limsup^„ Ф 0 . Construct an example to show
that liminf may be empty.
3.5.9 Give an example to show that the condition hm sup Л „ П hm sup =
0 is necessary in Corollary 3.2.9.
3.5.10 It is possible to make the following definitions: a point x in a
topological space {X, is a strong limit point of (Л„: n ^ D) if, for
every neighbourhood U of x, there is « in D such that U for all
m > n. A point X is a strong cluster point of : n ^ D) if, for every
neighbourhood U of x and every n in D, there is an m > « such that
A^<z U. Explore the consequences of these definitions. In particular,
is it possible to obtain equality in Proposition 3.2.2 if one Unfit is
replaced by a strong Unfit?
Chapter Four
M etric Spaces
This chapter is concerned with the special situation which arises when the
topological space under consideration is a metric space. Historically, this case
was the first to be considered—both in general and with respect to particular
topics. The whole idea of putting a topology on collections of subsets originated
with HausdorfT and the concept of what is now called the Hausdorff metric.
Subsequently, some of the general theorems proved in Chapters 2 and 3 were
first proved for metric spaces; for example, the theorem that if X is compact
then so is and Mrowka’s theorem on the topological nature of closed
convergence if and only if X is locally compact.
In Chapter 1 we remarked that the intuitive ideas behind the upper and
lower topologies are that a set A is “close to” a set B in the former if A is “ not
much larger than” B and, in the latter, if A is “ not much smaller” than B. In a
metric space there is a different way to achieve this. In general, it is genuinely
different but under certain conditions the topologies coincide with the earlier
ones.
The chapter is divided into five sections. The first deals with definitions,
the second deals with the comparison between these new topologies and the
ones defined earlier. The third and fourth reexamine the topics of Chapters 2
and 3, respectively, in this new context. The last consists of a discussion
of the topology of closed convergence. Throughout the chapter, { X, d) will
denote a metric space in which the metric d generates, in the usual way, a
topology
4.1 BASIC DEFINITIONS
For the purposes of showing in what ways we weaken them, we begin by

recalhng the axioms for a metric space.
37
38 M etric Spaces
4.1.1 Definition
A metric on A"is a function d from X x X io the nonnegative real numbers
such that
(i) d{x, y) < d(x, z) + d(z, y), for all x, y, z in X;

(ii) d(x, y) = d(y, x), for all x, y in X;
(iii) d(x, x) = 0, for all x in X;
(iv) if d(x, y) = 0, then x = y,
4.1.2 Definition
A pseudometric on A" is a function which satisfies all the axioms for a metric
except (iv). An extended metric (respectively, extended pseudometric) on A" is a
function which satisfies all the axioms for a metric (respectively, pseudometric)
except that it takes values in the extended nonnegative real numbers; that is,
we allow + 00 as a possible value of the function.
A pseudometric on X generates an equivalence relation -- defined by x ^ j

if and only if d(x, y) = 0, and then there is a natural metric on the set of
equivalence classes. Similarly, if d is an extended metric on X, there is the
equivalence relation - defined by x « y if and only if d{x, y) < + oo. In this
case d is . metric when it is restricted to each equivalence class. It is also
3
possible to construct a metric d' from an extended metric d by the simple

device of setting d \ x , y) = rmn{d(x, y), 1); but this construction changes the
uniformity.
The last generalization of the metric concept that we require is given by the
following definition.
4.1.3 Definition
A hemimetric on A" is a function from AT X A" to the extended nonnegative real
numbers such that axioms (i) and (iii) of Definition 4.1.1 are satisfied; that is, it
is an extended pseudometric which fails to be symmetric.
If 6 is a hemimetric, then the (open) ball centred at x and radius A is

denoted by ^(x. A), that is B{x, A) = [ y \ 5(x, >^) < A}. The same notation
will be used for metric (and pseudometric) spaces. In the case of a hemimetric,
it is important to keep the convention of the order in the definition of a ball
since is not symmetric. The proof of the next proposition is left as an
8
exercise.
4.1.4 Proposition
Let { X , ) be a hemimetric space. I f interior points and open sets are defined
8
the usual way for metric spaces, then the set of all open sets is a topology on
Also an open ball is an open set.
4.2 Comparison of Topologies 39
Let { X , d ) be a metric space. A subset ^ of A" can be “expanded” by a

factor of X. This defines a type of action by the nonnegative real numbers on
^ { X ) , More precisely, let A ^ ^ ( X ) and let X ^ R+, then X + ^4 =
X) = {x ^ X: d(x, y4)<X} = {xÂ^: there is an ¿7 in ^4 with
d(x, a ) < X ) .
Now the phrase is not much larger than 5 ” can be translated as “ there
exists e > 0 such that A c e + 5 ”. Another way of formulating this is as
follows: for B XlQi i(A, B) = inf{X >0 * . y 4 cX + ^} where, as usual,
8
inf 0 = + 00. Then 5/ is a hemimetric on ^ o ( X ) and hence, as in Proposition

4.1.4, generates a topology on ^ q( X) called the lower hemimetric topology.
Similarly, the phrase is not much smaller than B ” can be translated as
“ there exists e > 0 such that 5 c e + ^ .” Again we construct a topology by
setting B) = inf{X > 0 : ^ c X + ^} = ^¡{B, A). This is another hemi
metric and the topology is the upper hemimetric topology. The Hausdorff
extended pseudometric on ^ q{X) is now easily defined.
4.L5 Definition
Given A, B in ^ q(X% the Hausdorff extended pseudometric S(A, B) is defined
by S(A, B) = max{S/(.^, B), S^(A, B)}, The Hausdorff topology is that gener
ated by this pseudometric.
Some of the elementary properties of this function are given in the exercises
in Section 4.7, but we mention here (since it is explicitly used in Chapter 17)
the following obvious fact.
4.1.6 Proposition
The functions 6, 8/, and 8„ are all uniformly continuous on ^ q( X ) X ^ q( X ) with
the product topology derived from , 8
4.2 COMPARISON OF TOPOLOGIES
On the collection ^ q{X) of nonempty subsets of a metric space, we can now

impose six topologies: the lower topology, the lower hemimetric topology, the
upper topology, the upper hemimetric topology, the Vietoris topology, and the
Hausdorff topology! The purpose of this section is to establish the rela
tionships among these.
4.2.1 Proposition
(i) Let ^ be a subset of ^ q{X) which is open in the upper hemimetric topology,
then it is open in the upper topology. The converse is not true in general,
(ii) Let ^ be a subset of ^ q{X) which is open in the lower topology, then it is
open in the lower hemimetric topology. The converse is not true in general.
40 M etric Spaces
Proof, (i) If 9 is open in the upper hemimetric topology and if ^4 e

then A is an interior point of ^ and so there exists s > 0 with e) c
that is, if C is such that C) < e, then C e Thus, if C c e' + where
e' < e, then C e In other words, [•, s' + ^4] c But e' + ^ is an open
subset of X. Hence, [•, e' + ^] is an open neighbourhood of A in the upper
topology and the proof is complete.
To show that the converse is not (in general) true, let X be the plane with
the usual metric and let G be the open positive quadrant. Then [•, G] is open in
the upper topology. This set is not, however, open in the upper hemimetric
topology because^ = ((x, y) \ y > 1/x, x, > 0} is in [•, G] but s + ^ is not
contained in G for any e > 0 and hence A is not interior to [•, G] in the upper
hemimetric topology.
(ii) It is sufficient to consider a subbasic open set = {[/ e ^ ^ { X ) : U n
G 0}. Now if i7 is in /^, G n G =7^ 0 . Let x e G (T G. Then x is an
interior point of G so that B{x, e) c G for some e > 0. We show that if
6/(G, A) < e then A g /^, which will demonstrate that G is an interior point
of Ifj in the lower hemimetric topology. If S^(G, ^ ) < e then U o e -h A and
since X e G, x e e + ^4, hence d(x, a) < e for some a in A. Therefore, a ^ G
which means ^ n G =5^ 0 as was required.
To show that the converse is not true in general, we again take for X the
plane with the usual metric and let G be one of the axes (or any unbounded
set). Let {A: 5/(G, ^4) < e} = 5(G, e). Then ^ is open in the lower
hemimetric topology and G is interior to ^ in this topology. Now let n
n ••• n be any basic neighbourhood of G in the lower topology. (G/^ are
open subsets of X and G intersects each one.) Since this is a finite collection of
open subsets, there exist finite sets F with ^ ^ *** ^ ^G„ F
have n elements, one from each G/^). But, clearly, since F is bounded, A + jF is
also bounded and so we cannot have G c A + jF; that is, 5/(G, F) = + oo.
Therefore F is not in Consequently, every basic neighbourhood of G in the
lower topology intersects the complement of every open ball (with finite radius)
about G in the lower hemimetric topology. □
Note that the counterexamples in the proof of Proposition 4.2.1 are chosen
to show that the topologies do not coincide if we restrict them to ^ q(X). It is
also true that since the inclusions go in opposite directions there is no simple
relationship between the Hausdorff topology and the Vietoris topology on
^ q{X) and on^Q(X).
4.2.2 Proposition
Let JFq denote the set of nonempty compact subsets of the metric space {X^d)\
then
(i) the upper and upper hemimetric topologies coincide on
(ii) the lower and lower hemimetric topologies coincide on X'q.
Proof. In light of the previous proposition, we have just one inclusion to

estabhsh in each case.
(i) If G is open in X, we must show that [%G] Pi JTq is open in the upper
hemimetric topology. Let A" be a nonempty compact subset of G (i.e., K e
[•, G] n Jfo). then d{K, X \ G ) = e>Q, Hence, if ^{K, K') < e/2, K' c e/2
8
+ K (Z[% G] and so K' g [•, G], Thus, K is an interior point of [•, G] n Jfo
the upper hemimetric topology.
(ii) Let an open subset of in the lower hemimetric topology and
let K Eif". Then there exists € > 0 such that B { K , e) c and hence if
K e + K' then K' e , Now, since K is compact, there is a finite z/ 2 net
{xi, X , . . . , x „ ) for K (Xy E K for each /). Let G^ = B(x^, e/2). Then
2 n
n ••• n is a basic neighbourhood of K in the lower topology. Finally,
let K ' E n . Then K ' n G^ ^ 0 for each /. Hence, e + K '
D B(x^, e/2) for each i and so e K ' :d K which implies K ' e Y'. Thus
n • • • C\Iq E Y and Y is open in the lower topology. □
4.23 Corollary
I f (X, d) is a metric space, then the Vietoris topology and the Hausdorff metric
topology coincide on
4.2.4 Corollary
I f (X, d) is a compact metric space, then (/) the upper topology and the upper
hemimetric topology, {ii) the lower topology and the lower hemimetric topology,
and {in) the Vietoris topology and the Hausdorff topology coincide on^Q (= j Tq).
For the lower topologies, a little more is true. Since the proof of Proposition
4.2.2(ii) only requires total boundedness, it is true for any subset of a compact
metric space.
4.2.5 Corollary
I f {X, d) is a compact metric space, then the lower topology and the lower
hemimetric topology coincide on ^^{X).
4.3 UNIFORM PROPERTIES OF THE HA USDORFF

HEMIMETRIC
The first thing to point out in a discussion of the HausdorfT metric is that it is
not a topological construction. By this we mean that if is a set with two
equivalent metrics, d^ and ¿2 and ¿2 the same topology) and if 5,
is the Hausdorff metric induced on A") by d^{i = 1,2), then and need 8 2
not be equivalent. To see this, consider the following example.

42 M etric Spaces
4.3.1 Example
Let X = {(a, jS) ^ : a e N, jS e [0,1]} and let i/j be the usual metric on X
as a subset of R^ and define i/j as follows: if Xj = (n^, j8j), X = (« 2>/^ )’ then
2 2
d i^l,X )
2 2 = =
It is clear that the two metrics are equivalent on each component (line
segment) in X and also that a sequence (x„: n ^ N) in X converges to x if and
only if x„ is in the same component as x for all large n. Hence (x„: n ^ N)
converges to x with respect to di if and only if it does so with respect to (¿2 and
so the two topologies are equivalent.
Now consider the following sequence of closed sets in X: A q = ((a, /i) e
X:I3 = 0}, A„ = {(A:,i8;^) ^ X: k ^ N, ¡3^ = 0 ii k < n, = 1 ii k > n},
« = 1,2 ,3 ,... . Then ^(A„, A q) = 1 but {A^, A q) = 1 / a2 + 1 so that (A„ : n
8 8 2
e A^) is a Cauchy sequence in ( ^ q(X), ) and converges to A q but is not

8 2
convergent (and is not Cauchy) in { ^ q ( X ) , 8 i ) so that the topologies and

uniformities on ^ q( X) are distinct. (A similar example is given in Kelley,
1955.)
4.3.2 Remark
It is, however, clear from Corollary 4.2.3 that if and i/2 ^ê equivalent
metrics on X, then and generate the same topology—the Vietoris
8 2
topology—on X q{X), This is another reason why C^q{X) is used more fre
quently than connection with the Hausdorff metric. Even in this case,
however, the uniformities generated by ^ and need not be the same; a slight
8 8 2
modification of Example 4.3.1 will provide a suitable example (see 4.7.6).
If X is compact, then (Theorem 2.3.5 and Corollary 4.2.3) ( ^ q(X), ^) and 8
( ^ q(X), ) are compact metric spaces and the identity map is continuous and
8 2
therefore uniformly continuous in both directions so here the uniformities are

the same. More generally, we have the following theorem.
4.3.3 Theorem
I f the metrics d^ and ¿2 on X generate the same uniformity, then the correspond
ing Hausdorff metrics and generate the same uniformity on ^ q{X).
8 2
Proof Suppose that, for each e > 0, there exists i] > 0 ( tj depending on e)
such that d {x, y) < e whenever d^(x, y) < rj. Suppose also that A and B are
2
closed sets in X with Si(y4, B) < rj. Then A cz rj B and B <z rj -\- A. Thus, for
each a ^ A, there exists b ^ B with d^(a, b) < rj, and, conversely, for each
b' G B, there exists a' ^ A with di(a\ b') < t j . N ow consider d 2 - By hypothe
sis, d (a, b) < e, d (b\ a') < e and so A a e + B, B cz e + A; that is.
2 2
{ A , B ) < e (note that the addition operation here depends on the metric). By
8 2
interchanging the roles of and d , we get the desired result. □

2
Next we come to the question of convergence in 5) which we shall

use to study the question of completeness.
4.3.4 Lemma
If {Xyd) is a metric space and if {A^: n e N ) is a sequence of nonempty subsets
of X, then
n U n (e + ^m)<=n
e>0 n ^ N m>n
U
n m>n
Proof Suppose that x is in the set on the left; then, for all e > 0 there is an
n{e) such that if m > «(s), x g e + A^. Now let n be given; then there is an m
such that m > n and m > n(e) and x ^ e -h A ^ c e -h But now e is
arbitrary and so x e Thus x is a member of the right-hand side. □
4.3.S Theorem
If {Xy d) is a metric space and if {A ^: n ^ N ) is a sequence in (J^(A"), 5)
which converges to A ^ A"), then
^=nU^m=n
n m>n
U n(« + ^m)-
6>0 n ^ N m>n
Proof. We will show that (i) ^ c n „ > „ ( e + A J and (ii)

n ^ U ^ ^ ^ A ^ d A. This, with Lemma 4.3.4, will complete the proof. Let e > 0
be given, then there exists «(e) such that ^ c e + ^4^ and c e + ^ for all
m > «(e). Inclusion (i) follows immediately from the first of these. From the
second inclusion we see that ^ e + ^ and so c 2e +
A. Hence H ^ > Â^ <z 2e A for all e > 0. Therefore, H ^ > Â^ c A
=Â. □
4.3.6 Corollary
I f {Xy d) is a metric space and if {A^ \ n d N ) is a sequence in ^ o ( X ) which
converges in both the metric space (J^(A"), 6) and in the sense of Definition
3.1.4, then the two limits are the same.
Proof This follows at once from Theorem 4.3.5 and Proposition

3.2.11. □
44 M etric Spaces
4,3.7 Remark
Since A = ri^m>n^m dearly depends only on the topology generated by d.
Example 4.3.1 shows that the converse of Theorem 4.3.5 is false in general;
that is, if ^ ^m>n^m ^ we cannot conclude that (A ^:n e N )
converges to A. Also, since convergence in the sense of Definition 3.1.4 is not
always topological, we cannot expect a stronger statement than Corollary 4.3.6.
The value of Theorem 4.3.5 is obvious in that it identifies the only possible
limit of a sequence of sets. We make use of this in the next theorem.
4,3,8 Theorem
I f ( X , d) is a complete metric space, then (J^(A"), ) is complete.
8
Proof. Let {A^ : n e A^) be a Cauchy sequence in ( 8). Let A =

^ ^ (^n ^ converges to
A. It is clear that y4, as an intersection of closed sets, is closed. Now let 6 > 0
be given. By the Cauchy criterion, for each natural number k, there is a natural
number such that (A^, A ^) >
8 for every n , m > N/^ (k =
0 ,1,2,...). Now choose Hq > Nq and Xq g A^^; choose > max{ «o }
G A„ with d(xQ, Xi) < 2 ^£. Inductively, if < Hi < • • • < n k-\^
Xq, x ^,... have been chosen, choose > max{ and Xy^. g A j^
such that d{xj^, Xj^_-f) < 2~ê. Then {xj^: k ^ N) is a Cauchy sequence in
(X, d) which therefore converges to x g X Since {nj^: k ^ N) is a strictly
increasing sequence, for any natural number n, there exists k^ such that
> n. Hence Xi, g whenever k > k„. Therefore x m>n n
and hence x ^ A. This proves, first of all, that A ¥= . Furthermore,
0
d{x, XQ)= lim d(x„, Xq) < hm d(x,, x,_i) < e.

n-*oo '*“^00/ = !
Thus, for all «0 S: Nq and all Xq e A„ , we have constructed an x in T such that

d(x, Xq) < e. Thus A„^ c 2e + A.
It remains to prove that A c e + A„ for all n > Nq. N ow S(A„, A„) < e/2
for all«, m > Nq. If x e A, x g exists m > Nq andy e A„
with d(x, y) < e/ 2 . Finally, if « > N q, we have d(x, A„) < d(a, A„) +
S(A„j, A„) < e; that is, ^ c e + as required. Therefore, 5(T, A„) < 2e for
all n > Nq; that is, lim„_„y4„ = A. □
The next theorem should be compeu’ed with Proposition 2.3.7. Both are true
if X = R". Although the Hausdorff topology on ^ q( X) does not necessarily
coincide with the Vietoris topology, it is true that v ^(2f)—which consists of
the bounded sets in ^ ( X ) when X = R "—is a component of the hemimetric
space (.^ q(X), ).
8
43 Uniform Propertíes of the Hausdorff Hemimetric 45
4.3.9 Theorem
If{X, d) is a complete metric space, thenJfQ^X) is a closed subset of ( AT), 6)
and therefore Jf î X) is also complete.
Proof Suppose {A^ : n e iV) is a sequence of compact subsets of X which

converges to ^ e ^ q{X). Let e > 0 be given. Then 5 (^, A^) < e/2 for all
n > «0» in particular A c e/2 + A^^. Now A^^ is compact and so totally
bounded; that is, there exists a finite set F such that A^^ c e/2 + F. Then
A (Z E + F and so A is totally bounded. Since A is also a closed subset of a
complete metric space, A is compact. □
4.3.10 Proposition
If (X, d) is a metric space, the set of nonempty closed and bounded subsets of X
is a closed subset of ( ^ q(X), S).
Proof The proof is like, but even simpler than, that of Theorem 4.3.9. □
4.3.11 Proposition
I f (X, II* II) is a normed linear space and if ^ ^ { X ) denotes the set of nonempty
closed convex subsets of X, then^Q{X) is a closed subset < ? /(^ ( A"), ). Here is
8 8
the Hausdorff metric derived from the norm.
Proof Suppose that {A^ : « e A^) is a sequence which converges

to A. Then e + is convex for every m, e. Hence + A ^) is
convex; since is also an increasing sequence of convex sets, ^„B„ is also
convex. Therefore A is convex by the second representation for A in Theorem
4.3.5. □
4.3.12 Corollary
I f {X, II • II) is a Banach space, the following sets are all complete in (J^,(AT), ):8
(i) the set of all closed, bounded, nonempty subsets of X\

(ii) the set of all closed, convex, nonempty subsets of X;
(iii) the set of all closed, bounded, convex, nonempty subsets of X\
(iv) the set of all compact, nonempty subsets of X\
(v) the set of all compact, convex, nonempty subsets of X.
The following theorem is usually called Blaschke's selection theorem.
4.3.13 Theorem
I f X is a compact subset of a {finite dimensional) Banach space and if (K„: n e
N) is a sequence of closed convex nonempty subsets of X, then there exists a
subsequence {K^ \ i Ei N ) which converges to a closed, nonempty, convex subset
of X.
46 M etric Spaces
Proof. Since A" is a compact metric space, by Corollary 4.2.4 the Hausdorff
topology coincides with the Vietoris topology on ^ q{X). N ow by Theorem
2.3.5 ( 8 ) is compact; moreover, on a compact set AT, the function 8 is a
metric, and so by the well-known fact that in a metric space compactness and
sequential compactness coincide, \ n E: N) has a subsequence which con
verges to a nonempty closed subset of X. Finally, Proposition 4.3.11 imphes
that this limit is convex. □
The last statements of this section are not uniform properties of the
Hausdorff hemimetric; rather, they are properties of 8/ in the case when the
original metric space is a normed hnear space. It seems appropriate to insert
them here since the last few propositions have also been in this context.
4.3.14 Definition
If ATis a linear space and A, B ^ then the sum A + B = { x ^ X : x =
a + b, a ^ A, b ^ B}; and for /j>^ fiA = {x ^ X: x = /xa, a ^ A}.
4.3.15 Proposition
I f {X,\\*\\) is a normed linear space and 8/ is the Hausdorff hemimetric on ^ q( X)
derived from the norm, then
(i) 8 ,{iiA, ¡iB) = ¡idi(A, B)\
(ii) 5/(-^x -^2> ^1 -^2 ) — -®l) ^/(-^2> ^ 2 )-
Proof (i) If ^ c \ 4- B, then pA c juX + pB (and conversely, if jn > 0)

from which the result is immediate.
(ii) If c Xj -h andyl2 ^ ^2 thenî + ^2 ^ (^1 + X2) + (^1 +
B ) which again yields the result. □
2
4.3.16 Corollary
The function Sf is convex on ^ q{X) X ^ q( X) in the following sense: [{pA^ + (1
8
- + (1 - /»)^2> ^ B{) + (1 - M)5/(^2. ■®2)‘
4.3.17 Remark
Proposition 4.3.15 and Corollary 4.3.16 obviously apply to and 5 also.
4.4 TOPOLOGICAL PROPERTIES OF THE HA USDORFF

HEMIMETRIC
It is difficult to make a strict separation of results into “ uniform” properties

and “ topological” properties. Some topological properties have already been
discussed (e.g., Theorems 4.3.5 and 4.3.13). We have also seen in Corollary
4.4 Topological Properties of the Hausdorff Hemimetric 47
4.2.3 that if (A", (¿) is a metric space, then the Hausdorff topology on ^ q{X)
coincides with the Vietoris topology so that on this space the topological
properties are those of ^ for which we refer to Chapter 2. We have also seen,
in Example 4.3.1, that on the larger space, cannot properly speak of
the Hausdorff topology since equivalent metrics on X may generate different
topologies on ^ q{X). Nevertheless, these different topologies share some
common properties and so we can make some general statements. We begin
with the counterpart of Proposition 2.1.4 and part of the proof of Theorem
2.4.4.
4.4.1 Proposition
The mapping i of X into^Q(X) defined by i(x) = {x} w continuous. Further^ the
mappingPn from A"" into^Q(X) defined by Pn{^\^ X2, . .. ,x„) = {x^, X2, . .. , a:„}
is continuous.
Proof We need only prove the second, more general, statement. The set
X” with the product topology is metrizable and we may take the metric to be
d„ defined by X2, . .. ,x„), (x{, x' , . . . ,x'„)) = max{if(x„ x ' ) : i =
2
1, 2,. .. , n}. Now, given e > 0, let S = e and suppose ¿„((xj, X2, . . . ,x„),
x' , . . . ,x'„)) < , then d(Xj, x<) < e for aU i and so
2 8 ce +
{x^,x^, .. ., x;,} and vice versa, so 6({xi, X2, . . . ,x„}, {xi, X2, . . . , x ' })
< e. □
Next we have an addition to Theorem 2.3.5.
4.4.2 Proposition
If {X, d) is a metric space and z / ( ^ , 8) w compact, then X is compact.
Proof Since we are deaUng with a metric space, we may use sequential
compactness rather than compactness. Let (x„: « e iV) be a sequence in
{X, d). Then ({x„} : « e iV) is a sequence in 8) which has a convergent
subsequence ({^„ } : i ^ N ) with limit A (see Exercise 4.7.7). Now, given
£ > 0, ^ c B(x„ , e) for large values of i. Hence, the diameter of A is less than
or equal to 2e, but e is arbitrary and so is a single point [a). Consequently,
we have (x„ ) a B{a, e) for large values of i and so the sequence (x„ : i ^ N)
converges to a. n
4.4.3 Theorem
I f (X, d) is a metric space and if ^ is a compact subset of(.^Q, 8), then .C
is closed in X.
Proof Let a e A"\ Then a e X \ C and hence d(a, C) = e^> 0

for each C e It follows that 8({a), C) > Now 8({a}, •) is a continuous
48 M etric Spaces
function on ^ and therefore attains its minimum on the compact set Let e
be this positive minimum. Then a ^ e + and so d{a, > 0.
Thus, is closed. □
In general, of course, we cannot expect to be compact since ^m ay

consist of a single closed, but noncompact, set C. Corollary 2.3.3(ii) is still
valid, however, since the Hausdorff topology coincides w i t h ^ o n Jfo*
4.4.4 Theorem
I f { X, d ) is a metric space, j V* (the set of finite subsets of X ) is dense in
( ^ q(X), S) if and only if X is totally bounded.
Proof If jp is a closed subset of X and if M is a finite subset of X, M is an e

net for F if and only if F c e + M. Thus, if 8(F, M ) < e, then M is a finite e
net for F. Therefore, if B(F, e) intersects »/T for all 6 > 0, then F is totally
bounded. Hence, if .yTis dense in every jF e including X, is totally
bounded. Conversely, if X is totally bounded so is every closed subset F c: X.
So, for each ^ and each e > 0, there exists M e ^ s u c h that F c e + M.
We may also suppose that M c e + F because, if not, there exists Xq ^ M with
d(xQ, F) > e. But then F n B( xq, e) = 0 and so M' = M \ ( xq) is still an e
net for F and we may use M' in place of M. Thus, 5(F, M) < e and so every
ball in intersects J i . □
The situation with respect to connectedness is more comphcated than in the

case of the Vietoris topology. If (X, d) is compact, or more generally, if we
restrict ourselves Io X' q(X), then the results of Section 2.4 apply. However, on
^ o ( X) they do not in general. Since S is only a hemimetric on there
are, in general, many components in the space ( ^ q(X), S). Proposition 4.4.1
shows that the proof of Theorem 2.4.4 remains valid if we replace ^ by the
Hausdorff topology. On the other hand. Theorem 4.4.4 shows that the proof of
Theorem 2.4.6 will no longer work in general. It is not clear whether or not the
analogue of Theorem 2.4.3 is true—we leave this as an open question in the
exercises. We do have the following analogue of Proposition 2.4.2.
4.4.5 Theorem
I f (X, d) is a metric space and if ^ is a family of closed, connected, nonempty
subsets of Xsuch that ^ is connected in ^ q(X), then A = U i s a connected
subset of X.
Proof The proof is like that of Proposition 2.4.2 and uses Proposition
4.2.1(ii). Suppose, if possible, that A is disconnected. Then there are open sets
Gi and G in X such that A
2 G iU G , A n
2 0 , A n G ^ 0 , and
2
A O Gi n G = 0 . Now if C <
2 C o A a G iD G and so either C n G^
2
# 0 or c n G2 ^ 0 . T h u s C or C e /(7. By Proposition 4.2.1(ii), both

4.5 The Topology of Closed Convergence 49
and are open in the lower hemimetric topology and hence open in the
finer Hausdorff topology. We have c u Moreover, since /1 n G, #
0 , there exists C in such that C n G, ¥= 0 , i = 1,2, that is, C e and so
n I q + 0 for i = 1,2. Since ^ is connected, we must have n 1^^
¥= 0 ; that is, there is a C e such that C r\ 0 and C n G2 # 0 . But
then C is disconnected by Gj and G2. □
4.5 THE TOPOLOGY OF CLOSED CONVERGENCE
Most of the material in this section would fit appropriately in earher chapters.
We begin by defining yet another topology and compare it with the Vietoris
topology (Chapter 1); then we look at compactness and separation (Chapter 2).
The raison d 'être for this topology is that in locally compact spaces it is the
one referred to in Chapter 3 as the one generated by the convergence defined
there. Finally, and this is the reason for placing it all together here in Chapter
4, we show that if the original space is metrizable then so is this topology.
Let (AT, be a topological space. In defining the upper topology on
we considered {',G] = [A c. X\ A G). Clearly, [*,G] = {A (z X: A
n ( X \ G ) = 0 } and so we may define the base for to be {2)^: F ^ . ^ ( X ) )
where D f = {A c X: A Ci F = 0 ) . Now we may modify this slightly and
replace closed sets by compact sets. It is clear that the family { Df^ : K e j f ( X ) }
(like the former one) satisfies the axioms for being a base for a topology.
4.5.1 Definition
The topology of closed convergence, denoted by is defined to be the smallest
topology containing both and the family { Df^ : K e JT(X)}.
As before, we may consider this topology on ^ qX), .^ q(X), orJfoiX), but

unlike most of what has gone before, we shall consider it on .^ ( 2f). The reason
for this and the reason for the name will become apparent below. If (Z, J~) is
Hausdorff so that every compact set is closed, then it is clear from the
preceding remarks that is coarser than
Now let ( X , ^ ) be a locally compact Hausdorff space. We consider the
one-point (Alexandrov) compactification of X obtained by adjoining a single
point 00 to Z as follows. Let Z ' = Z U {00} with the topology .T' defined by
( G c Z ': o o e G and X ’\ G is compact in Z ). Then as is well
known (see, for example, Kelley, 1955, p. 150), (Z ', y ') is a compact Haus
dorff space and (Z, is homeomorphic to a dense subset of (Z ', by the
natural inclusion map. Next consider the map a from J^ (Z ) to J ^ (Z ') defined
by a (F ) = F U {00}. It is clear that this mapping is a bijection of ^ { X ) onto
. ^ ( Z ') = ( F e Z ' : F is closed and 00 e F ). Now this set J ^ (Z '), the range
of a, is a closed subset of ( J^ (Z '), siiic® its complement is { F e Z ' : F #
0 , F c Z} = [♦, Z] n J ^ (Z ') which is open in and hence also in
50 M etric Spaces
4.5,2 Proposition
If is a locally compact Hausdorff space, then the mapping a of
onto { ^ ir ) defined above is a homeomorphism.
Proof Suppose Iç and Dj^ are subbasic open sets in Then G is open in
X and hence also open in X' and F n G ^ 0 for F closed in X if and only if
a{F) C\G 0 inX'. Thus and so is open in the Vietoris topology
o n ^ ( X ') . The set K is compact in X\ therefore G ^j^=(A "\F')U {oo}is open
in X' and F n K = 0 (for F closed in X) if and only if a(F) c G^. Thus
a(Dfr)= [•, G^] and so is open in the Vietoris topology on This
proves that a is an open mapping.
Conversely, if and [%G'] are subbasic open sets in ^ ^ { X ' \ then G' is
either an open subset of ATor G' = ( X \ K ) U {oo} for some compact set K in
X. In the first case [•, G'] = 0 [in J^(A"')] and, as we saw above, n
= a(/^, n ^ ( X ) ) ; in the second case = ^ ^ ( X ' ) and, again as in the first
part of the proof, [•, G'] = cl{Dj^). Thus, in all four cases a subbasic open set in
{^{X'\ is the image under a of an open set in (J^(A"), and so a is
continuous. □
4.5.3 Theorem
I f (X, T ) is a locally compact Hausdorff space, then (J^(AT), is a compact
Hausdorff space and ( A^), is a locally compact Hausdorff space.
Proof Since X' is a compact Hausdorff space, it follows from Theorem

2.3.5 that { ^ q{ X' \ is a compact Hausdorff space. The result now follows
from Proposition 4.5.2 and the fact that ^ (A " ') is a closed subset of
The next theorem deals with the question of convergence and completes the
discussion of Mrowka’s result (1958). This result also explains the name
“ topology of closed convergence.”
4.5.4 Theorem
Let {A^ : n ^ D) be a net of closed sets in a locally compact Hausdorff space
{X, then lim„A^ = A (in the sense of Definition 3.1.4) if and only if A^
converges to A in the topology of closed convergence on ^ ( X ) ,
Proof Let a be the mapping of J^( X ) onto * ^ ( A"') defined above. Then it
is clear from Definition 3.1.4 and the definition of the topology on X' that
a(liminfy4„) = liminf(a(^„)) and a(lim sup^„) = limsup(a(^„)). Hence,
lim„^„ = ^ if and only if lim„a(^„) = a(A). Now, by Theorem 3.3.11 and
the fact that J^(A^') is closed, this is so if and only if a(A^J a(A) in
^ y ) \ but then, since a is a homeomorphism (Proposition 4.5.2), this is

equivalent io A A in «^). □
Finally, we come to the metrizable case.
4.5.5 Theorem
Let (X, be a locally compact^ separable metric space. Then { ^ { X ) , is a
compact, metrizable topological space.
Proof. With the previous notation, X' is a compact metrizable space

[Kelley, 1955, p. 125—the separability of (X, is used here]. Hence the
Vietoris topology on = X'q(X') is metrizable since it is the same as the
topology generated by the Hausdorff metric (Theorem 4.2.4). The result now
follows from Proposition 4.5.2. □
For the sake of easy reference, we summarize the last three theorems in the
following statement.
4.5.6 Corollary
I f {X, is a locally compact, separable metric space, then the topology of closed
convergence on ^ {X) has the following properties:
(i) ^ is metrizable.
(ii) The space ( ^ ( X ) , ^ ) is a compact Hausdorff space.
(iii) A sequence of closed sets (F„: n ^ N ) converges to F in the sense of
Definition 3.1.4 if and only if it converges to F with respect to
This chapter is the oldest part of the subject. The Hausdorff metric was defined
by Hausdorff (1962) and some of its properties explored about 70 years ago.
These studies were continued, largely by the Polish school, and a full exposi
tion is given by Kuratowski (1966, 1968). The paper by Kelley (1942) is a
thorough discussion of connectedness and contractibility properties for subsets
of a metric space.
The approach in Sections 4.1 and 4.2 follows that of Ichiishi (1974) in
distinguishing between the upper and lower topologies and the upper and
lower hemimetric topologies. In Sections 4.3 and 4.4 we are indebted to
Kuratowski and also to the recent book by Castaing and Valadier (1977) which
contains some of this material, in particular, the proof of the important
Theorem 4.3.8 on completeness.
Blaschke’s selection theorem, which is so important in the study of convex
ity, can be found in Eggleston (1958). There are several papers which discuss
52 M etric Spaces
metrics for, and compactness of, spaces of convex sets. Among them, we
mention Shephard and Webster (1965) and Macbeath (1951). The metric A
introduced in Exercise 4.7.10 was first defined by Banach (1932); a good
discussion of the relationships between these metrics, as well as interesting
applications of Blaschke’s theorem to normed spaces, can be found in Schaffer
(1967), especially Section 6.
In his complete discussion of the question of whether convergence (in the
sense of Definition 3.1.4) is topological or not, Mrowka (1958) discussed the
topology of closed convergence on a locally compact space and proved
the simple but crucial fact that a is a homeomorphism which leads to the main
results of Section 4.5. Fell (1962) defined the same topology on an arbitrary
topological space and showed that, if X is locally compact but not necessarily
Hausdorff, (J^(A"), is still compact and Hausdorff. Both he (1961) and
Effros (1965) are interested in applications to C*-algebras for which the
relevant topology is not Hausdorff and hence this result is significant.
4.7 EXERCISES
4.7.1 Show that in a hemimetric space it is possible to define interior points

and open sets in the usual way and that the open sets form a topology.
Show also that an open ball is an open set (Proposition 4.1.4).
4.7.2 With the notation of Section 4.1 show that the operation X + ^ is
associative in the sense that X + (jLt + ^ ) c ( X + /jt) + ^ and for
mulate a “ metric convexity” criterion which is sufficient to guarantee
equahty.
4.7.3 Show that the Hausdorff extended pseudometric 8 is a pseudometric
on the nonempty bounded subsets of X Show also that 8/ and 8 satisfy
the inequality \8^(A, B) - 8i(A\ B')\ < S(A, A ' ) 8 ( B , B') for all
bounded subsets A, A \ B, B' of X,
4.7.4 Show that 8(^,J?) = 0 if and only if ^4 = ^. Deduce that 8 is a metric
on the closed, bounded, nonempty subsets of X
4.7.5 Show that if X is a normed linear space and A is convex, then X + ^4 is
convex.
4.7.6 Give an example of a set X (in the plane E?) with two metrics and
d which generate Hausdorff metrics 8^ and 82 on 0^q{X) and a
2
sequence \ n ^ N) oi nonempty compact subsets of X such that

(AT„) is a Cauchy sequence in ( 8^) but not in ( 82).
4.7.7 In the proof of Proposition 4.4.2 we used the fact that compactness is
equivalent to sequential compactness on the Aem/metric space ( 8).
Verify that this is valid.
4.7.8 Establish whether or not the analogue of Theorem 2.4.3 is valid for the
Hausdorff topology on J^(X ).
4.7 Exercises 53
4.7.9 Blaschke’s selection theorem says, in part, that a limit of convex sets is
convex. In Proposition 4.4.2 it was shown that a limit of singletons is a
singleton. Let \n E: N) be a sequence of closed convex sets
contained in a closed bounded subset A" of a finite-dimensional normed
linear space which converges to a set
(i) Show that if each is balanced, then A is balanced.
(ii) Show that if each is a fine segment, then ^ is a line segment.
(iii) Show that if the space is two dimensional and if each is a
parallelogram (ellipse), then ^ is a parallelogram (ellipse).
4.7.10 Let A" be a real, finite-dimensional linear space and let SSq denote the
set of closed, bounded, balanced convex bodies in X (here “ bounded”
means with respect to the unique HausdorfT linear topology on AT).
(i) If Ci,C2 ^ ^ 0’ p CQj Q ) = inf{logAjii: Q c XC2', C2 c juCi).
Show that p is equivalent to the Hausdorff metric on
(ii) Each B ^ SSq defines a norm H-H^ on X\ let A(^^, ^^2) =
inf(log||ril||r“ ^||: r is an isomorphism from X^ to X ] where
2
X¡ = ( AT, II • IIg ). Show that A is equivalent to p on Vo

llere p and A are pseudometrics on SSq\ first factor out the equiva
lence relation ^ (see Definition 4.1.2).
Chapter Five
Applications:
Mathematical Economics I
Over the last 30 years or so correspondences have become standard analytical

tools in several areas of apphed mathematics and in a few branches of science.
In view of this trend, it is not surprising that the language of correspondences,
suitably interpreted, is now a very important component of the (rigorous)
language of theoretical economics. Moreover, several recent developments
within the theory of correspondences have taken place in response to needs of
mathematical-economic research and have been, indeed, the results of the
work of mathematical economists (e.g., Debreu, 1967b). Chapters 5, 10, 15,
and 20 of this book are intended as a sample of such developments in the field
of theoretical economics and as an illustration of how such abstract and
complex mathematical objects have become indispensable tools of extra-
mathematical theories.
It is not our intention to give here a detailed, let alone complete, picture of
what is currently referred to as mathematical economics. Neither do we strive
in our examples for the most general results that can actually be obtained in a
particular area. We wish simply to show how the mathematical theory dis
cussed in the book has been used for the purpose of modelling and analyzing
economic systems. References to more complete or general results will be
found in the notes at the end of each of the four mentioned chapters.
In spite of what has been said in the preceding paragraph regarding
completeness and generality, we would still wish to give to our discussions in
Chapters 5, 10,15, and 20 a certain semblance of thematic unity. With this in
mind, we shall borrow all our examples from the theory of general economic
equilibrium—see, for example. Arrow and Hahn (1971), Debreu (1959), and
Hildenbrand (1974). This common background will account for the similarities
of the models we will survey in this chapter and will later serve to estabhsh
some bridges between topics of discussion.
54
5.1 Economie System s 55
Section 5.1 describes some primitive economic concepts and introduces

notions of economic structures. Section 5.2 deeds with a basic and essential
issue, namely the rigorous characterization of economic agents within an
appropriate topological setting.
Chapter 10 discusses aspects of the theory of demand (Section 10.1) and the
existence of competitive equihbrium in a rather simple economic system
(Section 10.2). In Chapter 15 we show some additional properties of demand
correspondences (Section 15.1) and compare two solution concepts for a pure
exchange economy (Section 15.2). Chapter 20 deals with “ mean demand”
correspondences (Section 20.1); it describes profit distribution and discusses
the relation “core-equilibria” in a special economic structure (Section 20.2).
It should be clear that the mathematical economics chapters of this book
have been arranged so as to meike use of the mathematics that precedes them
in each of the four parts. Within this pattern, the topology of hyperspaces is
essential for Section 5.2, continuity and fixed points for Chapter 10, measura
bility for Chapter 15, and integration of correspondences for Chapter 20.
5.1 ECONOMIC SYSTEM S
The concept of an economic system or an economy may be formalized in

different ways. The particular formalization chosen is a reflection of the
institutional set-up, of the scope, of the level of abstraction, of the static or
dynamic features, as well as of other empirical or conceptual characteristics of
the background structure one wishes to purport; of course, it depends directly
on the chosen language of formalization and, indirectly, on the theoretical aims
the formalization is supposed to serve. The economies we deal with in this book
all stem from the theory of general economic equilibrium and are closely
related to each other—with the exception of some few differences due to
language, they mainly differ from one another in scope and degree of general
ity.
The most extended structure we deal with in this book (see Section 20.2) is
that of a coalition production economy :
= ;Y).
The triple (A, is a measure space of agents (consumers) with the

following economic interpretation: A is the set of agents (consumers); j / , a
a-algebra, is the set of all possible coalitions of agents (consumers); and v, in
the mathematical-economics chapters of this book, is an atomless probabihty
measure, an indicator of the fraction of the totality of agents contained in each
coalition of j?/—the same interpretation clearly holds when A has finite
cardinality and v is the normalized counting measure; however, in such a case,
one seldom needs to refer to the whole structure {A, s/ , v).
56 Applications: M athematical Economics I
The Euclidean space is called the commodity space so that a point x ^

is a commodity bundle. Each axis of R^ is given the task of representing
amounts of a specific commodity. Sometimes—in a few examples of this book
—one can confine oneself to bundles in the nonnegative cone of the space
R^,
The symbol X denotes a correspondence from A to R^ (or called the
consumption set correspondence. The subset X{a) of R^ (or is called the
consumption set of agent a ^ A \ iX represents all the consumption plans which
are a priori possible for a. When A!^(a) is contained in R^, a consumption plan
x{a) may contain positive, zero, or negative components. An x^(a) > 0,
z = 1 , 2 , is considered to be an input for a (consumption proper); an
Xy(u) < 0, / = 1 ,2 ,..., if is considered to be an output for a (supply of labour
services by a). In this book we make the standard assumption:
(Al) For every a ^ A the consumption set X(a) is closed, convex, bounded
from below by a fixed vector b, and it has a nonempty intersection
with a fixed compact subset K of R^, The set of all such consumption
sets is denoted
The symbol > represents a preference mapping where is an irreflexive

preference relation on X{a) purporting the consumer’s tastes.
For two commodity bundles x, x' g X{a) we write x (respectively
X ^^x') to express the fact that x is “ preferred” (respectively, “ not preferred”)
to x' by agent a.
In some theories the relations are additionally assumed to be transitive
or negatively transitive [for every x, x', x" in X{a) if x ^^x' and x' ^^x" then
X ^flX"]. In the latter case one can construct an indifference relation on
X{a) by defining x x' (read “ ¿2 is indifferent between x and x' ”) if and only
if X ^^x' and x' ^^x. Using the composite symbol to mean either or
we thus obtain a preference-indifference relation on X{a) which is re
flexive, transitive, and complete.
A relation (respectively, will be said to be continuous if for every
x' e X{a) the sets (x : x >^x'} and (x : x' > a^) are open—respectively, the
sets (x : X ^x'} and (x : x' ^x} are closed—in X{a) X X{a). A relation
or ^ ^ is said to be locally nonsatiated if for every x ^ X{a) and every
neighbourhood U oi x there exists a bundle x' e [/ n X{a) such that x' > ^x.
Throughout this book we will always assume the following:
(A2) The relations and are continuous for every a El A,
For two vectors x, x' e Rf we use the following inequality symbols in this
book: X > x' to mean that x, > x ' for every z = l,2 ,...,zf; x > x ' to mean
that X > x ' and x # x'; and x » x' to mean that Xy > x ' for every z =
1 ,2 ,...,^ .
5.1 Economic System s 57
A relation or is said to be monotonic if X{a) = and if for every

X, x' e X > x' implies x >qX\
A relation ^ ^ is said to be convex if for every x' e A", the set {x g AT: x ^
x'} is convex.
In some parts of this book, we assume the following:
(A3) The relation (or is monotonic for every a ^ A.
In the discussion of some models, we assume
(A4) The relation is convex for every a ^ A.
In the sequel we shall use the letter Q, with the appropriate verbal
quahflcations, to denote the set of all preference or preference-indifference
relations of a certain kind whose consumption sets belong to
To complete the “consumption sector” of an economy, t is a function from
Aio R+ which assigns to each agent a ^ A the agent’s initial endowment vector
t(a) E: X(a). The function ¿ is called the initial allocation.
An agent or consumer a of the economy is now fully characterized by the
triple { X{ a\ i{a)) or { X{ a\ In certain special situations we
regard the wealth of the agent a as exogenously given—a real number w{a). In
such cases we disregard the function l and directly identify a consumer with a
triple (Ar(a), ^ ( 0)) or (Xia), w(a)).
The “ production sector” of the coahtion production economy—for models
of production economies based upon alternative institutional frameworks the
reader is referred to Hildenbrand (1970), Ichiishi (1977), and Sondermann
(1974)—is described by the countably additive, convex-valued production set
correspondence Y from to R^. This correspondence Y assigns to each
coahtion E i\,s> production possibihty set T (^). A vector y e Y{E)
represents a possible production plan for E, where negative components
represent inputs and positive components represent outputs. We shall postpone
the discussion of these and other properties of Y until Chapter 20.
Very often a theory is only concerned with the economic exchange process
—the markets—with total independence of what happens in the production
sector. This is best represented by an economic system without production
(e.g., we may imagine Y to be constantly equal to {0}) called in the hterature a
pure exchange economy and conceived as a structure:
As stated before, when A is finite we usually do not need j / and v.

Furthermore, in some theories one assumes that X is constantly equal to
58 Applications: M athematical Economics I
We conclude this section by making reference to the notion of a price

system. We assume that to every commodity i = 1 ,2 ,..., there is associated a
real number > 0, its price. A vector p = (/?i,... ,p^>) is called a price system.
When p prevails this means that an agent has to make available the amount
Pj/Pi of commodity i in order to receive one unit of commodity j. For reasons
of determinancy, it is often convenient to confine prices to the simplex
{p ^ R%: Ef=i Pi = 1). The real numbersp • x, p • x' are called the values of
the bundles x, x \ respectively. Clearly, x and x' can be exchanged at p
provided p • X = p ' x'.
So much for the primitives of some economic theories. In the next section
we give a deeper characterization of the concept of economic agent.
5.2 SPACE OF AGENTS^ CHARACTERISTICS
Let economic agent (consumer) a E: A h t represented by the triple { X{ a\

i{a)). As explained before, we have here a binary relation describing
“ tastes” over a set of consumption possibilities, and a vector describing the
agent’s initial resources. If we let Q be the set of all relations of the relevant
class, we may thus identify consumer a with an element of the Cartesian
product Q X R^.
The preceding paragraph does suggest an alternative way of formalizing the
notion of an economic system, once Q X i^^^has been endowed with a suitable
structure. Thus, a pure exchange economy may be defined as a measurable map
S' from the measure space {A, v) to the space of agents" characteristics
Q X R^, and a coalition production economy as a pair (<f, Y). These descriptions
are very useful, and their relationships to the descriptions S^ and (^ q, 7 ) of the
preceding sections are easy to follow. We use them frequently in this book.
In this section we let Q be the set of all irreflexive, transitive^ and continuous
preference relations. Given suitable topologies on Q and R^, we consider
Q x Rîo be endowed with the resulting product topology. And, since jR'^will
always be assumed to be given with the usual topology, we confine our
attention to the set of preferences Q.
The “ tastes” of economic agents are described by their preference relations.
The intuitive concept of “ similarity of tastes” finds a precise formulation in the
topological notion of “ nearness.” In this sense a suitable topology for Q is one
that makes agents with “ similar tastes” behave similarly (i.e., choose similarly)
in similar price-wealth situations. An agent’s choice depends on its preferences,
the prevailing price system, and the agent’s wealth. This relation is described
later in Chapter 10. At this point it seems enough to emphasize the importance
of a relation which changes “ smoothly” with “ small” variations of its three
arguments. Technically, one needs a topology on Q so that the demand
relation has suitable continuity properties. Several topologies have been sug
gested to play this role, among them the topology of closed convergence—see
5.2 Space of Agents’ Characteristics 59
Section 4.5. Some obvious advantages of this topology, in relation to the

problem at hand, are summarized in Theorem 5.2.1.
One observes that a preference relation in Q—we recall here the set of
all irreflexive, transitive, and continuous preferences—can be associated with
the set F{a) = {(x, x') e x, x' e X{a) and x ^¿^x'}. This set is closed in
and it is clear that one may define X{a) = (x g R^\ ( x , x ) g F(a)} and
= {X{a) X X{a))\F{a). With this characterization, Q itself can be re
garded as a subset o i^ { R ^ ^ ).
We study now some important properties of Q, the space of preferences
endowed with the topology ^ of closed convergence.
5.2.1 Theorem
Let (Q, STcg') represent the space of all irreflexive, transitive, and continuous
preferences = {X{a) X X{a))\F{a), endowed with the topology of closed
convergence. Then the following statements hold true:
(i) (0 ,* ^ ) is compact and metrizable;
(ii) a sequence {{X^, > ^) \ n ^ N ) converges to an element {X, >) in {Q, STc^')
if and only if Urn^ W K = F = lim„ sup F^\
(iii) SFcîs the coarsest Hausdorff topology for which the set {{X, > ) ^ Q X R^
X R^\ X, y ^ X, X y] is closed.
Proof It is easy to see that the notation ( A", >-) simply denotes a prefer
ence in Q, that is, the relation > on the underlying consumption set X, Since
{X, X) in g is described by the closed set F = {(x, y ) ^ X X X: x ^ y] in
R^^, Q may be regarded as a subset of
(i) We already know that {^{R ^^), is compact and metrizable—see
Corollary 4.5.6. Hence, we can prove the first assertion by simply showing that
Q is closed in ^ ).
Identify the sequence ((X„, >„): n ^ N) in Q with the sequence of closed
sets (F„: n ^ N) where F„ = {(x, y) ^ X„ X X„: x „y}. Let F be the limit
of (F„: n ^ N) in the sense of Definition 3.1.4. Recalling that ^ is the
collection of all consumption sets satisfying assumption A1 (Section 5.1), one
must prove that ( A", x ) is in Q, that is, that X g .ând that x is an irreflexive
and transitive relation on X,
From liminf F„ = F = limsupF^ we obtain liminf X„ = X = limsup X^,
Since every AT„ is nonempty and belongs to it is easily shown that X is
nonempty and belongs to Let us deal with x .
To prove the irreflexivity of x , choose a bundle x g X Then there exists a
sequence (x„ g A"„: « g A^) with x = lim„x„. Now x„ ^„x„ (irreflexivity)
implies (x„, x„) g F„; and since F = liminf one obtains (x, x) g F, It
follows X ^ X.
To prove the transitivity of x , choose bundles x, z g A" such that x x j;
and y > z. Then suppose x > z. Since (x, z) is now in F, and F = liminf/;,,
there must exist a sequence {{x^, z^) E: F,^\ n ^ N) which converges to
60 Applications: M athematical Economics 1
(x, z) e F. Furthermore, there must also exist a sequence (y„ ^ X„: n ^ N)

with limit y, and such that y„) ^ F„ and (y„, z„) ^ F„ for sufficiently
large n; otherwise, it would obtain that (x, j ) g F—for F = limsupF^—or
that ( y, z) ^ F, with the implication that x ^ or ^ z, contrary to assump
tion. Thus, from the transitivity of > it would then result that (x„, z„) ^ F„,
a contradiction. Hence, >- is transitive.
(ii) The second assertion is also answered by Corollary 4.5.6.
(iii) The compactness of (Q, imphes that every coarser Hausdorff
topology on Q must coincide with So consider the set {(X, > , x, y) ^ Q
X R^X R^: X, y ^ X, X y}, and let the sequence ((X„, x„, y„): n ^ N )
with x„, y„ G a; , and x„ converge to (X, > , x, y). Since (x„, y„) g F„
and F = liminf F„, it follows that (x, y) g F. We thus have x, y g A", x ^ y,
and {(X, > , X, >^) G Q X R^X R^: x, y g A", x ^ y } is closed. □
Theorem 5.2.1 estabhshes some important properties of the space of prefer

ences—and hence of the space of agents’ characteristics. We have obtained, in
a suitable framework, not only a reasonable formahzation of the notion of
“ similar agents,” but we have also laid the foundations for a general theory of
demand. We return to this in Section 10.1.
In the more formal areas of theoretical economics—particularly in equilibrium

analysis—it has become usual to define or characterize an “economy,” “eco
nomic system,” or “economic model” as an appropriate set-theoretical entity
—in particular, as a system of sets, as a mapping, or even as a measure (see,
e.g., Debreu, 1959; Hildenbrand, 1970a, 1974; or Vind, 1964). This procedure
is a consequence of the fact that these theories are customarily axiomatized
within set theory and is in full accordance with what is standard in model
theory (Robinson, 1963) and contemporary foundations research (Suppes,
1967); it is also a useful procedure, for it allows one to emphasize the logical
disconnection between the theory, on the one hand, and its interpretations, on
the other hand (see Debreu, 1959). In this sense, an “economy” or “economic
system” is, in the language of model theory, the relational structure or “ model”
(see Kopperman, 1972, and Suppes, 1960) the (economic) theory in question is
supposed to talk about.
The consequences of admitting preference relations which lack transitivity
have been first rigorously studied by Sonnenschein (1971). Recent works by
Gale and Mas-Colell (1975), Mas-Colell (1974), McKenzie (1981), Shafer
(1976), and Shafer and Sonnenschein (1975) were devoted to the existence of
equilibria (see also Section 10.3) in finite economies where consumer prefer
ences are not necessarily transitive or complete. For the less crucial role that
transitivity and completeness play in the context of economies with a “con
tinuum” of agents, the reader is referred to Aumann (1964).
53 N otes and Remarks 61
As stated in the text, there exist several different models which include
production. The notion of a “coalition production economy” was introduced
by Hildenbrand (1970b) as an aid to the study of economies with a measure
space of consumers and production; a quite different model of a productive
economic system has been examined by Sondermann (1974). There are two
other institutional set-ups that must be mentioned here. A “ private ownership
economy” is characterized and analyzed by Debreu (1959) in the context of
finite economies and later redefined by Hildenbrand (1970b) to fit the case of
economies with a measure space of consumers. The model of a “ labour-
managed market-economy” is the subject of Ichiishi’s investigations (1977).
For an introduction to the analysis of “ pure exchange economies,” the
reader may consult Hildenbrand and Kirman (1976).
The space of agents’ characteristics is dealt with by Hildenbrand (1970a,
1974). The idea to impose an appropriate topology on the space of preferences
seems to go back to Kannai (1970). A survey of the problem will be found in
Grodal (1974). The use of the topology of closed convergence has, apparently,
been first suggested by Mertens (1970) and then extensively applied by
Hildenbrand (1970a, 1974). Previously, Debreu (1969) had topologized the set
of negatively transitive preferences by means of the Hausdorff metric topology.
The characterization we give of the space of preferences with the topology of
closed convergence (Theorem 5.2.1) is from Hildenbrand (1974 pp. 96 ff).
Part Two
Continuous
Correspondences
Chapter Six
Introduction
In Chapter 1 we discussed the idea of a relation between sets X and Y and

introduced a certain amount of notation in connection with that idea. The
most important of these, which will be used repeatedly in the following
chapters, are the concepts of strong and weak inverse images which were
defined in Section 1.1.2. This Part is concerned almost exclusively with the
special type of relation which is here called a correspondence (other words hke
multifunction, multivalued function, and set-valued mapping are also used in
the hterature).
This introductory chapter will define the word correspondence and then
introduce a variety of operations which can be performed on correspondences.
To a large extent it will be a list of definitions and, for the most part, will be
purely set-theoretic. Chapter 7 will hnk the topologies of Part I with correspon
dences and introduce ideas of continuity. It will then explore the more
immediate consequence of assuming continuity. There are a number of deeper
theorems related to continuous correspondences whose consequences are im
portant in a variety of applications. These theorems are of three types—maxi
mum theorems, selection theorems, and fixed-point theorems. Some of the
more outstanding versions of each of these types will be discussed in Chapters
8 and 9.
6.1 CORRESPONDENCES
6.1.1 Definition
A correspondence between sets X and 7 is a relation between X and Y whose
domain is the whole of X
Thus a correspondence is a function / from X to ^ { Y ) with the property

that f { x ) =9^ 0 for all x in X. Since a correspondence is a special type of
relation, the terminology and notation used for relations is apphcable. We
65
66 Introduction
recall, in particular, the definitions of image and inverse image of a point, and
those of weak and strong image and inverse image of a set which were given in
Section 1.1.2. In addition to these we also need the notion of the graph of a
correspondence. It is at this level that we consider a correspondence to be a
relation rather than a function from X to ^ q(Y) since we define the graph to
be a subset of A" X 7 [rather than of A" X ^ q(Y)],
6.L2 Definition
If / is a correspondence from X to 7, the graph of / , Gr / , is defined by the
equation G r / = {(x, y) e A' X 7 : y e /(x)}.
If one refers back to Section 1.1, one sees that there is little real distinction
between / and its graph. It is, however, occasionally convenient to consider that
if 7, say, is enlarged, then the correspondence changes (since it is now between
different sets) but the graph does not—it is the same set, only now part of a
larger one.
We now come to various operations which can be performed on correspon
dences. Some of these are available (and famihar) in deahng with functions,
others are special to this context.
6.2 UNARY OPERA TIONS ON CORRESPONDENCES
Only one of the unary operations we mention is set-theoretic. The others

require some other mathematical structure on either A or 7 or both. It seems,
however, most convenient to hst them here.
6.2.1 Definition
If / is a correspondence from A to 7, then we may consider the complement of
/, \ /, defined by ( \ / ) ( x ) = 7 \ / ( x ) (for all x in A). This is another
correspondence provided that, for all x, /( x ) =5^ 7. The graph of \ / is the
complement (in A X 7 ) of the graph of /.
6.2.2 Definition
If 7 is a topological space, then we may define the closure of /, cl /, by the
equation cl /( x ) = / ( x ) for all x in A. This is again a correspondence.
It is important to note the relationship between cl / and the graph of /. It is

not in general true that Gr(cl / ) = Gr /. Partly this is because to speak of Gr /
we need a topology on A X 7 and hence on A as well as 7; but even when
both A and 7 are topological spaces, it is possible to have /( x ) closed for each
X without having Gr / closed, as the following example shows.
6.3 Binary Operations on Correspondences 67
6.2.3 Example
Take X = 7 = [0,1] with the usual topology and let
/[ 0 ,i] if X is rational
\ [0,1] if a: is irrational.
Or we may take the more usual example of the characteristic function of the
rationals. In both of these cases there are strong extra conditions of compact
ness and connectedness.
The converse is true; that is, if Gr / is closed in the product topology, then
/(x ) is closed for each x in X. The proof is evident since, ii Xq ^ X and j is a
closure point of / ( xq) which is not in / ( xq), then ( xq, y) is a closure point of
Gr / which is not in Gr /.
6.2.4 Definition
In the case when X and 7 are topological spaces, it is possible, therefore, to
define a stronger closure operation, /, by the equation Gr / = Gr /.
It is not easy to specify the image of a point x under this new mapping since
it depends not only on the image of x but on the images of neighbouring
points. We do, of course, have the containment/(x) z) / ( x ) .
6.2.5 Definition
In the case when 7 is a hnear space, an important operation is that of “convex
hull,” defined by (co /)(x ) = co /(x ).
6.2.6 Definition
In the case when 7 is a totally ordered space (in particular when 7 = i^), we
may consider the correspondence whose graph is the epigraph of /. Thus,
(^pi/X ^) = {y ^ Y: y > /(x)}. It is understood here that y > /( x ) means
that y > y ' for some y ' in /(x ).
Again with reference to the case when 7 = i? (or 7 is an order-complete,

totally ordered set), there is an important mapping between functions and
correspondences. To each real-valued function <l>: X R there is an associ
ated correspondence / = epi <f>, and to each correspondence / there is a
function <l>given by <t>(x) = inf{ /(x )} (x ^ X).
6.3 BINARY OPERATIONS ON CORRESPONDENCES
As in the case of Definition 6.2.5, if 7 has some kind of algebraic structure,

then it is possible to define algebraic operations (sums, products, etc.) on
68 Introduction
correspondences into Y. However, this type of operation will not be used much
in the sequel.
6.3.1 Definition
If / and g are correspondences from X to 7, then we may define / U g, / n g,
by the equations
(/U g )(x ) =f{x )yj g{ x), ( / n g){x) = / ( x ) n g ( x ) .
The relation / U g will always be a correspondence (if / and g are); / n g is not,
in general, another correspondence.
6.3.2 Definition
If / is a correspondence from AT to 7 and g is a correspondence from Y to Z,
then we can define the composition g ° f by the equation ( g ° /) ( x ) =
Uy^f(x) siy)-
Again it is clear that the composition of two correspondences is always
another correspondence.
There are a number of relations between these operations and the inverse
images of sets.
6.3.3 Proposition
I f f and g are correspondences between X and Y and if B <z Y, then
(i) { f \ j g y { B ) = r { B ) K j g - { B ) -
(ii) (/n g)-(B )c/-(B )n g-(B );
(ui) ( /U g ) ^ ( B ) = A B ) n g ^ ( B ) ;
(iv) { f C ^ g n B ) z > f % B ) K j g \ B ) .
Proof
(i) A point X in AT is in ( / u g y ( B ) if and only if ( /U g)(x) n B ¥=
0 , —i.e., if and only if B intersects f ( x ) U g(x). But this is so if and
only if either f ( x ) intersects B [in which case x is in f^(B)] or g(x)
intersects B [in which case x is in g’^(B)].
(ii) If X is in ( / n gy{B) , then B n ( /( x ) n g(x)) # 0 and hence both
B n /( x ) and B n g(x) are nonempty. However, it is possible for B to
intersect both /( x ) and g(x) without intersecting /( x ) n g(x).
(iii) If X is in ( / U g ) \ B ) , then /( x ) U g(x) c B and hence both /( x ) c B
and g(x) c B. Thus x e f \ B ) n g \ B ) and similarly for the reverse
implication.
(iv) If X is in f \ B ) , then /( x ) c J? and hence /( x ) n g(x) c B. Similarly, if
xis in g \B ) . □
More importantly, these inverse images work well with respect to composi
tion.
63 Binary Operations on Correspondences 69
6.3.4 Proposition
I f f is a correspondence from X to Y and g is a correspondence from Y to Z and if
C then
(i) ( g ° / r ( C ) = / ‘^(g’^(C));
(ii) ( g o /y ( C ) = Ag^(C)).
Proof. We have (g ° /)*"(C) = { x ; ( g »/) ( x ) n C # 0}

= { x : g{y) n C 0 for somej in /(x )}
= { x : / ( x ) n g ’^(C)^ 0 }
Similarly, ( g ° /) ^ ( C ) = { x :( g ° /) ( x ) c C)
= ( x ; g{y) c C for all^ in /(x )}
= { x : / ( x ) c g"(C)}
= /^(g^(C )). □
There are some other relationships between these strong and weak inverse
images which are quite immediate but which are convenient to have listed.
6.3.5 Proposition
I f f is a correspondence from X to 7, if B is a subset of 7, and if i ^ I ] is a
family of subsets of 7, then
(i) X \ f \ B ) = r { Y \ B ) ; X \ r ( B ) = n Y \ B ) ;
(ii) / - ( U , , , 5 , ) = U ,,,/- ( S ,) ;
(iii) U ,^ ,A 5 ,);
(iv) / - ( 0 , ^ , 5 ,) c n , , , / - ( 5 , ) ;
(V ) A O ,,,5 ,) =
6.3.6 Definition
If /i and /2 are correspondences from X to 7^ and 72, respectively, then
/ = / 1 X / 2 is defined by f { x ) = ( / 1 X f ){x) = / i ( x ) X f {x) and is a corre
2 2
spondence from X to 7i X 72.
6.3.7 Proposition
With the notation of Definition 6.3.6, if A o Yi and B Y , then
2
(i) f ( A x B ) = f { ( A ) n f { i B y ,
(ii) r { A x B ) = f ^ { A ) r \ f ^ { B ) .
70 Introduction
Proof. f \ A X B )= {x: f ( x ) (z A X B]\ that is, x e f \ A X B) if and

only if fi{x) c A and ¡ {x) c B, which is if and only ii x ^ f i ( ^ ) n ¡{(B).
2
Similarly, x g f^ ( A X B) if and only if f^{x) n ^ ^ 0 and ¡ {x) C\B

2 0,
which is if and only if ^ e f^ { A ) n / (B). □
2
Definition 6.3.6 can be extended to arbitrary products over indexed families

with a consequent extension of Proposition 6.3.7.
As with Chapter 1, the main problems here are notational and terminological.
Dieudonné (1960) rightly condemns the use of a noun (“ function” or “ map
ping”) modified by an adjective (“ multivalued”) to mean, together, something
more general than the unmodified noun. “Set-valued function” is rather better
since it emphasizes that we are dealing with functions whose range is in
it should, however, force the graph to be a subset of A" X ^ q{X). We follow
Bourbaki (1968) in this case and use the term correspondence. There is also no
agreement in the literature on the symbols for weak and strong inverse images.
Most of the operations discussed in this chapter are elementary and obvious
as are most of the propositions dealing with inverse images under these various
operations. It seemed to us to be convenient to have them gathered together in
one place but it is obviously unnecessary to try and detail their origins.
6.5 EXERCISES
6.5.1 Show that x is in ( \ f Y { B ) if and only if /( x ) does not contain B\

show that X is in ( \ f y{B) if and only if /( x ) contains the complement
of B.
6.5.2 Show that (cl f ) \ B ) < z f \ B ) and that equahty holds for all corre
spondences / from A" to y if and only if B is closed. Show that
(cl f Y { B ) z>f'^(B); show that, in general, no more can be said. In
particular, show that if 7 is a compact metric space and if i? is a
closed, connected subset with nonempty interior, it can happen that
Y^{B) is empty and (cl f Y ( B ) = X.
6.5.3 For each binary expansion a = 0.aâ2.. (a^ = 0 or 1), consider
the function defined by <l>(a) = (¿z^, <22,... ...) and for each real
number | in ]0,1] consider the correspondence g defined by g ( |) =
(a :I = • • • }• Thus, g(^) contains either one or two ele
ments (e.g., g(^) = (0.100..., 0.0111...). Let / = ° g be the corre
spondence from ]0,1] to / qq—the space of bounded sequences. If B is
the closed ball with centre 0 and radius \'m I show that f ^ { B ) = 0 ,
{ c o f Y{ B ) - = ] 0 M
6.5 Exercises 71
6.5.4 Let </) be a real-valued function of a real variable, and let / = epi <J>be
defined by 6.2.6. If denotes the usual inverse image map, show
that ^[) = oo[) ^ ~ 0O5b[). Hence, show that <J) is
continuous if and only if the strong inverse image under / of each
upper interval and the weak inverse image of each lower interval are
open. Give similar statements characterizing upper and lower semicon
tinuity of <t>.
6.5.5 Let / be a correspondence from a set X to a. normed linear space Y
and g be the constant correspondence which assigns to each x in X
the closed unit ball B = 5 [0 ,1] in 7. Then, if ^ c 7, x g ( / -h gY(A)
only if inf«^înf^^y^(^)i/(7 ,a ) > 1, and x ^ ( f g ) ^ { A ) only if
d( A, f ( x ) ) = ini{d{y, a): y ^ f { ^ \ a ^ A] < \ , Show that, in gen
eral, neither implication can be reversed.
6.5.6 Let / and g be correspondences from a set A" to a hnear space 7. Show
that (co / + COg) is convex-valued. Show also that if 7 is a topological
linear space, then cl co / is convex-valued.
6.5.8 State and prove the indicated generalization of Proposition 6.3.7 to an
arbitrary family of correspondences.
6.5.9 A correspondence / is said to be injective if x^ ^ x^ implies /(x j) Pi
/(JC2) = 0 . Show that if either / or g is injective, then both / n g and
/ X g are injective (Berge, 1963).
6.5.10 If / is a correspondence on X, then we may iterate / and, for each
X e AT, consider /(x ), /^ /(x ), A ;A ,/(x),... (here notation is from
1.1.2). We let 0(x), the orbit of x, denote the union ( x ) U /(x ) U
/w /(x )... . Show that the correspondence Ö defines a closure opera
tion, that is, 0(A) o A; if A B then 0(A) c 0(B), and 0(0(A)) =
6(A).
Chapter Seven
Continuity
In this chapter we begin putting together the machinery developed earher. In

particular, we use the topologies from Chapters 1 and 4 to define various
notions of continuity for the correspondences introduced in Chapter 6; this is
part of the content of Section 7.1. Since we have various topologies on
we have various notions of continuity; the relationships among these are also
discussed in Section 7.1. The next section deals with the relationship between
continuity for correspondences and the more famihar continuity of functions;
in this section we also discuss the continuity of certain important special
correspondences and functions. In Sections 6.2 and 6.3 various operations on
corespondences were defined. The connections between these and continuity
form the content of Section 7.3. The fourth section is brief and deals with
analogues of familiar theorems for functions: properties of the images, under a
continuous correspondence, of compact and connected subsets. The final
section deals with the nature of the set of discontinuities when the correspon
dence is not necessarily continuous everywhere.
7.1 TYPES OF CONTINUITY AND THEIR RELA TIONSHIPS
If X and Y are topological spaces and if / is a correspondence from X to 7,

then we may view / as a function from X to ^ q{Y), A s was seen in Chapter 1
(and, for metric spaces, in Chapter 4), the topology on 7 allows us to define a
variety of topologies on ^ q{Y) and each one yields a corresponding notion of
continuity for the correspondence/. The problem now is only a verbal one of
finding a suitable adjective to attach to the continuity which corresponds to a
given topology.
72
7.L1 Definition
If X and Y are topological spaces, the correspondence / from AT to 7 is said to
be
(i) upper semicontinuous,

(ii) lower semicontinuous,
(iii) continuous,
if, when viewed as a function from X to ^ q(X), it is
(i) continuous from X to

(ii) continuous from X to ( ( ^ q(Y% ^ ) ,
(iii) continuous from X to ( ^ q(Y), 5 ^ ).
7.L2 Definition
With the same notation, the correspondence is said to be closed if Gr / is a
closed subset of A" X 7 (in the product topology).
In the case when 7 is a metric space, there is a further set of three

topologies (see Section 4.1). Therefore we have a set of three more adjectives.
7.L3 Definition
Let A" be a topological space, 7 a metric space, and / a correspondence from
A"to 7. Then / is said to be
(i) upper hemicontinuous,

(ii) lower hemicontinuous,
(iii) Hausdorff continuous,
if, when viewed as a function from X to ^ q{Y), it is
(i) continuous from X to { ^ q{Y),8^),

(ii) continuous from X to (ô(7),6^),
(iii) continuous from X to {^^(Y), 8).
The reader is warned that this terminology is not completely standard and
varies somewhat from writer to writer.
We begin the work of using these definitions by listing various equivalent
ways of formulating the concepts. This will be followed by relationships among
the seven definitions. Some of these will be easy to establish using the
information already given in Section 4.2.
74 Continuity
7.L4 Theorem
Let X and Y be topological spaces and f a correspondence from X to Y; then the
following are equivalent:
(i) / is upper semicontinuous,
(ii) For every open set G in Y, f \ G ) is open in X.
(iii) For every closed set F in Y, f^ ( F ) is closed in X.
(iv) For every x in X and every net (x„: n ^ D) in X which converges to x, and
every open set G in Y with f ( x ) c G, /(x „) c G for all sufficiently large n.
Proof We use f~^{a) to denote the inverse image of a (in the usual sense)
under the function / from X to ^ q{Y), N ow a basic open set in (ô (7 ),
is of the form [%G] and f~\[%G])= {x e X: f(x)<z G); that is, f-\[%G]) =
ffi{G). Hence the equivalence of (i) and (ii) follows from the fact that a
function is continuous if and only if the inverse image of every basic open
set is open. That (ii) is equivalent to (iii) is immediate from the fact that
X\ffi^{F) = f f i ( Y \ F ) [see Proposition 6.3.5(i)]. To prove that (ii) imphes (iv),
suppose that (x„ :n ^ D)isa. net converging to x and that G is an open set in
Y with f ( x ) c G. Then, by (ii) f \ G ) is open in X and x g ffi(G). Hence,
x„ ^ ffi(G) for all sufficiently large n. Consequently, f(x„) c G for all suffi
ciently large n. Finally we show that (iv) implies (ii). Let B be open in 7. If
f \ G ) is not open, then there is a point Xq e f \ G ) which is not an interior
point of G. Consider the directed set Dq of all neighbourhoods of Xq partially
ordered by inclusion. Corresponding to each n ^ Dq there is an x„ with x„
not in f%G) [since Xq is not interior to ffi(G)]. Thus (x„: n ^ D) is a. net
converging to Xq and / ( xq) c G. Therefore, by (iv), f(x„) c G for all
sufficiently large «, which contradicts the fact that, for all n, x„ is not in
r(G ). □
7.7.5 Remark
If the correspondence / is a function, then f \ G ) = f~^{G) and so Theorem
7.1.4(ii) shows that / i s upper semicontinuous if and only if / i s continuous in
the usual sense.
7.7.6 Example
Consider, for both X and 7, the real line R with the usual topology. Let <#>and
\p be functions from jR to 7^ with the following properties: is lower semicon
tinuous (in the sense of Exercise 1.5.8), i// is upper semicontinuous (in the sense
of Exercise 1.5.8), and (x) < \l^(x) for all x. Define a correspondence /fro m
7^ to 7^ by f ( x ) = ( y : <l>(x) < y < ^(x)}. Then the correspondence / i s upper
semicontinuous (in the sense of Definition 7.1.1). The proof of this assertion is
left as an exercise (see Exercise 7.7.2). The correspondence/ may be pictured as
in Figure 7.1.
There is a sequence of statements corresponding to Theorem 7.1.4, Remark
7.1.5, and Example 7.1.6 which applies to lower semicontinuity.
7.1.7 Theorem
Let X and Y be topological spaces and f a correspondence from X to Y; then the
(i) / is lower semicontinuous.
(ii) For every open set G in Y, f ^{G) is open in X.
(iii) For every closed set F in Y, f \ F ) is closed in X.
(iv) For every x in X and every net (x„: n ^ D) in X which converges to x, and
every open set G in Y with f ( x ) Pi G ^ 0 , f(x„) C\ G ^ 0 for all
sufficiently large n.
Proof With the notation of Theorem 7.1.4, we have f~^{Ic)= {x ^

X: f ( x ) n G ¥= 0 } = r^(G) and so the equivalence of (i) and (ii) follows
from the fact that a function is continuous if and only if the inverse image of
every subbasic open set is open. The rest of the proof is entirely analogous to
Theorem 7.1.4 and is left to the reader. □
7.1.8 Remark
If / is a function from X to T, then again ffi^(G) = f~^(G) and so / is lower
semicontinuous if and only if it is continuous in the usual sense.
7.1.9 Example
With precisely the same notation and conditions as Example 7.1.6 with the
exception that suppose now \p(x) < (x% define a correspondence g by
76 Continuity
S(^) ^ {y • ^ y ^ Then g is lower semicontinuous. The proof of

this assertion is given as Exercise 7.7.3. The correspondence g may be pictured
as in Figure 7.2.
Observe that the correspondence / of Example 7.1.6 is not lower semicon
tinuous because of its behaviour at X2, and (Figure 7.1) where it
suddenly contracts. The correspondence g of Example 7.1.9 is not upper
semicontinuous because of its behaviour at Xi, x , and x^ (Figure 7.2) where it
2
suddenly expands.
It is evident that Theorems 7.1.4 and 7.1.7 can be combined to yield a
theorem deahng with continuity. It is also evident that the analogue of
Remarks 7.1.5 and 7.1.8 holds, but we refrain from repeating it.
7.1.10 Theorem
Let X and Y be topological spaces and f a correspondence from X to Y\ then the
(i) / is continuous.
(ii) For every open set G in Y both p^{G) and f \ G ) are open in X.
(iii) For every closed set F in Y both f^ ( F ) and f \ F ) are closed in X.
(iv) For every x in X and every net (x„ : n ^ D) in X which converges to x, and
every open set G in Yfor which either/( x ) c G or, respectively, f{x„) Pi G
# 0 , then /(x „) c G, respectively, f(x„) Pi G # 0 , for all sufficiently
large n.
In the case when 7 is a metric space, the relationships between semicontinu
ity and hemicontinuity (both upper and lower) follow from the relationships,
given in Chapter 4, between the topologies.
7.L11 Theorem
Let X be a topological space and Y a metric space and let f be a correspondence
from X to Y,
(i) I f f is upper semicontinuous, then f is upper hemicontinuous,
(ii) I f f is lower hemicontinuous, then f is lower semicontinuous.
In both cases, the converse is not necessarily true.
Proof Statements (i) and (ii) are inmiediate consequences of Proposition
4.2.1. The last assertion is proved by the next two examples. □
7.L12 Example
Let X and Y both be the real hne R with the usual topology and consider the
correspondence / from Y to 7 which assigns to each x in R the interval
]x - I, X + 1[. Then it is clear that if \xi - X2I < c then ^ ^
[indeed, S /(/(x i),/(x 2)) < e and 8 ( f ( x i ) , f ( x ))<e] so that / is up
2
per hemicontinuous, in fact Hausdorff continuous. On the other hand,

f \ ] - 1, + 1[) = {0} which is not an open subset of R, This shows that the
converse of Theorem 7.1.11(i) is not true in general.
7.L13 Example
Let Y = (0 ,1 ,1 /2 ,..., 1 /« ,...} and let 7 = (both with the usual topology).
Let / be defined by
f { l / n ) = ( 0 ,1 ,2 ,...,« } ,
/(0 ) = N.
Then / is lower semicontinuous since any open set G which intersects N also
intersects/ ( ! / « ) for all sufficiently large «. However,/is not lower hemicon-
tinuous at 0 since S/(/(0), /( ! /« ) ) = + 00 for all values of n.
This shows that the converse of Theorem 7.1.11(ii) is false in general.
Sufficient extra conditions to ensure that semicontinuity and hemicontinuity

are equivalent follow easily from Proposition 4.2.2 and the remark following
Corollary 4.2.4.
7.LI4 Theorem
Let Xbe a topological space and Y a metric space. Let fb e a correspondence from
X to 7.
(i) I f f is upper hemicontinuous and f { x ) is compact for each x in X, then f is
upper semicontinuous.
(ii) I f f is lower semicontinuous and f { x ) is totally bounded for each x in X, then
f is lower hemicontinuous.
78 Continuity
Proof, (i) Since / may be regarded as a function from X to this

result is immediate from Proposition 4.2.2(i). The proof of (ii) is similar,
bearing in mind the remark following Corollary 4.2.4. □
We remark here that if / i s a function, then f { x ) is a singleton and hence is

certainly compact so that all these notions of continuity coincide for functions.
The concept of a closed correspondence, as well as being simpler to define, is
in general rather easier to handle and verify than the other concepts. The
following two theorems connecting closedness and upper semicontinuity are
consequently important. Before coming to these theorems, the fact that there is
a connection between closedness and upper semicontinuity is clear from
Examples 7.1.6, 7.1.9, and 7.1.12. The values of the correspondences in both
Examples 7.1.6 and 7.1.9 are all closed (indeed compact) but G r /in Example
7.1.6 is closed whereas Gr / i n Example 7.1.9 is not. The values of / i n Example
7.1.12 are closed, the graph is not closed, and / is not upper semicontinuous. It
is convenient to reiterate here a fact mentioned in Section 6.2 (following
Example 6.2.3) that if / i s a closed correspondence, then /( x ) is closed for each
X. Example 7.1.9 shows that the converse is not true. However, Example 7.1.6
is typical in the following sense.
7. L I 5 Theorem
Let X and Y be topological spaces with Y regular. I f f is an upper semicontinuous
correspondence from X to Y with /( x ) closed for each x, then f is closed.
Proof Let ((x„, 7„ ) : « e Z)) be a net in G r / converging to (x, y) in
A" X 7. To prove that / is closed we need to show that (x, y ) e G r / . If not,
then); G 7 \ / ( x ) . N ow /(x) is closed and so, by the regularity of 7, there are
disjoint open sets Gi, G with y ^ Gi and /( x ) c G . Now (x„: n ^ D)
2 2
converges to x and so, by the upper semicontinuity of / [Theorem 7.1.4(iv)],

/ ( x „ ) c G 2 for all sufficiently large n. But y „ g / ( x „) and so y „ g G 2 for all
sufficiently large n. This contradicts the fact that ( y „ : n ^ D) converges to y
and so is in Gi for sufficiently large n. □
7.1.16 Theorem
Let X and Y be topological spaces with Y compact. I f f is a closed correspondence
from X to 7, then f is upper semicontinuous.
Proof We again use criterion (iv) of Theorem 7.1.4. Let x g AT and let
(x „ : « G D) be a net converging to x in X. Let G be an open set in 7 with
/( x ) c G. Supposef{x^)<t G for all large n, then there is a subnet (x^: m ^
D') with f ( x ^ ) n ( Y \ G ) # 0 for all m g D \ For each m, choose y^ in
/( x ^ ) n ( 7 \ G). Then {y^ : m g D') is a net in the compact set 7 \ G and so
has a subnet (yj^: k ^ D") converging to J; in 7 \ G. Now ((xy^, yj^)-. k ^ D")
is a net in G r/w hich converges to (x, J^) which is not in G r/. This contradicts
the hypothesis that / is closed. □
7.2 Som e Special Correspondences and Functions 79
7.L17 Example
When Y is not compact, it is rather simple to construct examples of closed
correspondences which are not upper semicontinuous. Let X = Y ^ R^. De
fine / by
f( \= / ^ i f ^ > 0
\{0} ifjc = 0
(see Figure 7.3). Then / is compact valued, the graph of / is closed but / is
not upper semicontinuous at 0 since /(0) c [0,1[, but /^([0,1[) = {0} which is
not open in X.
We remark that the proof of Theorem 7.1.6 requires that the complement of
every open neighbourhood of /( x ) be compact (rather than the compactness of
f {x) itself).
7.2 SOME SPECIAL CORRESPONDENCES AND FUNCTIONS
In Section 2.1 we showed that the natural injection of X into ^ q( X) defined by

i(x) = {x} is both upper and lower semicontinuous. Since the image of i is in
X' q(X), if Xis a metric space, it follows from Theorems 7.1.11 and 7.1.14 that /
is also both upper and lower hemicontinuous.
The purpose of this section is to look at other natural mappings and
investigate the conditions under which they are continuous. These will be used
in the following section to investigate the relationship betwen continuous
correspondences and the various operations introduced in Sections 6.2 and 6.3.
80 Continuity
7,2.1 Theorem
(i) I f X is a topological space, the function cl from ^ q( X) to .^q( X) defined by
cl(A) = A {the closure of A) is a retraction with respect to the lower
topology on ^ q( X) and^Q{X).
(ii) I f X is a normal topological space, the function cl from ^ q{X) t o ^ ^ i X ) is a
retraction with respect to the upper and Vietoris topologies.
Proof It is clear that if A is closed, cl(A) = A. It remains to show that cl is

continuous with respect to the given topologies. _
(i) Let ^ basic neighbourhood of A in (.^(AT), .5^), that is,
AC\Gj¥- 0', i^= 1 , 2 , Now suppose B e Ic^,g^,....g„
then B C\ Gj¥= 0 and, a fortiori, 5 PiG, # 0 so that ci(S) e ^Gi.Gi g„ i“
^ q(X). Thus cl is continuous with respect_to _
(ii) Let [%G] be a neighbourhood of A in (.^ q( X ) , ^ ^ ) , that is, A <z G.
Then, by the normality of X, there exists an open set G' such that A <z G' and
cKGO c G. Now if 5 e [*,G'] in (^ o (^ ). then B c G' and so d( B) c
cl(G') c G. Thus cl(5) e [%G] and cl is continuous.
If y is a family of subsets of X, then we may consider A q = ^Â. In this

way, we define a function w from ^ q( ^ q{X)) into ^ q(X). N ow ^ o( X) has
three topologies and for each one, we may construct the upper, lower, and
Vietoris topologies on ^ o (^ o (Z )) (nine in all!). We will denote these by
.5 ^ (.^ ), and so on.
7.2.2 Definition
With the preceding notation, if is a topological space, by the upper topology
on ^ q{ ^ q{X)) we understand the to p o lo g y .^ (.^ ); by the lower topology we
understand and by the Vietoris topology we mean .5 ^ ( .^ ) .
7.2.3 Theorem
Let X be a topological space. With the preceding notation and terminology, the
mapping u is continuous with respect to the upper {respectively, lower) topologies
on both ^ o { X ) a n d ^ q{ ^ q{X)).
Proof L e ty b e a family of subsets of X and let w(v^) = KJ^^Â.

(i) Let G be an open subset of X with « ( ^ ) c G. Then [•, G] is an open
subset of ^ q{X) and A c [•, G] (i.e., . / e [*,[•, G]]). Moreover, i f ^ e [•, G],
then io (^ ) c G. Thus w is continuous from the upper topology on ^ q{ ^ q{X))
to the upper topology on ^ q{X).
(ii) Let Gi ,G2,---,G„ be open subsets of X with w(v^) Pi G, 0 . Then,
I q is an open subset of { ^ q{X), 3~cg). N o w ^ n I q, =?^ 0 if and only if there is
aB, with Bj O G, ¥= 0 ; therefore , / n 7(j. is not empty for ¿1 i, if and
only if w ( ^ ) n G, # 0 for all i. Thus the ^ neighbourhood iV of ^ in
7.2 Som e Special Correspondences and Functions 81
^ q( ^ q(X)) determined by 7 ^ ; ^ , . . . , , is such that n

n ••• . Therefore co is continuous from the lower topology on ^ q( ^ o(^ ) )
to the lower topology on □
7.2.4 Corollary
The mapping co is continuous with respect to the Vietoris topologies on ^ q{ ^ q(X))
andô(X),
Proof. This follows from Theorem 7.2.3 and the fact that if one puts a finer
topology on the domain space, the mapping remains continuous. □
For the next two theorems and corollaries, we assume that ( 2i, ll*!!) is a
normed hnear space. The topology is, of course, the metric topology induced
by the norm on X. The reason for the extra structure is in order to discuss the
continuity properties of the map co from ^ q{X) to ^ q{X) which assigns to
each nonempty subset its convex hull.
7.2.5 Theorem
The mapping co is uniformly continuous with respect to the upper hemimetric,
lower hemimetric, and Hausdorff topologies on ^ q(X).
Proof Let 8 > 0 be given. Now suppose 5/(^, B) < 8. Then A (z e B.

Suppose ^ ^ ^ 2»*• • nonnegative numbers with
= 1. Then there exist ftp ¿2»*• • ^ ^ with Wa^ - < 8. Hence
L X,a, - Z X,6, E X,||a, - 6,11 < E X,£ = e.

/=1 /= 1 /=1 /=1
Therefore co ^ c e + co-6 and so Si(coA,coB) < 8. Thus co is uniformly

continuous with respect to the upper hemimetric topology. Since B) =
S/(j5, A \ the same proof shows co is uniformly continuous for the lower
hemimetric topology and hence also for the Hausdorff topology. □
7.2.6 Corollary
I f X is complete., the mapping co is continuous with respect to the upper topology
onJiToiXf
Proof We first recall (Dunford and Schwartz, 1958, p. 416) that if ^ is a

compact subset of X, then co^ is also compact. Thus co maps ^ o ( ^ )
Jfo(A"). The proof now follows from Theorem 7.2.5 and Proposition 4.2.2.
We did not include the lower topology in the statement of Corollary 7.2.6
because a stronger statement is true.
82 Continuity
7.2.7 Theorem
The mapping co is continuous with respect to the lower topology on ^ q(X).
Proof. Let G be an open set and suppose ^ c X is a nonempty set with

coA C\ G 0 . Then there exist «2, . . . in and 1]
with = 1 and y = in G. Since G is open, there exists e > 0
such that if \\x - y\\ < e, then x ^ G. Now let B(aj, e) be the ball of radius e
about Oi (i = l , 2 , . . . , n ) . l i A' <z X is such that A' n 5(ay, e) ¥= for each /,
0
then there exists a- e A' with \\a' — a ,11 < e. Hence
L - L < L ^/IK - «,11< «■

/=1 /=1 i= l
Thus e G and so co ^ ' n G 0 . Thus for each point A in the
inverse image of the whole neighbourhood of A, n I Ci • • • n /„ (where
2
= h(a,-,E)) is also contained in the inverse image of /^. Thus, co is continu

ous for the lower topology. □
7.2.8 Corollary
If X is complete, the mapping co is continuous with respect to the Vietoris
topology on ô(^)*
Proof This is immediate from Corollary 7.2.6 and Theorem 12.1. □
It seems appropriate to also consider in this section the relationship between

the continuity of a function between topological spaces X and Y and the
continuity of certain correspondences related to that function. We have already
seen that a function / from A" to 7 may be regarded as a special case of a
correspondence (by composition with the mapping i) in which case both upper
and lower semicontinuity coincide for / and agree with the usual idea of
continuity.
Next we recall the notation for images and inverse images introduced in
Section 1.1.2. I f /is a function from X into Y and if /* (y ) = [x ^ X:{x, y) ^
f ) then /* is a correspondence from Y to X. For functions, both the strong and
weak inverse images f \ B \ f ^ { B) coincide and we use the more familiar
f~^{B) = {x ^ X: f { x ) ^ B} which is a function from^ q(Y) to ^ q{X). The
direct image is denoted in Section 1.1.2 by f^(A) = (y e 7 : f *(y) D A ¥ = } 0
and here we shall use this notation rather than the more familiar f(A).
7.2.9 Proposition
I f f is a function of X onto 7, then the correspondence /* from Y to X is
(i) upper semicontinuous if and only if f is closed;
(ii) lower semicontinuous if and only if f is open;
(iii) continuous if and only if f is both open and closed.
Proof.
(i) n G ) = { y ^ Y : r ( y ) c z G }
= { y ^ Y : P ( y ) n { X \ G ) = 0}
= Y\U X \G ).
Thus, for each open set G in X, f * \ G ) is open in Y if and only if the
image of every closed set is closed.
(ii) Since f*^(G) = { y ^ Y: f *{y) D G ^ 0 ] = L(G), this result is evi
dent.
(iii) This now becomes trivial. □
7.2.10 Proposition
Let f be a function from X to Y. I f f is open, then f~^ is continuous for the lower
topology. I f f is closed, then f~^ is continuous for the upper topology.
Proof Let G be open in X, then f~^{B) C\ G ^ 0 if and only if ^ n

/^((7) ^ 0 . So the inverse image (under /"^) of I q is which is open in
(ô (y ), ^ ) . Similarly, f~^{B) c G if and only ii B a Y \ f ^ ( X \ G ) so that
the inverse image of [*,G] in ^ o ( X ) is [ • , Y \ f ^ ( X \ G ) ] in ^ o ( Y ) which is
.5^-open if / is closed. □
7.2.11 Proposition
Let f be a function from X to Y. I f f is continuous, then f^. is continuous from
^ q( X) to ^ q(Y) with either the upper, lower, or Vietoris topologies.
Proof Since f^{A ) c G if and only if ^ c f~^{G), the inverse image of
[•, G] is the open set [•, f~^{G)\ in {^^{X), ^ ) . Similarly, since f^{A) O G ¥= 0
if and only if ^ n / “ ^(G) # 0 , the inverse image of is the open set

in (^ o (^ X ^ )- °
7.3 OPERATIONS ON CONTINUOUS CORRESPONDENCES
In this section we consider again the operations defined in Sections 6.2 and 6.3
and discuss their relationship with the concepts of continuity defined in this
chapter. We discuss them in the order in which they came in Sections 6.2
and 6.3.
First, then, recall the definition of the complement, \ / , of a correspondence
/. It is clear from Examples 7.1.6 and 7.1.9 that the complement of an upper
semicontinuous correspondence need not be upper semicontinuous and that
the complement of a lower semicontinuous correspondence need not be lower
semicontinuous. It might appear from these examples, however, that the
complement of an upper semicontinuous correspondence is lower semicontinu
ous and vice versa. To see that this is not so, we construct the following
example.
84 Continuity
7.3.1 Example
Let Y = {1,2,3} be made into a topological space with the following open
sets: 0 ,7 , (1,3), (2,3}, (3). Moreover, let the correspondence / from i? to 7
be defined by
if X < 0
if X > 0
(see Figure 7.4). For all open sets G not equal to either Y or {1,3), we have
f \ G ) = 0 , while f \ Y ) = R and /^({1,3}) =]0,*]. Similarly, for all open sets
G * (3), / 7 G ) = R, and /*"({3}) =]0,*]. Hence / is both upper and lower
semicontinuous (and hence continuous). On the other hand, \ / is a function g
(we do not distinguish here between x and {x }).
if X < 0
g (^ ) = if X > 0,
and g is neither upper nor lower semicontinuous because g^({3}) = g'^({3)) =

[•, 0] which is not open in K,
7.3.2 Example
With reference to Example 7.3.1, g is a correspondence which is neither upper
nor lower semicontinuous but whose complement is both.
73 Operations on Continuous Correspondences 85
We now turn to the closure operation.
7.5.5. Proposition
A correspondence f is lower semicontinuous if and only if cl f is lower semicontinu-
ous.
Proof In one direction this follows from Theorem 7.2.1(i); however the
proof is immediate in both directions since, if G is open in 7, for any set
A c Y,AD G ^ if m d only if J n G ^ 0 so that/"'(G ) = (cl /)^(G ). □
0
Example 7.1.12 shows that a correspondence which is not upper semicon

tinuous can have a closure which is upper semicontinuous (even if the
topological spaces are very well behaved). In the opposite direction, consider
again the spaces of Example 7.3.1.
7.3.4 Example
Let X and Y be as in Example 7.3.1 and let
\{1>3} ifx > 0 .
A routine check reveals that g is upper semicontinuous.
I Y if X > 0,
which is not upper semicontinuous because (cl g)^({l, 3}) = [*,0].
7.5.5 Proposition
I f Y is a normal topological space and if f is an upper semicontinuous correspon
dence from a topological space X to 7, then cl f is upper semicontinuous.
Proof This follows from Theorem 7.2.1(h) since a composition of continu

ous maps is continuous. □
7.3.6 Remark
The above proposition apphes with continuity in place of upper semicontinu-
ity.
With regard to “ strong” closure—that is ,/—it is clear from Example 7.1.9

that lower semicontinuity is not preserved under this operation. With respect
to upper semicontinuity, we content ourselves with the following easy corollary
to Theorem 7.1.16.
86 Continuity
7. 5.7 Proposition
Let X and Y be topological spaces with Y compact. Let f be any correspondence
from X to Y, Then f is upper semicontinuous.
Proof This is immediate from Theorem 7.1.16 since / is closed. □
7.3.8 Theorem
Let X and Y be topological spaces and let f and g be correspondences from X to Y,
(i) I f f and g are upper semicontinuous, then so is / U g.
(ii) I f f and g are lower semicontinuous, then so is / U g.
(iii) I f f and g are closed, then so is / U g.
Proof (i) This follows from Proposition 6.3.3(iii).

(ii) This follows from Proposition 6.3.3.(i).
(iii) This is immediate since G r(/ U g) = G r / U Gr g. □
7.3.9 Remark
The inclusions in Proposition 6.3.3 show that intersections do not work so well
for continuity. But, of course, if / and g are closed, then so is / n g since
G r ( / n g ) = (G r/)n (G r g ) .
The first two parts of the following theorem dealing with upper semicontinu
ity and intersection are found in Hildenbrand (1974, pp. 23, 24). The third
part, which is quite ad hoc, is needed for Theorem 8.1.8.
7.3.10 Theorem
Let X and Y be topological spaces and f and g be correspondences from X to Y
such that f ( x ) O g(x) for each x in X,
0
(i) I f Y is normal and if f and g are closed-valued and upper semicontinuous,

then f C\ g is upper semicontinuous,
(ii) I f f is closed and if g is upper semicontinuous and compact-valued, then
f g is upper semicontinuous,
(iii) I f Y is a metric space and if g is defined by g{x) = P ^{x) where <t>is a
continuous function from X to Y and if, further, f is lower semicontinuous,
then f n g is lower semicontinuous.
Proof (i) Let X ^ X and let G be an open set with f ( x ) O g(jc) c G,

Consider the disjoint closed sets f ( x ) and g ( x ) \ G , Then, by the normality of
Y, there are disjoint open sets G^ and G' with f ( x ) c G^ and g( x ) \ G < z G ' .
Let G = G U G' so that g(x) c Gj. Since both f and g are upper semicontinu
2
ous, there are open neighbourhoods Fj and V of x such that if x' e V^,
2
f (x' ) c Gi, and if x' e V , then g(x') c G2. Therefore, if x' e Fj n Fj, we
2
have f{x') Pi g{x') c Gj n G2 c { Y \ G ' ) n (G U G') c G, and the proof is

complete.
(ii) Again, let X G Z and let G be an open set with /( x ) n g(x) c G. Now
g ( x ) \ G is compact and disjoint from f(x). Since G r/ is closed, for each y in
g (x )\G , there are open sets Vy ia X and Uy ia Y such that x ^ Vy, y ^ Uy
and, \i x' ^ Vy then f{x') C\ Uy = 0 . Since g ( x ) \G is compact, a finite
number of these open sets Uy cover g ( x ) \ G. Let G' denote the union of these
finitely many Uy. Moreover, let Fj denote the intersection of the corresponding
finitely many Vy. Then is an open neighbourhood of x and if x ' e F^,
Z(x') c Y \ G ' . Let G2 = G U G' and let F2 be an open neighbourhood of x
such that if x' g F2 then g(x') c G2. Now if x' g F^ n F2, we have f(x' ) n
g(x') c ( T \ G') n G2 = ( T \ G') n (G U G') c G, and again the proof is
complete.
(iii) Let G be an open set and let Xq g ( / n g)*^(G), that is, / ( xq) n g(xo)
n G # 0. Let Jo ^ / ( ^ 0) ( xq) n G. Now g(xo) = ^ + <K:to) =
8
B(<t)(xo), J ) is open and so>ô is an interior point of g(xo) n G. Hence there is

8
a positive number rj such that B(yQ,2rj) c g(xQ) Pi G, Since <t>is continuous,

there is a neighbourhood of Xq such that if x ' e V, then d(<t>(x'% >(xq)) < rj
4
and so ^(>^0’ V) ^ G for all such :>c'. Since/ ( xq )DB(yo,T})¥= and/

0
is lower semicontinuous, there exists a neighbourhood V of Xq such that if 2
x' e V th en /(x ') Pi B(yQ, tj) # 0 . Therefore, if x' g

2 Pi F2, we have g(x')
P i G D B(yQ, ]) and B(yQ, rj) Pi /( x ') ^ 0 . Thus ( / Pi g)(x') Pi G ¥= 0 for all
7
x' G Fi P i F2. This means that ( / Pi g)"^(G) is open and / Pi g is lower

semicontinuous. □
The next theorem deals with composition and is an immediate corollary of

Proposition 6.3.4.
7.3.11 Theorem
Let X, y, and Z be topological spaces. Let f be a correspondence from X to Y and
g a correspondence from Y to Z.
(i) I f f and g are lower semicontinuous, then so is g ° f.
(ii) I f f and g are upper semicontinuous, then so is g ° f.
Proof (i) This is an immediate consequence of Theorem 7.1.7(ii) and

Proposition 6.3.4(i).
(ii) This is an immediate consequence of Theorem 7.1.4(h) and
Proposition 6.3.4(ii). □
7.3.12 Theorem
Let [ f ^ \ i ^ I ] b e a family of correspondences from X to Y-. Let f = Yli^jfi be
defined from X to by f ( x ) = Tli^ffix). I f f is lower semicontinuous for
each i, then f is lower semicontinuous with respect to the product topology on
Y=
88 Continuity
Proof. From Theorem 7.1.7(ii) and Proposition 6.3.5(ii), it is sufficient to

prove that is open in X for each basic open set G in Such a basic
open set is of the form n,e/G , with G, open in Yj and only finitely many
G, # 1^. Let these finitely many indices be i^, /2>- • • Then, by Proposition
6.3.7(ii),/-(G) sinctfr(G ,) =
X for all values of i except ¡ ,-.
2 But this last set is open since it is a
finite intersection of open sets. □
Upper semicontinuity does not work so well with respect to products

precisely because the strong preimage of a union of sets is not the union of the
strong preimages so that, in general, it is not sufficient to consider basic open
sets. If each is compact-valued, however, we do have a similar theorem which
is based on a purely topological lemma whose detailed proof we omit.
7.3.13 Lemma
Let ^ I ] be a family of topological spaces and let
{ ¥ ¿ ’. 1 be a compact subset
of for each i. Let G be an open set in O/ ^ iî FI/ ^ rî ^ G. Then there is
a basic open set U = ^ G^ ^ for only finitely
many values of i such that ll/e/-^/ a U G.
Proof The case when / = {1,2} is a standard exercise (see, e.g., Bourbaki,
1966, p. 142, whose proof is a technical but straightforward covering argu
ment). It is then an elementary induction argument to extend to any finite set
I. When / is infinite, if pr^ denotes the ith projection on then
prj(G) = y; for all but finitely many values of i. Hence, in all but these finitely
many coordinates we may take Gy = Y^, The problem is now reduced to the
finite case. □
7.3.14 Theorem
With the notation of Theorem 7.3.12, let {/ : / e / } be a family of correspon
dences such that each f is compact-valued in Y^ and upper semicontinuous. I f f is
defined as in Theorem 7.3.12, then f is upper semicontinuous with respect to the
product topology on Y.
Proof Let G be an open set in Y and let x e /^(G). T hen/(x) =

is a product of compact subsets and hence is a compact subset of G. By
Lemma 7.3.13, there is a basic open set U = Oyg/Gy such that /( x ) (z U <z G.
Now f^(U ) = /^(Oye/Gy) = C\ff(Gi) by Proposition 6.3.7(i) and the following
remark. As in Theorem 7.3.12, since Gy = Y^ for all but finitely many i,
ff(Gri) = X for all but finitely many i and hence f \ U ) is open. Now x g f^(U)
c /^(G) and so X is an interior point of fi(G) which is therefore open. □
It is now possible to put some of these theorems together. For example, if Y

is a topological linear space and if ^ Y, then we may define
8 2 + B as 2
7.4 Mapping Theorems for Continuous Correspondences 89
in Definition 4.3.14. Hence, if (i = 1,2) are correspondences from X to 7,

then the correspondence /defined hy f ( x ) = /i(x ) + / 2(x) makes sense.
7.3.15 Theorem
Let X be a topological space and Y a topological linear space. Let /2 be
correspondences from X to Y and let f ( x ) = fi(x)-\- / 2( a:).
(i) I f fi and /2 are lower semicontinuous, then so is f.
(ii) I f fi and /2 are compact^valued and upper semicontinuous, then so is f.
Proof
(i) As we have just seen in Theorem 7.3.12, the product map correspondence
/ = n f = i f is lower semicontinuous from A" to 7 X 7. Moreover, the fact
that 7 is a topological linear space means that addition is a continuous
function from 7 X 7 to 7. A continuous function is a special case of a
lower semicontinuous correspondence and the composition of lower
semicontinuous correspondences is again lower semicontinuous (Theorem
7.3.11).
(ii) The proof is identical to (i) except that it uses Theorem 7.3.14. □
7.3.16 Remark
This argument is evidently valid for other binary operations which are continu
ous with respect to the topological structure on 7.
7.3.17 Theorem
Let X be a topological space and Y a normed linear space and let f be a
correspondence from X to 7.
(i) I f f is lower semicontinuous^ then so is co /.
(ii) I f f is compact-valued and upper semicontinuous^ then so is co f.
(iii) I f f is Hausdorff continuous, then so is co /.
Proof
(i) This is a corollary to Theorems 7.2.7 and 7.3.11.
(ii) This is a corollary to Corollary 7.2.6 and Theorem 7.3.11.
(iii) This is a corollary to Theorem 7.2.5 and a similar remark concerning the
composition of Hausdorff continuous correspondences. □
7.4 MAPPING THEOREMS FOR CONTINUOUS
CORRESPONDENCES
This is a short section dealing with the following question. If X and 7 are
topological spaces and if / is a correspondence from X to 7, what can be said
about the image f^(A ) (see Section 1.1.2) of a subset ^ in A" if is either
compact or connected and / is continuous in one of the several senses we have
defined?
90 Continuity
7A.1 Theorem
I f Y is a regular topological space and f is a closed-valued correspondence which is
upper semicontinuous, then the image f^ (K ) of a compact subset K of X is closed.
Proof Since / is continuous from X to ^ q{Y) with the upper topology,

the image f { K ) = ( /* ( a:) : x e A'} is a compact subset of ( The
proof is now completed by appealing to Proposition 2.3.1. □
7A.2 Theorem
I f Y is a topological space and if f is a compact-valued correspondence from X to
Y which is upper semicontinuous, then the image f^{K ) of a compact subset K of
X is compact.
Proof The proof is identical to that of Theorem 7.4.1 except that we use
Proposition 2.3.2. □
7.4.3 Remark
In Theorems 7.4.1 and 7.4.2 we may, obviously, replace upper semicontinuity
by continuity. Also, if y is a metric space, we may replace upper semicontinu
ity in Theorem 7.4.2 by Hausdorff continuity since these topologies coincide on
7.4.4 Theorem
I f X and Y are topological spaces and if f is a connected-valued correspondence
from X to Y which is either upper or lower semicontinuous, then the image of a
connected subset of X is connected.
Proof Again, the proof is the same as that for Theorem 7.4.1 but it now
makes use of Proposition 2.4.1 or 2.4.2. □
7.4.5 Remark
In the case when / is continuous, we can use Theorem 2.4.3 to obtain a similar
theorem but now, instead of requiring f { x ) to be connected for all x in the
connected subset C of X, we would only require f { x ) connected for some x
in C.
7.5 CONDITIONS UNDER WHICH SEMICONTINUITY

IMPLIES CONTINUITY
There are two theorems, both given by Hildenbrand (1974), which are im
portant because they are of the type under which semicontinuity implies
continuity. They both require some special conditions and so we place them
together in this separate section.
7.5 Conditions under which Sem icontinuity Im plies Continuity 91
The first shows that under certain, rather stringent, conditions a lower
semicontinuous correspondence is also upper semicontinuous. In some respects
it is a relative of Theorem 7.1.16 and so might equally well have been placed at
the end of Section 7.1.
The second is rather different in style in that it shows that under certain
conditions an upper semicontinuous correspondence is ‘‘almost” lower semi
continuous “ almost” everywhere. There is a different way of looking at this
second theorem. It is well known that a real-valued function of a real variable
is continuous on a set. One way to prove this is to consider the “oscillation”
of the function at each point, the function is continuous at Xq if and only if the
oscillation at jcq is zero. The set of such points is the intersection of those sets
where the oscillation is less than 1 / n and the proof is completed by showing
that each of these sets is open. Theorem 7.5.3 can be thought of as an analogue
of this.
As we said above, this section relies on the work of Hildenbrand (1974) and
the proofs given here are due to him.
7.5.1 Theorem
Let X be a metric space and let f be a correspondence from X to {with the
usual topology) such that for each x , f ( x ) is compact and arcwise connected. [In
particular, f { x ) could be convex.] I f f is both lower semicontinuous and closed,
then f is continuous.
Proof The metric in X will be denoted by d^, that in = T by dy. Since

we are concerned withJiTQ(y), it is sufficient to prove that / i s upper hemicon-
tinuous. Suppose this is not so, then there exists Xq in X and e > 0 such that,
for all n, we can find in X with d^{x^, x„) < l / n and f(x„) <t e / ( xq);
that is, there exists in f{x„) with dy{f{xQ), y„) > e. However, by the lower
hemicontinuity of / , for all n greater than some NQ,f{xQ)cz 8 + f{x„). Choose
Zq e / ( xq). Then there exists e f(x„) with dy{z^, z„) < 6 and hence
dy{f{xo), z„) < 8. Since /(x „) is arcwise connected, there is a path in /(x „)
from z„ to y^ and since dy is continuous there is a point y^ in /(x „) such that
dy{f{xo), y^) = 8. Now / ( xq) is certainly bounded so the sequence {y^ : n >
Aq) is a bounded sequence in and consequently has a convergent subse
quence. To save subscripts, we denote this subsequence hy {y'j^ \ k Ei N) and
the limit b y y^. The corresponding subsequence oi {x^: n > Nq) denote by
(x^': k E N). Now we have x^' Xq, y'k y^^ y'k ^ since / is
closed, it follows that yQ e / ( xq). But this is impossible because since
dyi Kô)’ y'k) ^ yo)"" This contradiction establishes
the result. □
7.5.2 Definition
If A" is a metric space and if / is a correspondence from X io Y and ii A e X,
the oscillation of / over A, z>{f. A) is defined by ^ { f , A ) = sup{8(f{ai).
92 Continuity
/ ( ^ 2» : ^1, a ^ A}, Let Q (/, e) = {x ^ X: />(f, U) < e for some neighbour

2
hood t/o f x}. Clearly,/is Hausdorff continuous at x if and only i i x ^ e)

for all e > 0.
7.5.5 Theorem
Let X be a metric space and let Y be a totally bounded metric space. Let f be a
compact-valued, upper hemicontinuous correspondence from X to Y. Then, for
each e > 0, Q (/, e) is a dense, open subset of X. Consequently, the set of points at
which f is {Hausdorff) continuous is a set.
Proof If X is in Q (/, e), then there is an open neighbourhood i7 of x such

that ^ { f , U ) < e. Now [/ is a neighbourhood of each of its points and so
U c Q (/, e) proving that Q (/, e) is open.
If Q (/, e) is not dense, then there exists an open set G c AT with G n
Q (/, e) = 0 . We use this set G to estabhsh a contradiction. First choose an
increasing sequence of positive real numbers {a„: n ^ N) bounded above by
8/ 2, 0 < «1 < «2 * < « „ < • * • < e /2; and then construct a sequence in
G inductively as follows. Let x^ be an arbitrary point of G. Having chosen
x„ e G, choose x„+i e G so that
(1 ) 5 „(/(x„+ i), f{x„)) < a„+i - a„
(2) 5 „(/(x „), /(x „+ i)) = 5 ,(/(^ „ + i), f{x„)) > a„.
This is possible because / is upper semicontinuous so that 5„(/(^„+ i),/(x„))

can be made arbitrarily small by choosing sufficiently close to x„. On the
other hand, since e G, ^ (/, x„) > e and so in any neighbourhood of x„ we
can find with S^{f{x„),f {x„+J)>e/ 2. Now, if m > n , a „ _ i <
f { x j ) < 5„(/(x„_i), /( x „ _ 2)) + 5„ ( /( x„ _ 2), / ( x„ _ 3)) + • • •
+ û(/(^«+i). / ( ^ J ) + 5„(/(x„), f { x j ) < (a „ _ i - a „ _ 2> + (a „_2 +
a „ , _ 3 ) + • • • + ( « „ + 1 - «„) + /(^m )) = «m- l - «„ +
û(/(^n)»/(^m))- The first inequality here follows from (2) with n = w - 1 ;
the second from repeated use of the triangle inequality [Definition 4.1.1(i)]; the
third by repeated use of inequiility (1). Hence we have 5„(/(^„),/(Jc„)) >
for all »1 > n. Consequently, for all n and m (n m)
(3) 8 { f { x „ ) , f { x J ) = m ax{5„(/(x „ ),/(x „ )),5 „ (/(x „ ),/(x „ ))
> min(a„,a„) > a^.
Next we use the assumption that Y is totally bounded to construct a finite

tti/2 net for Y. Let this be F = { Ji, y2>■• • )• Observe that if F c 7 , then
Fg = F C\ (« i/2 + F) is an a i/2 net for F and also Fg c a j/2 + F so that
8 {Fg, B) < «i/2. Denote by F„ the subset of F associated with f{x„) in this
way; that is, F„ = F n (a i/2 + f{x„)).
7.7 Exercises 93
Now, because F is a finite set, it has only finitely many different subsets.
This means that F„ = F„ for two different integers m and n. Finally,
< (f(x„), F„) + S(F„, /(x „ )) < a j/2 + a i/2 =
8 which
contradicts (3). Thus we must have Q (/, e) dense in X □
There is no generally accepted hst of adjectives for the various types of

continuity considered in this chapter. We follow the usage of Ichiishi (1974)
who presents the situation in a particularly clear way. Early definitions of the
continuity of correspondences (Hill, 1927; R. L. Moore, 1925) are in terms of
upper and lower hmits. The equivalences in Theorems 7.1.7 and 7.1.10 have
been known for some time; see, for example, Kuratowski (1932) as well as Fort
(1949) and Choquet (1947). The precise relationships between semicontinuity
and hemicontinuity seem to be less well known. They are given by Ichiishi
(1974). Kuratowski (1932) proves that for compact spaces continuity and
Hausdorff continuity are equivalent. Questions of continuity were also consid
ered in detail by Strother (1955a, 1958).
In Section 7.2 we again follow, to a large extent, the paper of Michael
(1951), while in Section 7.3 one of the main sources for theorems concerning
the operations of union and intersection on mappings is Berge (1963) although
the results go back to Kuratowski (1968). As stated in the text Theorem 7.3.10
can be found in Hildenbrand (1974 pp. 23, 24). The important question of the
composition of semicontinuous mappings is well known and can be found
explicitly in both Strother (1955a) and Berge (1963). Theorems 7.3.12 and
7.3.14 can also be found in Berge. A somewhat more recent view of the Results
7.2.9 and 7.2.10 is given by Kuratowski (1970).
The mapping theorems of Section 7.4 occur in several places. It is not clear
where Theorem 7.4.2 originates but it is in both Bourbaki (1966) and Berge as
well as in Hildenbrand (1974 p. 24). Theorem 7.4.4 occurs in Smithson (1965).
More refined mapping theorems deahng with other topological properties (e.g.,
paracompactness, local compactness) have been discussed by Ponomarev
(1964b) and Borges (1967). A rather different view of these continuity proper
ties is taken by Flachsmeyer (1964) whose approach to topologies of closed
subsets is to identify closed sets with characteristic functions and use the
Arens-Dugundji topology for function spaces.
7.7 EXERCISES
1.1.\ Let / be a correspondence between topological spaces X and 7. Show

that the following are equivalent:
(i) the correspondence / is closed;
(ii) for each Xq X, e 7 with ^ / ( xq) there exist neighbour-
hoods U of X,0 and V of such that /( x ) Pi F = 0 for all
xin i/;
94 Continuity
(iii) whenever{x^:n e /)) is a net converging to Xq and (y„:n e D)

is a net converging to yQ such that y„ e /(x „) for all then
7.7.2 Prove that the correspondence / of Example 7.1.6 is upper semicon-

tinuous and that the correspondence g of Example 7.1.9 is not.
7.7.3 Prove that the correspondence g of Example 7.1.9 is lower semicon-
tinuous and that the correspondence / of Example 7.1.6 is not.
7.7.4 Let ^ be a topological space and Y a normed linear space. Let <f
>2
be continuous maps from X to Y. Define the correspondence / by

/(x ) = co(<i)i(x), <|)2(x)}. Show that / is continuous (in both the
Hausdorff and Vietoris senses).
7.7.5 Let X be the linear space of all bounded sequences x = (¿i,
with the norm l|xl| = Let / b e the correspondence from
]0,1] to X defined in Exercise 6.5.3. Show that / i s upper semicontinu-
ous.
7.7.6 With the notation of Exercise 7.7.5, show that / is not lower semicon-
tinuous.
7.7.7 Let /qq be the real linear space of all bounded sequences with the usual
supremum norm. Let / be defined by f ( x ) = (cluster points of the
sequence x}. Show that the correspondence/ from to R is continu
ous.
7.7.8 Investigate under what conditions the complement of a lower semicon-
tinuous correspondence is upper semicontinuous and vice versa.
7.7.9 Give examples to show that if / and g are lower semicontinuous, then
/ n g need not be. Given examples to show that without the side
conditions of Theorem 7.3.10 the intersection of two upper semicon
tinuous correspondences need not be upper semicontinuous.
7.7.10 Give a full proof of Lemma 7.3.13.
Chapter Eight
Selections and
Fixed-Point Theorems
In this chapter we come to some of the most important theorems in the subject
—important both from the mathematical point of view and from the point of
view of apphcations. This chapter, then, marks the transition from the prepara
tory work to being able to achieve some of the goals of the subject.
The concept of a selection was first systematically studied by Michael
(1956a, 1956b, 1956c) but it is, of course, related to other fundamental notions
which originate much earlier. In its simplest form, the existence of a selection is
the axiom of choice: on a set / there is a correspondence which assigns to each
/ in / a nonempty set ^4(0 and one asks for a function defined on I such that
</)(/) e ^(z) for all i. The status of this proposition as an independent axiom of
set theory is well known and in this form we have used it and will continue to
do so without exphcit mention. When more mathematical structure is present,
one asks for extra conditions on the choice function. In the present topological
situation we look for continuous choice functions. In this chapter that is what
is understood by the word selection', we shall not repeat the adjective continu
ous. In a later chapter we will be concerned with measurable choice functions
and there the term measurable selection will not imply continuity.
There are two places where the existence of a selection is immediately
useful. The first is to estabhsh the existence of a continuous inverse function: if
<f)is a function from Y to X, then any selection a for / = <l>* is a right inverse of
<l>in the sense that <>a is the identity on X. The second is to establish the
existence of a continuous extension. Let X^ a X and let be a continuous
function from Xi to Y. Then one may readily extend to a correspondence /
from to y by / ( x ) = <l>(x) if X G and f { x ) = 7 if x g X \ X ^ . Any
selection for / is a continuous extension of <f> to the whole of X. These
consequences suffice to show that the existence of a selection is not a trivial
problem.
95
96 Selections and Fixed-Point Theorems
When / is a correspondence from X to X, the term fixed point is something

of a misnomer. The term fixed-point theorem is usually used to denote any
reasonable generahzation to correspondences of the well-known type of result
for functions.
We shall exhibit two types. The first asserts the existence of a set K such
that fy^{K) = K\ the second asserts the existence of a point Xq such that
Xq e / ( xq). There is a third, much stronger type, which asserts the existence of
a point Xq such that {xq) ^ /(ô)* second type is the most important
from the point of view of applications. The most well-known result of this kind
is due to Kakutani (1941); more recently there have been important generaliza
tions of Kakutani’s theorem by Browder (1968) and Fan (1961). The most
usual method of proof is also to use selections. After proving the existence of a
selection, one uses some well-known fixed-point theorem for functions to show
that the selection has a fixed point which is then, obviously, a fixed point for
the original correspondence. In the case of metric spaces, there is also a large
number of papers which prove the existence of a fixed point by means of
some variant of the Banach contraction mapping principle. We will prove
one theorem of this type.
8.1 SELECTIONS
In this section we present two theorems (together with corollaries and addi
tional remarks). The first, though not quite stated in this form, is due to
Browder (1968); it is relatively straightforward and needs a minimal amount of
preliminary material. It does, however, well-motivate the second, due to
Michael (1956a, 1956c) and shows that the setting of paracompactness which
Michael uses is the “ right” one.
8.1.1 Definition
Let A" be a topological space and let { e / } be a cover of X by open sets.
Then a partition of unity subordinate to the cover (G^} is a family of continuous
real-valued functions <l>^ from X to [0,1] such that <f>i(x) = 0 for all x in X \ G,
and such that, for all x, E/e//(^) = 1 -
8.1.2 Lemma
Let X be normal and let ( G^, G2, . .., G„ } be a finite open cover of X, Then there
exists a partition of unity subordinate to this cover.
Proof We begin by con^ructing a new cover {Fi,F2,...,F „ } of X by

open sets such that (i) FJ c c Gy for / = 1 ,2 ,..., « and (ii) { F^: / < 7 } U
( Gy: / > 7 } is a cover for each 7. This is done inductively. Let F^ = X \ K J "=2^/-
Then is closed and Fi c G^; next we use the fact that X is normal to
construct an open set F^ with c F^ c F^ c G^. Clearly this satisfies (ii)
8.1 Selections 97
for j = 1. Now suppose have been constructed. Then since

: i < A: — 1} U {Gj:i > k — 1) is a cover for X, = A "\(U fr/F J U
U c G<.._Again use the normality of X to construct an open set F*
with F^ F, F^ c *
Clearly the family Fj, F2, . . . , F^^ satisfies (ii) with
Since X is normal, by Urysohn’s lemma construct continuous real-valued

functions on X such that ip(x) = 0 if x ^ X \G y, and ypj(x) = \ if x ^
and 0 < < 1. Finally, let <l>i(x) = \lî(x) • Since the family
{ : / = 1 , 2,...,« } is a cover, each x in A" is in some and so E y = ( x ) does
not vanish on X. Hence <t>^ is continuous and has the required properties. □
8.1.3 Theorem
Let X be a compact Hausdorff space and let f be a convex-valued correspondence
from X to a topological vector space Y. Suppose further that for each y in 7,
f ^ i { y } ) = [x ^ X: y ^ f ( x) ] is open. Then f has a selection.
Proof Since X is compact and Hausdorff, it is normal. Moreover, the

family { r ^ ( { y} ) : y ^ Y} is an open cover for X, By the compactness of X
there exists a finite set {jj, such that {/'^({7/}): f = l , 2,...,i^}
covers X and by Lemma 8.1.2 this subcover has a partition of unity sub
ordinate to it. Let (<i)y: = l,2 ,...,w } denote this partition of unity. Now let
a(x) = E"=i<i)y(x)>^y. Clearly a is a continuous function from X to Y, More
than this, however, if y(x) # 0, then x e/'^({jy}) and so y^ e /(x ). Thus
a(x) is a convex hnear combination of points y^ in /( x ) and since /( x ) is
convex a(x) e /(x ). Thus a is a selection. □
8.1.4 Definition
A cover is said to be locally finite if each point has a neighbourhood which
intersects only finitely many members of the cover. If and two covers
^ 2
for a topological space, is said to. be a refinement of ^ 2 member of

is a subset of some member of ^ 2-
8.1.5 Examples
If is a subcover of then is a refinement of The cover
[V^: i = 1 , 2, . ..,Az} is a refinement of the cover (Gy: i = 1 , 2,...,« } in the
proof of Lemma 8.1.2.
8.1.6 Definition
A topological space is said to be paracompact if it is Hausdorff and if every
open cover has a locally finite open refinement.
It is clear that every compact space is paracompact. It is well known that

every paracompact space is normal (see, e.g., Dugundji, 1966, p. 163). It is also
true that every metric space is paracompact (this is due to A. Stone and may be
found in Dugundji, p. 186). We next give, without proof, a sharpening of

Lemma 8.1.2 (see, e.g., Michael, 1956a, or Dugundji, 1966, p. 170).
8.1.7 Lemma
I f {Gi \ i ^ I ] is a locally finite open cover for a normal space X, then there
exists a partition of unity subordinate to it.
8.1.8 Theorem
Let X be a paracompact space and let f be a correspondence from X to a Banach
space Y whose values are closed and convex. Suppose, further, that f is lower
semicontinuous. Then f has a selection.
Proof We first show that for each positive real number )8, there exists a
continuous function ^ from X io Y such that ^^(x) e )8 + /( x ) for each x in
X (here we use the additive notation of Chapter 4). The desired selection will
then be constructed as a hmit of a suitable sequence of such functions.
For each>^ E: Y ,\ q\ Uy = f^{B{y, p)). Then, since / i s lower semicontinu
ous and B(y, is open in Y, Uy is open in X. Also, each x is in some Uy so
that the family {Uy'. y ^ Y} is an open cover of X. Since X is paracompact,
there is a locally finite refinement : z g / } which, by Lemma 8.1.7, has a
partition of unity {TTy: / G / } subordinate to it.
Let ^ be defined by <#>^(x) = E ,e/^ /(^ )7 (0 where >^(/) is chosen in such a
way that c for each i (this is possible because the family {G,} is a
refinement of the family {t^}).
Since, for each x, there is a neighbourhood which intersects only finitely
many of the sets G^, ^(x) is a sum of only finitely many nonzero continuous
functions. Hence ^ is continuous at each point and is therefore a continuous
function from X to Y.
Now, as in the proof of Theorem 8.1.3, <l>^ is a convex combination of those
points>^(z) for which is nonzero. But 7Ty(x) # 0 only if x g G( z) c
Thus /( x ) n B(y(i), j8) ^ 0 and so y(i) ^ + /(x ). Thus, is a convex
linear combination of those points y(i) which he in the convex set )8 + /( x )
and so is also in that set as required.
Next we construct a sequence of such functions (¡>^ to satisfy the following
two conditions:
(i)
(ii) 4>i(x) 2 - '+ / ( x ) , i = 1 ,2 ,3 ,....
For <Pi we take the function already constructed with /3 = 2~^. Suppose that
i,2,...,<i)„ have already been constructed. Let /„+i(^) = /( x ) n (2“ ” +
<f>„(x)). Then, since <f>„(x) satisfies condition (ii), f„+i(x) is nonempty and,
being the intersection of two convex sets, is convex. Moreover,/„^.i(x) is lower
semicontinuous [see Theorem 7.3.10(iii)]. Therefore, by the first part of this

proof (which does not require the correspondence to be closed-valued), and
with )8 = there exists a function with the property that „+i(x) e
2-w-i Because /„+i(^) f (x), we have, a fortiori, „+i(x) e
2-('*+i) -h /(x ) so that condition (ii) is satisfied; and, because f„+i(x) c 2"" +
we have ^ 2“ " + 2 “ "“ ^ + „(x) c 2 ” "'^^ + (¡>„(x) which
means that condition (i) is also satisfied.
This inductive construction establishes the existence of the sequence (< ¡ > ¿ 1
i G N), Now (i) states that ||<i)„+i(x) - ^„(x)|| < 2“ "“^^ for all n and all x.
Therefore sup^^;^l|<i)^(x) - </>„(x)|| < 2“ "'^^ for all «, m with m > n. Thus the
sequence (^: / g A/^) is a Cauchy sequence in the space of 7-valued continu
ous functions on X equipped with the uniform norm and so converges (7 is
complete) to a continuous function (¡> from X to 7. Since (ii) states that
l|<i)„(x)-/(x)l| < 2 ~” for all n, it follows that the limit function <#> has the
property that <j>(x) g / ( x ) for all n. Finally we make use of the assumption
that / is closed-valued to complete the proof. □
8.1.9 Remark
Michael has shown that the existence of such selections is equivalent to
paracompactness in the following sense: if A" is a topological space with the
property that every correspondence from A" to a Banach space 7 whose values
are closed and convex has a selection, then X is necessarily paracompact. It is
also the case that lower semicontinuity is necessary for the existence (in a
rather strong sense) of selections; see Parthasarathy (1972) and Exercise 8.4.10.
8.1.10 Corollary
Let X and Y be Banach spaces and let \l/ be a continuous linear function from Y
onto X\ then there exists a continuous function from X to Y {not usually linear)
such that x// o is the identity on X.
Proof Let f { x ) = ^*(x). Then / i s a correspondence from X to the closed

convex subsets of 7 [actually xl/*(x) is a translate of a closed linear subspace].
The open-mapping theorem states that xl/ is open and hence / is lower
semicontinuous (Proposition 7.2.9). The existence of xl/' now follows from
Theorem 8.1.8 as a selection for /. □
8.2 FIXED-POINT THEOREMS
As was said in the introduction, there are a variety of types of theorems which
are all labelled “ fixed-point theorems” for correspondences. For any of these
fixed-point theorems it is, of course, necessary that the correspondence map a
set X into the subsets of itself. In this case, we speak of a correspondence on X,
8.2.1 Theorem
I f X is a compact topological space and if f is a closed-valued^ upper semicontinu-
ous correspondence on Xy then there exists a nonempty compact subset C of X
such that f^(C ) = C.
Proof Consider the sequence of sets X^ = f ^ { X \ X^ = f^{Xf)y,,,yX^ =

.. . Since X ^ ^ X we have X^ c X^_^ for all n. Moreover, by
Theorem 7.4.2, each of these sets is compact. Let C = Since the
family {X^ \ n ^ N) has the finite intersection property, C # 0 . It is clear that
/^(C ) c C; to complete the proof we estabhsh the reverse inclusion. Suppose
Cq e C \/^ (C ), then we may separate /»^(C) (which is closed) and Cq by
disjoint open sets and G2. Because/is upper semicontinuous,/^(Gi) is open
and contains C. An elementary compactness argument (see, e.g., Dugundji,
1966, p. 226) now shows that X^ c f ^ G f ) for all sufficiently large n. Hence
= /^( A"„) c Gi for all sufficiently large n. Therefore C c Gj, contradict
ing the fact that Cq ^ G2. □
The next type of fixed-point theorem is the one which asserts the existence
of a point Xq such that Xq g / ( xq). The first one of this type which we present
is due to Browder (1968) and is a corollary of Theorem 8.1.3. Like Theorem
8.1.3, we give it to motivate the arguments used in the subsequent theorems.
8.2.2 Theorem
Let K be a compacty convex subset of a topological vector space Y and let f be a
convex-valued correspondence on K. Suppose also that for each y in Ky f ' ^ d y ] )
is a relatively open subset of K\ then f has a fixed point Xq [/.e., Xq e / ( xq)].
Proof By 8.1.3 the correspondence / has a selection a (here we take

X = K ) which maps the compact convex set K into itself. Now if Y is locally
convex, we may appeal to the Schauder-Tychonoff fixed-point theorem (see,
e.g., Dunford and Schwartz, 1958, p. 456). Alternatively, we may observe, as
Browder does, that since, for each x, a(x) is a convex hnear combination of
finitely many points the proof of Theorem 8.1.3), a
maps the finite dimensional closed convex set c o { y ^--^yn) 2 itself and
so, by the Brouwer fixed-point theorem, has a fixed point Xq (i.e., a(xo) = Xq).
But since a is a selection for / , a(xo) e / ( xq) and the proof is complete. □
The next theorem is the one which is most widely used in apphcations and is
due to Kakutani (1941). The pattern of proof is similar to that of Theorem
8.2.2. We use Michael’s selection theorem to obtain a function to which we
may apply one of the well-known fixed-point theorems. This means that we
need a lower semicontinuous correspondence. Kakutani’s theorem is usually
stated with the condition that the correspondence / be upper semicontinuous
and closed-valued. However, since we are also deahng with a compact set Ky
Theorems 7.1.15 and 7.1.16 show that upper semicontinuity and the closed
valued property are equivalent to having a closed graph. It seems that this
condition is somewhat easier to state and check so that that is the one we use.
In order to make the switch from closed to lower semicontinuous, we begin
with the following lemma; this lemma and this proof of Kakutani’s theorem
are due to Celina (1969) and may also be found in Hildenbrand and Kirman
(1976).
8.2.3 Lemma
Let X and Y be compact subsets of a finite-dimensional normed linear space
say) and let f be a convex-valued correspondence from X to Y which has a closed
graph. Then, given > 0, there exists a lower semicontinuous, convex-valued
correspondence g from X to Y such that Grg c + Grf.
Proof Consider first the new correspondences g ' defined for all e > 0 by
s'Xx) = U fix ') .

x'^X
\\x-x'\\< e
To see that g ' is lower semicontinuous, consider an open set G with g '(^) ^ G
# 0 . Then there exists x ' in X with ||x' —x|| < e and /( x ') n G 0 . If tj is
sufficiently small (17 < e - ||x' - x||) and if ||xo - x|| < 77, then ||x' - XqH< e
and so g'(ô) n G ^ 0 because /( x ') c g'(ô)- follows from Theorem
7.3.17 that gg = COg' is also lower semicontinuous. Then g^ is certainly
convex-valued so that the proof is finished by showing that Gr g^ c ^ -h G r /if
e is sufficiently small. Suppose this is not so, that is, for some > 0 and all
natural numbers n, Grg^^^ ^ Gxf. Then there exists a sequence
iix„, y„):n ^ N ) m X x Y such that (x„, y„) e G rgi/„ but d{{x„, y„),Gxf)
> ys. To say that {x„, y„) e G rgi/„ means thaty„ = with A„ , >
0, Er=V^n,/ = 1 and y„ i e /(x^ ,) where \\x'„j - x„|| < \ / n . In order to have
each sum over the same set of natural numbers ( l , 2,...,m + 1 }, we have
used a well-known result of Caratheodory which states that if, in y„ is a
convex linear combination of certain points, it can always be expressed as a
convex linear combination of at most m + 1 of these points. This is the only
place where finite-dimensionality is used, but it is crucial in the next part of the
proof.
Since X and Y are compact and g [0,1] we assume (pass to a subse
quence if necessary) that all the above sequences converge; that is, x„ -> x,
yn y^ '^n.i î^yn.i yi’ and x'„j x'. However, since \\x'„j - x„|l < 1/«,
x ' = X . We also have that = 1 andy„ = ^ = y-
Now (x'_„ y„j) e G r/a n d so (x(, y¡) = (x, g G rJ = Grf. Thusy,. g / ( x )
and, since /( x ) is convex, y ^ f ( x )—that is, (x, 7 ) e G r/. But since
d((x^, y„),Gxf) > P for all n this is impossible. This contradiction completes
the proof. □ ~
8.2.4 Corollary
In Lemma 8.2.3 we may take g to be closed-valued also.
Proof. Let g = cl gg for sufficiently small e and use Proposition 7.3.3 to

show that g is lower semicontinuous. It is of course still convex-valued, and if
Gr g, c ^ /2 + G r/, Gr g c ^ -h Gr /. □
8.2.5 Theorem
Let K be a nonempty, compact, convex subset of some finite-dimensional space
jR"* and let f be a convex-valued correspondence on K which has a closed graph.
Then f has a fixed point.
Proof By Lemma 8.2.3 and Corollary 8.2.4, for each natural number n
there exists a lower semicontinuous correspondence g„ on K such that Gr g„ c
n~^ + G r/ and g„ has values which are closed and convex. Then, by Theorem
8.1.8, there is a selection a„ for g„. The function is a continuous mapping of
K into itself and so, by the Brouwer fixed-point theorem, there exists x„ ^ K
with o^(x^) = x^. The compactness of K means that the sequence (x„: n e N)
has a limit point x. Since (x„, x„) e Grg„ c + G r/, it follows that
(x, x) G G r / = G r/. Thus X e /( x ) and the proof is complete. □
This type of argument can be extended to several functions in a similar way

to that given by Gale and Mas-Colell (1975, p. 10).
8.2.6 Theorem
Let K) be a family of compact convex sets {each in some Banach space
Y^) and let X = For each X, let f^ be a closed and convex-valued, lower
semicontinuous correspondence from X to X^. Then there exists x in X such that
pr^{x) G /x(x) for each X.
Proof For each X, we use Theorem 8.1.8 to construct a continuous

function from X to X^ with the property that o^{x) ^ f\(x). Then the
mapping defined by (x) = is a continuous function on the
convex, compact set X. Hence, by the Schauder-Tychonoff theorem (Dunford
and Schwartz, 1958, p. 456), has a fixed point x. Then pr^Cx) = prx((x)) =
ax(x) G /x(x) as required. □
8.2.7 Remark
There is clearly the possibility of some variation in the conditions of this
theorem. One may use Theorem 8.1.3 rather than 8.1.8; or, with the assump
tion of a closed graph for each /x, it is possible to use Corollary 8.2.4 again in
order to approximate each /x by a lower semicontinuous correspondence.
Finally, in this section, we give three examples from the large family of
fixed-point theorems which follow the general pattern of Banach’s contraction
mapping principle. Such theorems generally use either a strict contraction

condition (i.e., the correspondence satisfies a Lipschitz condition with constant
strictly less than 1) or a compactness condition. We first present a theorem due
to Smithson (1971) which is intermediate between these two types. Since the
proof, which as Smithson says is due to Edelstein (1962), is neither too long
nor does it involve too many extraneous ideas, we give it in its entirety. This is
followed by two more recent examples (one of each type) which are much
deeper but which we present without proof since to do so would take us too far
afield.
We recall that if { X, d ) is a metric space, then we use 5 to denote the
Hausdorff hemimetric on ^ q{X).
8.2.8 Definition
If / is a correspondence on a set X, an orbit (9(x) for / at x is a sequence
(x„ \ n Ei N ) such that x„ e /(x „_ i) for « = 1 ,2 ,3 ,..., and Xq = x.
If (X, d) is a metric space, a correspondence f is said to be contractive if
5 (/(x ), /(x ')) < d{x, x') for all x, x ' in X with x x'.
If ( ¿/) is a metric space, the orbit 6?(x) for / at x is said to be contractive
if and S (/(^«X /U «+ i)) for
all n.
8.2.9 Theorem
Let (X, d) be a metric space and let f be a contractive, closed-valued correspon
dence on X. I f there is a contractive orbit &{x) for f with the property that &{x)
has a subsequence (x„ : i e N ) such that both (x„ ) and (x„ +i) converge, then f
has a fixed point.
Proof Let (x„ ) be a subsequence of an orbit 0{x) with the property

hypothesized. Let>^Q = lim^^^QX^ and = lim^ô^x^ +J. Thus for sufficiently
large values of i, d(x„., j/q) < e and d(x„,+i, yi) < e. Since / is contractive,
S(fi x„)f(yo)) < Then, because x„ ^ f ( x „ ) , it follows that 8(y^, fiy^))
< 2e. But e is arbitrary and f ( y o ) is closed, so we have^^ e / ( ^ q)* remains
to prove that y^ = yQ.
Let <j) be the real-valued function defined on ( X X X ) \ A by <f>(x, y) =
S(f(x), f ( y ) ) *d(x, y)~^ where A denotes the diagonal of X X Then is a
quotient of continuous functions and so is continuous and, because of the
contractive condition, <#)(x, y) (x, j ) < a < 1 for all (x, y) UoX
i/p Now choose rj > 0 sufficiently small so that
(i) V < jd(yo’ 7i).

(ii) = ^(yo> V) and
(iii) = B(y^, ij) c Ui.
Since -> yQ and there exists r such that e Bq, ^ for

all i > r. Hence d{x^, +i) > \d{yQ, y^) > tj for all i > r. (*)
On the other hand,'since , +i) ^ Uq X (i > r), 5(/(x„ ),
<arf(x„ , x„ +i) and since 0(x) is a contractive orbit, d(x„,+i, x„,+ ) ^ 2
ad(x„ , +/). Furthermore, using the first part of the condition for a contrac
tive orbit, d(x„^^^, + ^ < < ^(^„,+1, ^„,+2)*
Combining these inequalities, we get d(x„,^^, ^/z,+i +i) ^ ^w,+i) for all
i > r. Iterating this inequality, one obtains +1) < a:^“ y(x„ , +1)
for all j > i > r.
In particular, d(x„ , +1) < a-'“ 'i/(x„ , +1) for all J > r. Lettingy -» 00,
we get that d(x„ , 0 which is a contradiction of (*). This establishes
that Jo = yi and hence that J q ^ f(yo)-
8.2.10 Corollary
I f f is a closed-valued, contractive correspondence on a compact metric space X,
then f has a fixed point.
Proof It is a relatively simple matter to show that since / is compact

valued, there is a contractive orbit at every point and then the compactness
condition easily yields the conditions of the theorem. □
8.2.11 Remark
It is interesting that if / is a closed-valued contractive correspondence on a
metric space, then / need be neither upper nor lower semicontinuous. Also, /
need not have a continuous selection. Thus the method of proof via a selection
argument fails. However, if / is a compact-valued, contractive correspondence,
then / is upper semicontinuous.
The next theorem is due to Assad and Kirk (1972).
8.2.12 Theorem
Let { X, d ) be a complete metric space which satisfies the following convexity
condition: for each x, y in A", x ¥= j , there exists z in X (z ¥= x, z y) such that
d(x, y) = d(x, z) + d(z, y). Let F G AT) and let f b e a correspondence from
F to X which satisfies the Lipschitz condition 8 ( f ( x ) , f ( y ) ) < ad(x, y) for some
a < 1 and whose values are closed and bounded. I f also f ( x ) c z F for each x in
the boundary of F, then f has a fixed point in F.
For the definition of uniform convexity which is used in the next theorem
due to Lim (1974), we refer the reader to Dunford and Schwartz (1958, p. 74).
8.2.13 Theorem
Let Y be a uniformly convex Banach space and let X be a closed, convex,
nonempty bounded subset of Y. Let f be a nonexpansive {i.e., 8{f{x), f ( y) ) <
d(x, y)] compact-valued correspondence on X. Then f has a fixed point.
Though this chapter is shorter than some of the preceding ones and has the
fewest number of sections, the great majority of the papers on correspondences
in the mathematical hterature are concerned with the topics presented here,
especially with the question of the existence of fixed points. Obviously, in such
a small number of pages we have only presented a small sample of the
theorems available.
The question of continuous selection has been explored most extensively by
Michael beginning with the paper “ Continuous Selections I” (1956a) and
continuing with a series of papers (1956b, 1956c, 1970). The paper “ Selected
Selection Theorems” (1956c) gives a very readable summary of the main results
of the earlier two. The book by Parthasarathy (1972) is a good survey of the
present literature. The work of Celina is somewhat different in that he does not
demand that the functions be selections, only that they be close (in some sense)
to the correspondence. This also seems to give a very fruitful approach to the
study of fixed points; (for this view, see Cehna, 1969,1970,1971). Sion (1960a)
uses the term uniformization to mean a selection but here, as in a great deal of
other literature on selections, the emphasis is on measurability and not on
continuity. Some of this literature will, therefore, be surveyed in Part III.
Theorem 8.2.1 is found in Berge (1963) and is due to Strother (1955b).
In the theory of fixed points, there are three main branches in the literature.
The first uses some linear structure, especially convex sets, and is closely
connected with the fixed-point theorems of Brouwer, Schauder, and Tychonoff.
The second uses topological properties alone and obtains fixed-point theorems
in the case of “ trees,” “dendrites,” and so forth. The third uses metric
properties and obtains fixed-point theorems for contractive correspondences
allied to the Banach contraction mapping principle. We deal with these in turn.
The first fixed-point theorem for correspondences is due to von Neumann
(1937) and can be found in the book by von Neumann and Morgenstem
(1947). This fact clearly shows the origins of the problem in economic theory.
The next in historical sequence is that of Kakutani (1941) (Theorem 8.2.5
above) and Kakutani again refers to von Neumann and economic theory. A
generalization of Kakutani’s theorem but using much more machinery from
algebraic topology is that of Eilenberg and Montgomery (1946). While
Kakutani’s theorem is a generahzation of the Brouwer fixed-point theorem, the
generalization of the Schauder fixed-point theorem to correspondences was
proved by Bohnenblust and KarUn (1950) and by Ghcksberg (1952). The
appropriate generalization of the Tychonoff fixed-point theorem is due to Fan

(1961). The paper by Browder (1968) is most useful for its survey of the
literature, its extensive bibhography, and, most of all, the relatively simple
proofs of the theorems just mentioned. He is also able to use these simpler
methods to extend some of the results. We have not gone fully into these since
the ideas of monotone operators takes us far from our central theme but
Theorem 8.2.2 comes from his 1968 paper. Flachsmeyer (1964) is more
concerned with those spaces which have the fixed-point property for all
continuous correspondences. The paper by Strother (1953) also deals with this
topic and is interesting because he shows that whereas I = [0,1] has the
fixed-point property [every continuous correspondence from / to Ji^ (/) has a
fixed point], such a simple space as does not.
Two writers who also extend the Schauder theory but who are more
concerned with the algebraic-topological side of the theory are Granas (1959a,
1959b) and Jaworowski (1956,1958). The first of these defines the degree of a
correspondence and uses this notion to obtain fixed-point theorems; the
outlook of the latter author is to generalize the concepts of homotopy and
homology theory to correspondences and to use these techniques to obtain
fixed-point theorems.
Investigators who have concentrated on topological properties to obtain
fixed-point theorems are Wallace (1941), Plunkett (1956), O’Neill (1957), and
Ward (1961). The result of Strother mentioned above shows that some rather
strong condition of one-dimensionality is necessary to obtaiin results of this
kind.
Edelstein (1962, 1964) was one of the first to consider extensions of the
Banach contraction mapping theorem to nonexpansive mappings. Since the
appearance of his work, there has grown up a large literature on the subject.
Nadler (1969) and Fraser and Nadler (1969) extended these ideas to correspon
dences. Though Markin (1968) slightly predates the paper of Nadler and
though it concerns correspondences which satisfy a nonexpansive condition, it
is of quite a different nature and uses the ideas of monotone operators
developed by Browder (1965) in a Hilbert space setting. The theorems of
Smithson (1971), Lim (1974), and Assad and Kirk (1972) are only three out of
an extensive recent literature on this topic. As further examples, we cite the
work of Lami Dozo (1973), Markin (1976), and Bose and Makhorjee (1978).
In a different direction, there is also the question of common fixed points
for two or more correspondences. Again there is a considerable literature and
we mention only one of the earliest papers in this area, that of Ponomarev
(1958). The paper by Fort (1950) discusses the nature of fixed points of
functions but uses the theory of correspondences to do so. For example, he
considers the correspondence / defined by {fixed points of <(>} and
shows that the fixed points of <l>are “essential” if and only if is a point of
continuity for / (in an appropriate setting).
Finally, in this brief survey, we turn to a few authors who have used the
theory of fixed points of correspondences effectively in other areas. This
8.4 Exercises 107
begins, of course, with von Neumann. The work of Celina (1970, 1971) was
largely motivated by work in differential equations and many of Browder’s
papers also have applications to partial differential equations. The paper by
Wehausen (1945) is also concerned with apphcations of this theory to ordinary
differential equations. Fuller (1961) gives an interesting survey of the subject
which concludes with two applications (one in algebraic topology and one in
ordinary differential equations).
8.4 EXERCISES
8.4.1 Using Example 7.1.9 (or otherwise), construct an example of a lower

semicontinuous correspondence which does not satisfy the conditions
of Theorem 8.1.3.
8.4.2 Show that if we modify Example 7.1.9 to make g open-valued [i.e.,
g(^) = {y - ^ y ^ (^)}] then g does satisfy the conditions of
Theorem 8.1.3.
8.4.3 Construct an example to show that the last condition of Definition
8.2.8 is not vacuous; that is, give an example of sets A and B (in the
plane) such that, for all a ^ A and b ^ B, d(a, b) > S(A, B).
8.4.4 Do there exist closed sets (obviously not in i^") with the property
given in Exercise 8.4.3?
8.4.5 Give an example to illustrate the first part of Remark 8.2.11; that is, a
closed-valued contractive correspondence which is neither upper nor
lower semicontinuous.
8.4.6 Give an example to illustrate the second part of Remark 8.2.11; that is,
a closed-valued contractive correspondence with no continuous selec
tion.
8.4.7 Let ^ ( Y ) denote the metric space of all bounded linear operators on a
Banach space 7. It is well known (see, e.g., Bonsall and Duncan,
1973b) that the correspondence a which assigns to each operator its
spectrum is lower semicontinuous. Use this to show that the corre
spondence COa has a continuous selection.
8.4.8 In the same setting as Exercise 8.4.7, what are the continuity properties
of the correspondence which assigns to each operator its numerical
range? (See Bonsall and Duncan, 1973a, p. 2, for related results.) Does
this correspondence have a continuous selection?
8.4.9 Let y be a Banach space and C a compact convex subset of 7. For
each X in 7, let iV^(x) denote the set of the nearest points to x in C;
that is, N^(x) = { j e C: d ( x , y ) = inf(i/(x, c): c e C}}. Show that
the correspondence is convex- and closed-valued. What are the
continuity properties of Does it have a selection? Are there

conditions on the Banach space which will ensure it is contractive?
8.4.10 Let X and Y be topological spaces, / a correspondence from X to Y
such that for each Xq in X and each yQ in / ( xq) there is a neighbour
hood Uq of Xq and a selection Oq for /restricted to Uq with the property
that ao(A:o) = yo* Prove that under these circumstances / is lower
semicontinuous (see Parthasarathy, 1972).
Chapter Nine
Correspondences and
Order Relations
This chapter explores the interplay between the theory of correspondences as it

has been developed in the last three chapters and partial orders on the sets
involved. The main purpose is to prove the maximum theorems in Section 9.2.
The connection between maximum theorems and selection theorems is
somewhat reminiscent of that between the well-ordering principle and the
axiom of choice. As was said in the introduction to Chapter 8, a selection is a
special type of choice function where we require the extra condition of
continuity. The axiom of choice follows readily from the well-ordering princi
ple since if each set can be well ordered, the choice can be the least element
from each set. Similarly, in this chapter we are concerned with sets which are
ordered and the choice is one which is maximal with respect to that order. We
are mainly concerned with properties of this maximal choice and, in particular,
whether it is continuous.
We shall use, therefore, concepts of continuity from Chapter 7, but we shall
also need the upper and lower order topologies which were introduced in
Chapter 1 and the idea of the epigraph of a function which was briefly
mentioned in Chapter 6. We begin with this last idea.
9.1 FUNCTIONS AND THEIR EPIGRAPHS
Functions and their epigraphs are not discussed in great generality. In Remark
9.1.5 we indicate how its scope might be broadened.
9.1.1 Definition
Let be a real-valued function on a set X, the correspondence epi <l>is defined
by (epi)(x) = { a: < a).
109
no Correspondences and Order Relations
In this section we shall explore the relationship between and epi in the
case when X i s sl normed hnear space. First we recall the definition of a convex
function.
9.1.2 Definition
A real-valued function <|) on a linear space X is said to be convex if <j>(Xxi +
(1 — A)x 2) < + (1 —A)<|>(^2) ^ ^ with 0 < A
< 1.
9.1.3 Proposition
A real-valued function ^ on a linear space X is convex if and only if Gr epi <f>is a
convex set.
Proof Let (x2,« 2) Grepi<i). Then > <l>(xi) and «2 ^

(X ), hence Aa^ + (1 - A)«2 ^ A<|)(xi) + (1 - X)<l>(x ) > <J>(Axi +
2 2
(1 - A)x2). The last inequality uses the convexity of <#>. Hence, (Ax^ +
(1 - A)x2, A«i + (1 - A)«2) = A(xi,ai) + (1 - A)(x2,« 2) is in the graph of
epi<i).
Conversely, if Grepi<#> is convex and if Xi, X ^ X, then (x^ (xi)),
2
(X2,<i)(x2)) are in G repi^ and hence so is (Ax^ + (1 - A)x2, A(Xi)+

(1 —X)<l>(x )) and hence A(xi) + (1 - A )^(x2) > (Axi + (1 —A)x2). □
2
Recall (see, e.g.. Exercise 1.5.8) that a real-valued function is upper (respec
tively, lower) semicontinuous if it is continuous to the real fine equipped with
the lower (respectively, upper) order topology. In order to lessen the confusion
with the different concepts of semicontinuity for correspondences, in this
chapter we shall refer to the former as order-upper (respectively, -lower)
semicontinuity and abbreviate it as o-upper (respectively, o-lower) semicon
tinuity.
9.1.4 Proposition
(i) A real-valued function <f>on a topological space X is o-upper semicontinuous
if and only if epi <l>is lower semicontinuous.
(ii) Similarly, is o-lower semicontinuous if and only if epi is upper semicon
tinuous.
Proof (i) Let G be an open set in R and suppose Xq ^ (epi <t>)'^(G) so that
there exists a e (epi<i))(xo) n G—that is, a e G and a > ^ ( xq). Moreover,
since G is open, we may assume that a > <#>(xq). Thus (xo) ^ [•, a[. Since 
is o-upper semicontinuous, there is an open set U containing Xq such that if
X ^ U then <f)(x) e [% a[. Hence a > <l>(x) and so a e (epi)(x) O G. In
other words, U c (epi )"^(G) and so epi <#>is lower semicontinuous.

The converse is even simpler because (epi )'^([% n[) consists of those x such
that there exists J3 with <#>(x) < and P < a. Therefore (epi <|))'^([*, a[) =
<í>” ^([% ol[) and since epi <l>is lower semicontinuous this set is open and so is
o-upper semicontinuous.
(ii) The proof of this is similar. If G is open in R and Xq g (epi <¡>y(G), then
epi (xq) c G And hence G must be of the form ]a, •] with a < (xq). Since (p
is o-lower semicontinuous there exists an open set U with Xq ^ U such that if
X Ei U, <i)(x) > a and hence epi</)(x) c G. Conversely, (epi )^(]a, •]) =
(jc: <}>(x) > a} = <J)“ ^(]a, •]) and the proof is finished as before. □
9.1.5 Remark
These properties can be generalized to a much wider situation. If the range
space of the function </> is an ordered linear space (see, e.g., Schaefer, 1966)
with positive cone K we may define convexity relative to this order (denoted by
<^) by the equation ^(Xx^ + (1 —A)^2) + (1 “ ^)<í>(^2)- Then,
since the order is compatible with the linear structure the proof of Proposition
9.1.3 remains unchanged. One needs to be more careful with the definition of
upper and lower interval topologies and, since the order relation is no longer a
total one, while the proof of Proposition 9.1.4(i) remains valid, that of 9.1.4(ii)
does not.
9.1.6 Corollary
I f a real-valued function <¡>is continuous, then epi <t>is continuous.
9.1.7 Theorem
If (p is a real-valued convex function on a finite dimensional linear space X, then
Gr epi <p is a closed convex set.
Proof It is well known (see, e.g., Roberts and Varberg, 1973) that a convex
function on a finite dimensional space is necessarily continuous. Hence, by
Corollary 9.1.6, cp i< p is continuous. Also, epi<|)(x) is closed for each jc;
therefore, by Theorem 7.1.15, G rep i^ is closed. We have already proved in
Proposition 9.1.3 that Gr epi <p is convex. □
9.2 M AXIM U M THEOREMS
In the previous section we began with a function ^ whose range was an ordered
space and considered the correspondence epi <p derived from it. In this section
we begin with a correspondence /whose range is also ordered in some way and
consider the function (or correspondence) obtained by selecting maximal (or
possibly minimal) elements out of each f(x). Our discussion is limited to two
main theorems which have proven to be appropriate for certain apphcations.
Both of these theorems are found in Hildenbrand (1974 pp. 28 ff), which also
contains a discussion of their application to economic theory. We continue to
use the terminology of the previous section.
112 Correspondences and Order Relations
9.2.1 Theorem
Let X and Y be topological spaces and let f be a lower semicontinuous correspon
dence from X to Y. I f ^ is an o-upper {respectively, o-lower) semicontinuous
real-valued function on X X Y, then the function defined by =
^ f{ ^ )] {respectively, the function ip {x) defined by
2 ^
sup{<l>{x, y): y ^ f{^)}) Is also o-upper {respectively, o-lower) semicontinuous.
The situation described in Theorem 9.2.1 is illustrated in Figure 9.1. The

value of is determined by the ‘Valley-bottom,” that is, the lowest point
of the cross section of the graph of which lies over the graph of /.
Proof Let G = [•, a[ bea lower interval in R and let Xq e \l/i\G ), that is,
î(ô) Then, from the definition of ipi, there exists J q in /(ô ) ^nch that
<p{xo, >ô) ^ Now since <t>is o-upper semicontinuous, there exists a basic
open set [/ X F in A" X y such that Xq ^ U, yQ ^ V, and <J>(x, y) < a for all
{x, y ) ^ U X V. Moreover, since J q e / ( xq) D V and / i s lower semicontinu
ous, there is a neighbourhood C/' of Xq such that if x ' e U', th en /(x ') n V ¥=
0 . To conclude the proof, suppose that Xj e (/ n U'. Then f(x{) D V¥= 0.
Let^î e / ( x i ) n F so that (xj, y { ) ^ U X V. We then have (xi, < a and
hence »i'i(xi) = inf{(xi, y) : y ^ ^ J i) < Therefore
U D U' <z and hence is o-upper semicontinuous.
The proof that >/'2 is o-lower semicontinuous when ^ is o-lower semicontinu
ous is entirely analogous. □
9.2.2 Corollary
With the notation of Theorem 9.2.1, if f is compact-valued and if<f>is continuous,
then = min{{x, y ) \ y ^ /( ^ ) ) Is o-upper semicontinuous and ~
max{^(x, y): y ^ f ( ^ ) } Is o-lower semicontinuous,
9.2.3 Remark
The statement of Theorem 9.2.1 avoids the question of whether is well
defined on the whole of X or not. The proof is equally valid whether we insist
that ip is bounded below so that xpi is a well-defined real number for all x in X,
or whether we restrict the domain of to those x for which it is defined, or
whether we consider ipi to he an extended real-valued function possibly taking
the value —oo at certain points.
Before we come to the final theorem of this chapter and its corollaries, some
discussion of the situation is appropriate.
As in the preceding theorem / is a correspondence from a topological space
A"to a topological space Y. For each x the elements of f ( x ) are ordered by a
preference or priority ordering. This certainly need not be a total-order and, in
fact, does not have to be a partial order as the term was defined in Section 1.1.
The properties required are that it be transitive and nonreflexive (see Defini
tion 1.1.3). We emphasize that this order depends on x and is only defined on
f(x); we shall use the symbol < ;^ denote it. Another way of viewing this
preference relation is as a correspondence p from X to Y X Y defined by
p { x ) = { ( y , y ' ) : y <^y'}.
We also recall here the distinction between maximal elements and greatest
elements (in partially ordered and preordered sets). If (Z, < ) is an ordered set,
Zq is said to be maximal if there is no element with Zq < z^. An element Z2 is
said to be a greatest element if z < Z2 for all z e Z, z # Z2. Clearly a greatest
element is maximal but not necessarily conversely. A greatest element is
necessarily unique but there may be many maximal elements. (See also
Exercise 1.5.6.)
With this introduction, we are ready to present the next theorem.
9.2.4 Theorem
Let X and Y be topological spaces and let f be a compact-valued continuous
correspondence from X to Y, Suppose that, for each x in X, there is a transitive,
nonreflexive preference relation on f(x). Suppose further that the graph of
this preference relation is relatively open in the sense that if
F = {(x, y , y ' ) E i X X Y X Y : { x , y) ^ Grfand (x, y') ^ G r f ] ,
/> = { { x , y , y ' ) ^ X X Y X Y : y < ^ y '] ,
then F \ P is a closed subset of X X Y X Y, Then the set m(x) of maximal

elements for the relation in f ( x ) is nonempty and compact. Further, the

correspondence m from X to Y is upper semicontinuous.
Proof We first examine the connection between the relations and the
topology on f{x). Since F \ P is closed, it follows (as was remarked in Section
6.2) that for each fixed x in X, {( y\ y) e f ( x ) X f ( x ) • y' <xy) is closed in
f ( x ) X /(x ). Further, for each x in X and eachjv e /(x ), ( y ' ^ /( x ) y' <xy}
is closed. In other words, for each x ^ X and7 e /(x ), the set [•, = [ y' ^
f ( x ) : y' <^y} is open in /(x ).
Next, we show that for each x the set m(x) is nonempty. Suppose, on the
contrary, that there exists Xq with m(xQ) = 0 . For eachy e / ( xq), [% y[x^ is
open and since m(xo) = 0 , every member of / ( xq) belongs to [ \ yl^^ for
some;;. Thus, these sets form an open cover of the compact s e t/( xq). Hence
there exists a finite set { yi, yi^• • • ^yn) such that the family {[% i^
1 ,2 ,...,« } covers/( xq). N ow this finite set certainly has a maximal element
(say) and it is clear (because < ;^ is nonreflexive) that such an element is not in
[•, for all i contradicting the fact that this family is a cover.
Now m(x) = / ( x ) \ y[x since [•, y[^ is relatively open in
/(x ), it follows that m(x) is a relatively closed subset of the compact set /(x )
and hence is compact. This fact also follows from the next step where we
prove, further, that the graph of the correspondence m is closed.
Suppose that {(x„, y ^ ) : n ^ D } i s a. net in Gr m which converges to (x, y ) .
We need to show th a t;; g m ( x ) . Let z be in /(x ). For each open neighbour
hood U of z, /(x ) D U 0 and, since x„ x, it follows from Theorem 7.1.7
that / ( x „ ) n U 0 for all sufficiently large n . Now if we denote by the
directed set of all open neighbourhoods of z and let Z)' = X and use j to
denote the elements of D \ we obtain nets (x^: j g D ' ) , ( y j i j e /)'), and
{ z j : j G D ' ) as follows: for each j = ( n , U) let X j = x„ and y j = y^ and choose
Zj from the nonempty set /(x „) n U. Then X j x, y j y , and Zj z;
moreover, Zj g f{xj) and yj g m{xj). Since yj is maximal in f{xj), yj < ^,Zj.
Therefore the net ((xy, jVy, Zy): y g Z)') in X 7 X F is in the closed W
F \ P . Consequently, (x, y, z) g F \ P , that is, ;; < ^z. Since this is true for all
zin /(x ), y is maximal in /( x ) and Gxm is closed.
The proof that m is upper semicontinuous is completed by observing that
m(x) = /( x ) n m(x) and using Theorem 7.3.10(ii). □
9.2.5 Remark
Rather than assuming/is continuous everywhere, it is possible to prove that m
is upper semicontinuous at those points of X where / is continuous. (See, e.g.,
Hildenbrand, 1974).
9.2.6 Corollary
With the notation and conditions of Corollary 9.2.2, let m \ x ) — {yEi
/ ( x ) : (x, y) = ^ 2(^)}* Then m' is a compact-valued, upper semicontinuous
correspondence from X to Y.
Proof. Define an order on f { x ) byjy < ^y' if only if <l>(x, y) < <J>(x, y').
Then <;c is transitive and nonreflexive. Also the continuity of <l>ensures that
the graph of this relation is relatively open in the sense of Theorem 9.2.4,
which can be applied to yield the result. □
We may now strengthen Corollary 9.2.2.
9.2.7 Corollary
With the notation and conditions of Corollary 9.2.2, the function -^ 2 continuous.
Proof Since the correspondence m' defined in Corollary 9.2.6 is upper

semicontinuous and compact-valued, it follows from Theorem 7.3.14 that the
correspondence (x, m'(A:)) is upper semicontinuous. Now ^ is a continu
ous function and hence can be regarded as an upper semicontinuous corre
spondence (Remark 7.1.5), hence. Theorem 7.3.11, the composition x\-^
<f)(x, m \ x ) ) is upper semicontinuous. But it is clear that this correspondence is,
in fact, the function so, by Remark 7.1.5 again it is continuous. □
In the case when 7 is a normed linear space, it may be useful to know that
the set of maximal elements is convex. In the case of Corollary 9.2.6, it is
rather easy to give a natural sufficient condition for m '(^) to be convex.
9.2.8 Definition
A real-valued function on a linear space is said to be concave if +
(1 —X)x ) > A(î) + (1 ” ^)(-^2)
2 ^2 domain and all \
with 0 < \ < 1 .
9.2.9 Proposition
With the conditions and notation of Corollary 9.2.6, if X and Y are linear spaces,
if f is convex-valued and if <J) is concave on X X Y, then m \ x ) is convex for
each X.
Proof S u p p o s e y ^ m \x )\ then since/(x) is convex,

2 + (1 - A)>^2
E /(x ). Suppose that Xy^ (1 — X)y is not maximal. Then there exists z for
2
which we have the following chain:
z) + ( 1 - z) = <t>{x, z) > <f>(x, \ y i + ( 1 - ^ ) 3^2)
= <l>(\x + ( 1 - \ ) x , Xji + ( 1 - X)72)
> \<p(x, y^) + ( 1 - X)<t>(x, y ). 2
Hence, either z > ^y^^ or z > ^y 2 contradicting the fact that both are
maximal. □
One of our aims in writing this book has been to make the theory of
correspondences as self-contained as possible. We have deliberately avoided, as
far as was consistent with presenting the theory, those parts which need a
considerable amount of machinery from other branches of mathematics. This,
of course, inevitably leads to substantial gaps. For example, in Section 9.1 we
only touch on the theory of partially ordered vector spaces. Those readers who
wish to read the background material for a study of the theory of correspon
dences in such spaces are referred to the books by Jameson (1970), Peressini
(1967), and Schaefer (1966).
The two main theorems of Section 9.2 can be found in Hildenbrand (1974
pp. 28 ff). Similar results are given by Berge (1963) and Debreu (1959).
9.4 EXERCISES
9.4.1 Let c be the real linear space of all convergent sequences. Let K =
{x = d i, ¿2. Is»---) ^ c: > 0, i = 1 ,2,3,...}. Show that the rela
tion <fr defined by x <fry if and only if y - x e A' is a partial order
on c. Show also that x </^y, z e e , imply x + z <fry + z and x < ^ 7,
a > 0, imply ax <Kay. Finally show that this relation is “antisymmet
ric,” that is, X <f^y and y <j^x together imply x = y,
9.4.2 Let a: = (x = (¿1, ¿2»-- • »1«) ^ with ¿, > 0 and ly = 0,
1 < y < /}. Show that K is convex and that the order induced by K (in
the same way as in Exercise 9.4.1) has the properties listed in Exercise
9.4.1.
9.4.3 Show that the cone K in Exercise 9.4.1 is closed in the usual sup norm
topology on c and hence that if x„ < x„ x ,y „ ^ y, then x <j^y.
Show that the cone K in Exercise 9.4.2 does not have this property (for
the usual topology on A"). The order is said to be normal (with respect
to the norm topology) if there is a constant y such that 0 < x <
implies ||x|| < y||7 ||. Show that K in Exercise 9.4.1 gives a normal order
and that in Exercise 9.4.2 it does not.
9.4.4 Let A" = (x = (li, ¿2»I 3 ) ^ • 1/ > 0, / = 1,2,3). Let i, <f>2 be de
fined on E? by <|)i(x) = X, <l>(x) = 2x. With the order
2 defined as
in Exercise 9.4.1, describe epi i. Let / be the correspondence from A
to defined by /( x ) = { y ^ R ^ : <j>i(x) <f.y < k <1>2(^)- Show th at/
is compact and convex-valued and describe the image sets /( x ) geo
metrically.
9.4.5 With the notation of Exercise 9.4.1, let / be the correspondence from
[0, 1 ] to c (with the supremum norm) defined by f ( t ) = { x =
(li, ^ ^ ^ 0 - Show that / is con
9.4 Exercises 117
tinuous and convex-valued. Show that, with respect to the order of

Exercise 9.4.1, each set f {t ) has a unique maximal element but no
minimal element.
9.4.6 Let Ф be a continuous real-valued function onjR+= [t ^ R: t > 0],
Let f ( t ) = {s: ф(х) = тах ф (г), О < г < i}. Show that / is upper
semicontinuous but not always lower semicontinuous. Show that the
same is true if max is replaced by min in the definition of /.
9.4.7 Show that the first statement of Exercise 9.4.6 still holds if ф is only
o-upper semicontinuous. Show also that if we replace max by min, and
o-upper by o-lower semicontinuity, then again we have the same result.
9.4.8 In view of Exercise 9.4.7, does Corollary 9.2.6 generalize to the case
when Ф is o-upper semicontinuous?
9.4.9 With f ( t ) defined on [0,2/тг] by f {t ) = [t/2, t] and (with the notation
of Corollary 9.2.2) ф(Г, s) = ^ sin (l/5), verify Corollary 9.2.7 by show
ing that Ф2 is continuous.
9.4.10 Let X be the unit sphere {x : ||x|| = 1} in a normed linear space and
let Y be the dual space with the weak ♦ topology. Consider the
correspondence / from Л" to У which assigns to each x in X the unit
ball {y: llyll < 1} in У. Then / i s certainly continuous and, as is well
known, compact valued. For each x ^ X, define a relation on f ( x ) by
У ^ y(^) ^ y ' M ^ Show that this relation satisfies the condition
of Theorem 9.2.4. Show that the maximal elements in f ( x ) are those
functionals which support the unit ball at x and hence that the
correspondence s from Л" to У which assigns to each x the set of those
functionals which support the unit ball at x is upper semicontinuous.
Chapter Ten
Applications:
Mathematical Economics I I
In this chapter we illustrate two separate but mathematically interrelated

aspects of the theory of economic systems. In Section 10.1 we devote our
attention to demand correspondences—in particular, to conditions which
guarantee some suitable continuity properties for demand correspondences. In
Section 10.2 we discuss the problem of the existence of competitive equilibria
in a special model of a pure exchange economy.
The discussion of Section 10.1 may be regarded as a continuation of that of
Section 5.2 in the sense that we proceed with our analysis within exactly the
same framework. Indeed, it is the topological setting described in Section 5.2
which leads to the results on continuity of Section 10.1.
On the other hand, the economic system that is the object of our interest in
Section 10.2 is less general than the preceding one. This lowering of the level of
generality of the discussion is a necessity imposed by the way the mathematical
material of this book has been arranged. To study the existence of equilibria in
the framework of the economy of Sections 5.2 and 10.1 would require the use
of mathematical results which are not developed until Parts III and IV.
10.1 INDIVIDUAL DEMAND: CONTINUITY
Our current framework is that of a pure exchange economy . We think of #as

a measurable map from the measure space of agents (^ , i') to the space of
agents’ characteristics Q X R^. As in Section 5.2 Q X i^'îs endowed with the
product topology—of the topology of closed convergence on Q and the usual
topology on R^.
A consumer a E: A is described by the characteristics {X{a\ > i{a)) in
Q X R^. The role of a consumer simply consists in choosing consumption
plans; more specifically, given a price-wealth situation, the agent chooses an
118
10.1 Individual Demand: Continuity 119
affordable commodity bundle which maximizes the agent’s satisfaction level.

We can thus describe the consumer’s behaviour by mapping the varying
price-wealth situations into the choices they give rise to.
It would be perhaps ideal to be able to describe the agent’s choice behaviour
by means of a function mapping each price-wealth situation into a unique
commodity bundle. However, this would require us to make a rather restrictive
assumption regarding the agent’s preferences, namely that they are strongly
convex—a preference relation is said to be strongly convex if for every x - x \
X # x', and \ e ]0, 1 [ one has that \ x + (1 —X)x' > x.
When preferences are not strongly convex—that is, when they fail to be
convex altogether or when they are only convex in the sense of assumption A4
in Chapter 5—we cannot expect to describe the price-wealth to choice relation
by means of a function. These situations are illustrated in Figure 10.1. It is
here that correspondences become essential.
In principle, thus, the choice behaviour of a consumer may be summarized
by meems of a correspondence that assigns to each price-wealth situation a
set of alternative but equivalent—that is, each one is satisfaction maximizing
—consumption bundles: a demand correspondence.
A more general description of demand is obtained if we make the demand
correspondence depend not only on wealth w and prices p but also on the
agents’ preferences . In the latter case, we select Q x R X instead of
R X R^ the correspondence’s domain, and we are able to study choice
behaviour over the whole economy S, dependent at once on the arguments
preferences, wealth, and prices. This is the approach we shall adopt in this
section. We now give some formal definitions.
10.1.1 Definition
Let the price system p prevail, and consider the agent a ^ A characterized
by the triple { X{ a\ vv(«)) in g X The budget set and the demand set
of ¿2 at /7 are defined by b{X{a), w{a\ /?) = (x e X{a): p • x < w(iz)},
and d{X{a), w {a\ p ) = ( z e b{ X{ a\ w {a\ p) : there is no x g
b{ X{ a\ w(a), p) such that x respectively.
120 Applications: Mathematical Economics II
The consumption set correspondence X of Section 5.1 may be easily

redefined as a correspondence from Q to R^hy the assignment
X{a), As an immediate consequence of Theorem 5.2.1, one notes the following.
10.1.2 Remark
The consumption set correspondence X from Q to is closed and lower
hemicontinuous. Note also that since Theorem 5.2.1(i) says that Q is compact
and metrizable, for closed-valued correspondences lower (respectively, upper)
hemicontinuity coincides with lower (respectively, upper) semicontinuity—see
Theorem 7.1.14.
A budget set relation b for ^ is easily constructed from Definition 10.1.1 by

assigning to every point {X{a\ w {a\ p ) in Q X R X R ^ the subset
b(X(a),w(a), p) of R^. Similarly, a demand relation d may be constructed
from 10.1.1 by assigning to each (X(a),>^,w(a), p) the demand set
d(X(a),>^,w(a), p). Under suitable assumptions, as we shall soon see, we
can guarantee the nonemptiness of all relevant budget sets and demand sets.
When this is so we speak of the budget set correspondence b and the demand
correspondence d. In this section we shall simply assume that this is the case.
To be a useful tool, a demand correspondence needs to satisfy some kind of
continuity conditions. In economic terms we need, as pointed out in Section
5.2, that similarity of tastes lead to similarity of choices in similar price-wealth
situations. Agents who are “ near” to one another in Q—“ nearness” in
characteristics—should choose, under the same price-wealth situation, con
sumption plans which are “close” to one another in R^. Similarly, “ small”
changes in the price-wealth situation should not lead to “ radical” changes in
the choices of the same consumer—or, for that matter, in one which is very
“close” in characteristics.
The concept of “ similar tastes” has been formalized by means of an
appropriate topology in Section 5.2. The intuitive idea of “ smooth responses”
to small changes is taken care of here by means of a suitable continuity
concept. Mathematical notions thus acquire a natural economic interpretation.
In what follows we represent a consumer by a triple ( A", > , w)—we drop
the variable a so as to simplify the notation.
We shall confine ourselves to strictly positive price vectors—we define
P = {p e R^^: p » 0}—and we assume a distribution of wealth throughout
the economy such that ^ everywhere on g X X P. These are,
indeed, severe restrictions insofar as prices are concerned and too direct an
assumption in respect of the wealth distribution. They are aimed at ensuring
the continuity of b and the nonemptiness of the values of d. In most theoretical
studies prices are allowed to vary over —even over the whole of and
the condition inf^^xP ‘ x < w is not postulated as an assumption but ob
tained, when needed, as a result of less direct structural assumptions. For our
primarily illustrative motives, however, simphcity justifies our restriction and
assumption.
I0.L3 Theorem
Assume that for every p ^ P, inf^^xP ’ ^ everywhere on Q X R X P. Then
(i) the budget set relation b from Q X R X P to is a continuous correspon
dence',
(ii) the demand relation d from Q X R X P to Rîs a compact-valued and upper
hemicontinuous correspondence.
Proof (i) We begin with b. Because of our strong assumptions, it is easy to

see that the set b{X,w, p) is nonempty, compact, and convex. Because
*^ < we even have int b{X, w, p) Ф 0 . By Theorem 7.5.1, it is
now enough to show that b is closed and lower hemicontinuous.
The correspondence b is the intersection of the closed correspondences
(Л", X —the consumption set correspondence—and {X,w, p) \ ^ {x ^
R^^: p • X < w}. The closedness of these two correspondences is a direct
consequence of Theorem 5.2.1. Hence b is closed.
Define next the correspondence (X,w, p)[^ inib{X,w, p) = {x ^ X: p • x
< w], and let the sequence ((X„, > p„):n ^ N) converge to (X, > ,
w, p). Take x e int b(X, w, p). It follows from Theorem 5.2.1 that (X, >)\ ^ X
is lower hemicontinuous, and hence that there exists a sequence (x„: n ^ N)
with x„ G X„ which converges to x e ini b(X,w, p). Now x ^ inib(X,w, p)
implies x„ G int*(A"„, p„) for sufficiently large n. Hence by Theorem 7.1.7
(X,w, p)\-^ {x ^ X: p • X < w} is a lower semicontinuous correspondence.
Since X is convex, it follows that b( X, w, p) is the topological closure of
ini b(X,w, p). Thus, b is lower semicontinuous, and hence is lower hemicon
tinuous.
Having shown that b{X,w, p) is nonempty, compact, and convex, and that
b is closed and lower hemicontinuous, we have proved that ^ is a continuous
correspondence.
(ii) We finally focus on d. Consider the set {(X, > , w, p, x, y) ^ Q X R X
P X R^ X R^: X, j G b(X, w, p) and x y); it is closed by Theorem 5.2.1(iii)
together with 10.1.3(i) above. Therefore, by Theorem 9.2.4, the demand corre
spondence d is compact-valued and upper hemicontinuous. □
10Л.4 Remark
The assumption ini^^xP ' x < wis crucial in the proof of Theorem 10.1.3. It is
easy to show a discontinuity for b when ini^^xP ’ x = w.
10.2 EXISTENCE OF WALRAS EQUILIBRIA
In this section we shall study an important as well as traditional solution

concept for an economic system, namely, the Walras or competitive equilibrium.
This will allow us to further illustrate the use of correspondences in economic
analysis and to show the essential role that fixed-point theorems play in
equilibrium theory.
122 Applications: Mathematical Economics U
Limited by the mathematics that precedes this chapter, we are forced to

approach the issue in a framework that is less general than the one developed
in Sections 5.2 and 10.1. Moreover, to keep the length of the discussion within
reasonable bounds, we confine ourselves to the model of a pure exchange
economy.
The economic activity we study in this section consists of the simple
exchange of commodities among a finite number of agents (consumers). Our
framework is thus a finite pure exchange economy represented here by a map
S from a finite set of agents A to the space of agents’ characteristics Q X
jR^—we do not make explicit use of the topology of closed convergence on Q,
A consumer a ^ A '\^ identified with the triple i{a)) oi Q x
We also make a series of simplifying assumptions that will have the effect of
seriously restricting the generality of the results—at least in relation to what is
actually possible in contemporary theory—while at the same time greatly
facilitating our task.
We first assume that for every a ^ A, X(a) = jR+—clearly A1 in Chapter 5
is satisfied. Then we let Q be the set of all reflexive, transitive, and complete
preference-indifference relations As elsewhere, we assume each to be
continuous (A2). Additionally, we require each to be monotonic (A3) and
convex (A4).
A vector L(a)>0 represents the initial endowment of consumer a. We shall
always work with strictly positive prices. As a normahzation rule, it is conveni
ent here to je t P = {p ^ :0 < < 1, i = 1 ,2 ,...,if; LUiPi = 1}> and
then define P = { /? e : 0 < /?^ < 1, z = 1,2 ,... ,if; Ef=iP/ = 1). Hence we
work with prices in P.
We call r = 'La&yî{a) the total resources of S, Later on, in Proposition
10.2.3, we will assume that r » 0.
If every agent owns some amount of some commodity, and Up ^ Py we will
have p • i{a) = w{a) > inf^^j^^p • x = 0. In this case, the budget set o f a ^ A ,
denoted ¿(a, p) = ¿(i^+, w(u), p) is nonempty, compact, and convex.
The result of the exchange activity in a pure exchange economy is a
redistribution of the total resources r. At the initial stage, the state of the
economy is described by the initial allocation i = ( i ( a) : a ^ A), If the price
system p ^ P prevails—we do not explain here how such a. p is
determined—each consumer a ^ A maximizes his or her satisfaction level by
choosing in the budget set b(a, p) = {x ^ R^ : p • x < w{a)) a maximal
element for This leads to exchange of commodities among the members of
^ a n d hence to a redistribution of r—that is, to a new state of the economy
described by a new allocation ^ = (<l>(a): a ^ A). Since only exchange takes
place, it is clear that feasibility requires that the condition r = ^
satisfied. We call such a a feasible allocation. We write, for
every u ^ A, i{a) = (xî,.. . ,3c^^) and (a) = (x^^,.. . ,x^^).
In analogy to the simplifying notation introduced above to denote the ath
consumer’s budget set—¿(a, p) for ¿(-R+, w(a), p )—we write d{ay p) instead
of w(u), p) to denote the ath agent’s demand set. As a special case
of the general formulation of Section 10.1 the assignment {a, p)\-^ d{a, p)
designates here a demand correspondence for a fixed preference-indifference
relation in g. As a consequence, we do not need in this section to refer to
any particular topology on g.
For price systems p ^ P wc define the total demand correspondence by
t{p) = the total excess demand correspondence by e{p) =
Kp)-{r).
10.2,1 Definition
A Walras or competitive equilibrium for a finite economy ê is an allocation 
and a price system p such that
(i) <l>(a) G d(a, p) for every agent a :A;

(ii)
It follows from Definition 10.2.1 that at an equilibrium every consumer is
maximizing satisfaction [condition (i)], and demand is equal to supply in every
market [condition (ii)]. As expressed before, an equilibrium allocation ^ is a
redistribution of the initial resources r achieved by the economic agents acting
in a decentralized manner. The equilibrium price system p is precisely a set of
prices at which the individual agents’ decisions happen to be compatible with
one another in the sense that, in each market, total excess demand is zero.
We shall call W{S) the set of Walras or equilibrium allocations of the
economy S. Our task in this section is to show that S has a competitive
equilibrium (<l>, p). In other words, we show that there is somep ^ P such that
W(S") # 0 if and only if 0 g e(p).
Let us study first some properties of the demand correspondences of .
10.2.2 Proposition
Let S be a pure exchange economy from A to Q X as described in the
preceding paragraphs, and assume p ^ P. Let a ^ A. Then
(i) the demand set d{a, p) is nonempty, compact, and convex;
(ii) the demand correspondence d{a,*) is homogeneous of degree zero in prices
— that is, d{a, p) = d{a, Xp) for \ > 0;
(iii) the demand correspondence d{a,*) is upper hemicontinuous;
(iv) let (p/^: k ^ N ) be a sequence of prices in P which converges to p ^ P \P ,
and let ||x|l denote the norm Ef=i|x,|. Then, if p • i{a)> 0 it follows
m/{l|x|l ^ R \ X ^ d{a, p^)] ^ ^ 00— that is, demand tends to infinity.
Proof The proofs of statements (i) and (ii) are easy and left as exercises,
(iii) We give a proof independently of Theorem 10.1.3. We show that for
every sequence (/?„:« g A/') of price vectors {p^^,... ,p^^) = p^ converging to
p ^ P, and for commodity bundles (x:„i,... ,x„^) = g d{a, p„), there exists
a subsequence of (x„ : n ^ N ) with limit in d(a, p).
Clearly we may choose a sufficiently large n such that p„ e P, and then we

let q = inf{Pni'-i = 1 ,2 ,...,if}. Note t h a t e d{a, /?„) i m p h e s e b{a, /?„)
so that 0 < xî < q~^p ' i{a) for i = 1,2 ,... ,^f. Hence, since {x^ : n ^ N) is
bounded, it has a convergent subsequence with limit z in b{a, p )—observe
that p = lim /?„ and p„- x„ < p • i(a) implies p • z < p • t(a). It remains to
show that z e d{a, p).
Let y e b{a, p). If i{a) = 0 we have w{a) = 0, and hence the trivial
situation z = 0 e d{a, p). Assume, therefore, p • y ây- Assumption A2 together with the fact that the subsequence converges
to z imply z if ^ 0» we have w{a) > 0. Suppose p • y = p ' c(a).
Then there exists a sequence (x„ : n ^ N) m ih y = lim x„ andp ' < p • i(a).
Since z ^ ^st be z ^^y*
(iv) Suppose the statement is false. Then there exists a bounded set B in
such that d{a, p^) n B ¥= 0 for infinitely many n's. For each of these indices
let z„ e d{a, p„) n P. Since (z„) is a bounded sequence, it has a convergent
subsequence with, say, limit z. However, since inf p • P + = 0 < w{a)—recall
our assumption p • i{a) > 0—it is easy to prove that one would have z e
d{a, p)\ this is a contradiction, since b{a, p) is unbounded and d{a, p) is then
empty by A3. □
We study next some related properties of the total demand correspon

dence t.
10.2.3 Proposition
Let S be the pure exchange economy from A to Q X of Proposition 10.2.2, and
assume r 0. Let p ^ P, Then
(i) the total demand correspondence t is homogeneous of degree zero— that is,
t(p) = t { \ p ) f o r \ > 0;
(ii) for every x e t(p) one has p • x = p • r\
(iii) the correspondence t is compact-valued, convex-valued, and upper hemi-
continuous; _
(iv) let (pi^: k ^ N ) be a sequence of prices in P which converges to p ^ P \ P ,
Then m/{l|A:|| ^ R :x ^ KPn)} n ^ d e m a n d tends to
infinity.
Proof (i) to (iii) follow immediately from Proposition 10.2.2. In particular,

the sum of compact-valued and upper hemicontinuous correspondences is a
compact-valued and upper hemicontinuous correspondence (see Theorem
7.3.15).
(iv) This statement follows from (iv) in Proposition 10.2.2 and the assump
tion r » 0. □
We recall that the excess demand correspondence e is defined by ^(/?) =

{'*}• Hence the following properties are easily derived from our preced
ing results.
10.2.4 Corollary
Let S'be the pure exchange economy from A to Q X of Proposition 10.2.2, and
assume r » 0. Let p ^ P, Then
(i) the total excess demand correspondence e is homogeneous of degree
zero— that is, e(p) = e(Xp) for \ > 0;
(ii) for every z ^ e(p) one has /? • z = 0;
(iii) the correspondence e is bounded from below, compact-valued, convex
valued, and upper hemicontinuous;
(iv) let {pi^\ k G N ) be a sequence of prices in P which converges to p ^ P \P .
Then the sequence {zj^ ^ e{pjf) \ k ^ N) is unbounded.
We come now to an important proposition of equilibrium analysis. Given

here as a lemma to Theorem 10.2.6, it is often referred to in the literature as
the excess demand theorem.
10.2.5 Lemma
Let g be a convex-valued correspondence from a closed convex subset S of P to
satisfying the following conditions: (i) there exists a bounded subset B of R^such
that g{p) c. B for every p ^ S and (ii) for every p ^ S and for every z g g(p),
P z < 0. Then there exist p* ^ S and z* g g(p*) such that p • z* < 0 for every
P E 5.
Proof We may assume that the bounding set B of (i) is convex. Consider
the correspondence / from ^ to 5 defined by f { z ) = { p ^ S: p • z =
maxês^ • z }. We may invoke Theorem 9.2.4 to claim that/ is compact-valued
and upper hemicontinuous on B and hence has a closed graph. Furthermore, /
can be shown to be convex-valued.
Define next a correspondence h from the Cartesian product S X B io itself
by the assignment {p, z)|-> h{p, z) = / ( z ) X g{p). It is clear that h inherits
the relevant properties of the coordinate correspondences / and g, namely it is
compact-valued, convex-valued, and has a closed graph. Hence, by Kakutani’s
fixed-point theorem (8.2.5) it has a fixed point (/?*, z*) ^ h { p * , z*) where
p* G /(z * ) and z* G g{p*).
By definition of the correspondence / , /?* g / ( z*) imphes p • z* < p* • z*.
By assumption (ii) above, z* g g(;?*) implies /? • z* < 0 for all p ^ S. This
completes the proof of the lemma. □
We are ready now for the following existence theorem.

10.2.6 Theorem
Let S be the finite pure exchange economy from A to Q X of Proposition
10.2.2 and assume r » 0. Then S' has a Walras equilibrium p*) with
p* G P.
Proof We must show that W{S) # 0 . However, W{S) ^ 0 if and only

if 0 e e(/7) for some p. Hence we show that there exists p* ^ P for which
0e
Define the sets = (/? e P: p. > i = 1 , 2 , . for n > ^, and
consider the sequence (S„: n G: N). It follows P = U
The total excess demand correspondence e is bounded from below, and,
according to Corollary 10.2.4, it satisfies Lemma 10.2.5 for each S„. Thus, for
each /2 > ¿f, one has p* e S„, z* e e(p*) such that p • z* < 0 for all p e S„.
We can assume that p* is the hmit to which the sequence ( p * : n > ^)
converges. Also, since the correspondence e is bounded from below, and since
• z* < 0 for some arbitrary » 0, it follows that the sequence
(z * : « > ¿f) is bounded. Let the latter converge to z*. We have now that
p* e P, for otherwise (z* : n > ¿) would not be bounded [Corollary 10.2.4(iv)].
Since e has been seen to be upper hemicontinuous [10.2.4(iii)], we obtain
z* e
Note that/?* • z* = 0 [10.2.4(ii)]. Observe, too, that for all/? e P/? • z* < 0
and so z* < 0. But since /?* e P and /?* • z* = 0, it can only follow that
z* = 0, or what is the same that 0 ^ ^(p*). The proof is now complete. □
It should be noted that what Theorem 10.2.6 states is simply that S has a
competitive equilibrium; that is, that there exists an allocation <l>* = (<l>*(a):
a E: A) and a price p* g P for which excess demand is zero in each market. It
does not explain, on the other hand, how such an equilibrium may come about.
Theorem 10.1.3 puts together two propositions from Hildenbrand (1974 pp. 99
fT), but adapted here in a less general formulation than in the original. Debreu
(1969) proved the upper hemicontinuity of the demand correspondence in a
framework where the set of preferences is endowed with the topology induced
by the HausdorfT metric. So far as we know, a similar result using the coarser
topology of closed convergence was first estabhshed by Hildenbrand (1970a).
For an earher result on upper hemicontinuity where the demand correspon
dences depend on prices and wealth only—preferences are kept fixed—the
reader is referred to Debreu (1959). Demand correspondences without the
assumption of transitivity of preferences are the subject of a pioneer paper by
Sonnenschein (1971).
The theory of general economic equilibrium and, in particular, equihbrium
existence theorems, have a most distinguished place in the development of
mathematical economics. The notion of a general economic equilibrium was

first made precise by Walras (1874). First existence theorems were established
by Wald (1935,1936), and by von Neumann (1937), the latter in the context of
a model of an expanding economy.
The formulation of theorems on existence received a considerable impetus
during the 1950s and the beginning of the 1960s, as is evident from the works
of Arrow and Debreu (1954), Debreu (1959, 1962), Gale (1955), McKenzie
(1959), Nikaido (1956), and Uzawa (1962). For a general formulation of the
problem in the setting of a finite economy with production, and for the use of
Kakutani’s theorem, the reader is referred to Debreu (1959). A still more
general approach will be found in Debreu (1962). The central role of fixed-point
theorems for equilibrium theory is clarified in Uzawa’s article.
The theory of general equihbrium for economies with a continuum of agents
was inaugurated by Aumann (1964, 1966). The analytic framework as well as
several results were soon extended, generalized, and given a remarkably elegant
structure and formulation by Hildenbrand (1970b). Further extensions of
results to cover the case of economies with an infinite commodity space were
obtained, among others, by Bewley (1972).
It is not possible to give here a detailed account of how equilibrium theory
expanded in scope, in generahty, and in depth, after the 1950s. In the context
of finite economies, for instance, much has been contributed towards the
construction of a general theory founded upon weaker assumptions—for
example, but not only, in the sphere of preferences—in recent papers by
Mas-Colell (1974), Gale and Mas-Colell (1975), Hart and Kuhn (1975), J.
Moore (1975), Shafer (1976), and Shafer and Sonnenschein (1975). An effort to
extend and unify some of these results will be found in McKenzie (1981).
An extensive survey of equilibrium analysis of finite economies is given in
Arrow and Hahn (1971). For economies with a measure space of agents the
reader must consult Hildenbrand (1974). Finally, an important book in the
field that must be mentioned here is Dierker’s (1974).
A stimulating introduction to some of the main topics that make up the field
of general equilibrium theory is the book by Hildenbrand and Kirman (1976).
The book confines itself to the discussion of pure exchange economies, and we
have closely followed in this chapter its treatment of the equilibrium existence
problem, albeit with considerably less detail and under somewhat more restric
tive assumptions.
For further applications and extensive references, the reader should consult
also Arrow and Intriligator (1983).
Part Three
M easurable
Correspondences
Chapter Eleven
Introduction
The first two parts of this book have been devoted to topology. The topological
theory of “ hyperspaces,” interesting in itself but also important as a frame
work for the study of correspondences, has been the subject of Part I.
Correspondences are, of course, the central object of investigation of this book.
This is the reason why, after having given the theory of “ hyperspaces” the
place it deserves due to its foundational nature, we looked in Part II at
correspondences from a topological point of view.
In Part III we shall continue to regard the study of correspondences as our
main concern. However, our point of view will be different: measure theoreti
cal instead of topological. The object is the same, but the glass through which
we observe it is different.
It could, perhaps, be said that Part II included two central topics: the first
was the characterization of the notions of continuity for correspondences; the
other was the problem of the existence of continuous selections. As we shall
soon see. Part III offers a certain parallel to the preceding part. Our main
topics are the characterization of the notions of measurabihty for correspon
dences and the problem of the existence of measurable selections. Further
more, the study of these two subjects constitutes the stepping stone for the
theory of integration of correspondences to be developed in Part IV.
11.1 NOTATION AND TERMINOLOGY
We use this section to introduce the measure theoretical notation and terminol
ogy to which we shall adhere throughout the book.
We do not intend to survey standard measure theory. The reader is assumed
to possess a basic knowledge of the abstract theory at the level of, say, Royden
(1968, Part Three). However, most references in this book relate to Halmos
(1950) and Dunford and Schwartz (1958). Occasionally, some use is
131
132 Introduction
made—especially in Part IV—of the theory of vector measures. In these few

cases, Dinculeanu (1967) may serve as a reference.
The triple (X, s /, v) will denote a measure space; that is, X is a set, jaf is a
a-algebra of subsets of X, and is a measure on j / . A pair (A", j / ) is called a
measurable space.
Throughout the book the measure v on is assumed to be real (scalar) and
nonnegative valued. Vector measures, the few times they appear, will do so in a
very specie and distinguishable context. In some sections we let v take its
values in R, the extended real hne; in others v is required to be finite—that is,
to satisfy the condition v{X) < oo. Then we also say that {X, v) is finite.
The Lebesgue extension of with respect to v (i.e., the collection of all sets
of the form A E where A and £ is a v-nnll subset of X ) will be denoted
The measure space (A", is complete in the measure theoretical sense if
In some chapters we shall require {X, io be complete.
A set jB e is an atom for the measure v if v{E)i^ 0 and if D
D a E, then either v(E) = v(D) or v{D) = 0. The measure space (X, s/, v)
and the measure v are said to be atomless if (A", v) does not contain any
atoms for v. It is well known that if v is a-finite, then X can be partitioned into
an atomless part A"q, and a countable family X-^ of atoms of finite measure (e.g.,
Dunford and Schwartz, 1958, p. 308).
Given a metric space 7, we denote by S8{Y) the Borel a-algebra of Y—that
is, the a-algebra generated by the open subsets of Y. When = JfQ{Y)
represents the space of nonempty compact subsets of Y endowed with the
Hausdorff topology, we use ^(3fo) denote the a-algebra of Borel subsets of
Jfo(y).
When (A", v) and the metric space Y are given, we denote h y s ^ ^ ^ { Y )
the product a-algebra on A" X Y—that is, the smallest a-algebra containing all
the products of the form A X B where ^ e j / , and B e ^ ( Y ) .
In no portion of our book do we endow (AT, s/, v) with any topological
structure. The measurabihty theory developed in Chapter 13, for instance,
exclusively focuses on correspondences defined on an abstract measure space
and taking their values on a metric space. This contrasts with the approach
followed by Castaing (1967), where correspondences are defined on locally
compact topological spaces and take their values on metrizable topological
spaces (a sort of generahzation of Lusin’s theorem).
11.2 MEASURABLE FUNCTIONS
Let (AT, v) be a measure space, Y a metric space, and ^ ( 7 ) the a-algebra

generated by the open subsets of 7. As usual, a function <j>from X to 7 will be
said to be measurable with respect to J2ôr to hts^-measurable if for every set B
in ^ ( 7 ) one has that is in s /.
11.4 Exercises 133
The above characterization of a measurable function will be followed

throughout this book since all our functions, and later on all our correspon
dences, will have their values in metric spaces. It is clear that this characteriza
tion is a special case of the general definition of measurable function: if is a
function from the measurable space (X, s / ) to the measurable space ( X \ s / ' X
then ~\A) is in
We shall not make use of this definition.
The following theorem concerns the range of atomless vector measures and
is a classical result of Lyapunov (1940). It will be important later when
discussing integration of correspondences. For a proof the reader is referred to
Lindenstrauss (1966) and also to Halmos (1948).
1L2.I Theorem
Let {X, s / ) be a measurable space, and let p be a finite atomless measure on
with values in a real finite-dimensional normed vector space Y, Then the set
{fi(A) ^ Y: A is closed and convex.
In Chapter 13 we study measurabihty criteria for correspondences, and in

Chapter 14 the discussion focuses on the existence of measurable selections.
Meanwhile, Chapter 12 will provide us with certain essential tools and con
cepts to be used in the aforementioned chapters.
1L3 NOTES AND REMARKS
The basic literature on measure theory is, of course, very extensive. Most
references in this book are made to Halmos (1950), Dinculeanu (1967), and
Dunford and Schwartz (1958). The latter work is also the indispensable source
of function-analytic concepts. For readers of French, we recommend Marie
(1974) as a very comprehensive and detailed treatment of measure and
integration theory. It not only covers the abstract theory, but it also gives a
most satisfactory introduction to the Daniell approach and the theory of
Radon measures.
For Lyapunov’s theorem, see Lyapunov (1940), Halmos (1948), and
Lindenstrauss (1966). Generalizations and applications can be found in
Arbib (1966), Chemoff(1951), and Halkin (1962, 1964, 1965).
11.4 EXERCISES
11.4.1 Prove: If {X, s/), (7, ^ ) , and (Z, ^ ) are measurable spaces, and if
<i): A" -> 7 and \p: Y Z are j^^measurable and ^-measurable map
pings, respectively, then ip <
><l>: X Z is an js^measurable mapping.
134 Introduction
11.4.2 Prove: If « g A^) is a sequence of j^measurable mappings from

A" to a real Banach space Y which converges to a mapping , then <j>is
J2^measurable.
11.4.3 Let and be j^^measurable functions from A" to and suppose a is
a real number. Prove that the functions a<}>, <l>+ and <j>• \{/ are
js^measurable.
11.4.4 Let be a Borel-measurable function from a metric space X to itself.
Show that the graph of / is a Borel set.
11.4.5 Let be an j^^measurable nonnegative mapping from A^ to
and suppose that 0 < a < oo. Show that the mapping “ is j^^measur-
able.
11.4.6 Let ( A", j / , i') be a_complete measure space and <J>an j^^measurable
function from A" to Show that if a.e. then \l/ is j^measurable.
11.4.7 Show that if (AT, j/ , p) is not complete in Exercise 11.4.6, then the
assertion ''if <l>= x[/ a.e. then xj/ is j^measurable” is false.
11.4.8 Prove Theorem 11.2.1 (see Lindenstrauss, 1966).
11.4.9 Let be a function from A" to a metrizable space Y such that for
every closed ball B in Y, ^~^(B) g Show that for every countable
set£:c Y ^ '\ c lE )
11.4.10 Let (¡>be an j?^measurable function from X to the metrizable space Y.
Prove that if the set <!>(X) is relatively compact then one can find a
sequence ((¡>„: n ^ N ) of js^measurable step functions converging to
</) uniformly on X.
Chapter Twelve
Suslin Sets, Projections,

and Capacities
It has been suggested more than once in the hterature that for the theory of
integration of correspondences the proper class of objects to be considered is
that of correspondences with analytic or Sushn graphs. The main reason for
this may be found in the central role which is played in the context of
integration theory by the selection theorem. This theorem will be discussed in
Chapter 14. There is, however, at least one other instance where the notion of
analyticity appears to be crucial in the study of correspondences. This is in
connection with a classic projection theorem—which we will discuss in Section
12.3—whose pivotal role in the theory of measurable correspondences will
become evident in Chapter 13.
The points raised above seem important enough to justify the inclusion of
this chapter on Sushn sets in a book on correspondences. However, the reader
who is wilhng to accept some important results without getting involved in a
discussion of their foundation may omit this chapter without too serious
consequences. Or, better, the reader may decide to skip the chapter on a first
reading of the book and return to it later.
In Section 12.1 we explain the Sushn operation and discuss two characteri
zations of Sushn sets. The main result of Section 12.2 is the projection theorem
for Sushn sets. Section 12.3 deals with the projection theorem for measurable
sets mentioned above. Finally, Section 12.4 introduces the notion of Choquet
capacity and shows that Sushn sets are capacitable.
12.1 THE SU SLIN OPERA TIONAND SU SLIN SETS
Let us begin by introducing some suitable notation. Let ^ b e a class of subsets

of a set X. Then and denote the classes obtained by applying to
the elements of the operations of finite intersections ( d \ countable intersec-
135
136 Suslin Sets, Projections, and Capacities
tions (5), finite unions (s), and countable unions (a), respectively. The
symbols and so on, will denote the classes obtained by the
successive application of the indicated operations in the obvious (left to right)
order. Note that and so forth.
When ^ is a class of subsets of X and ^ is a class of subsets of Y, we denote
by X ^ the class of all sets of the form A y . B where A belongs to ^ and B
belongs to We may, of course, apply the operations s, a, a5, and so on, to
the class SCY'W and obtain the resulting classes denoted by ^ )j, ( ^ x
and so on. In general, these will be different from X and so
forth, as can be seen by taking, for example, X = Y = R and letting both ^
and be the class of all intervals.
In order not to be continually using the phrase “a class of subsets of,” we
shall refer to a class 3Cof subsets of a set A' as a paving on X if it satisfies the
mild conditions that 0 e and X The pair ( X , ^ ) will then be called a
paved set.
Let {Xj\ j e / ) be a family of sets. We recall that the disjoint union of the
family is the union of the family ( X j X {J}: j ^ J). Formally we write
U °^y= U ^ , X { y } .
j ^J J^J
For an infinite family of paved sets, we introduce a notion of product which

is analogous to that for topologies. Given the family of paved sets ((Xj, :
j ^ J \ the product paving is the paving on Ylj^jXj consisting of all
subsets of the form Ylj^jAj where Aj e and Aj # Xj for only finitely
many indices. Dually, the sum paving is the paving on ^JJ^jXj
consisting of yjJ^jXj itself and all subsets of the form jAj where Aj
and is nonempty for only a finite number of indices.
12, L I Definition
Let {X, 3^) be a paved set. The paving ^ is said to be semicompact if every
countable subclass of .^has the finite intersection property; that is, if for every
sequence {Aj^\ k ^ N ) of elements of 0 for each r ^ N
together imply that
12,1,2 Proposition
Let ^ be a semicompact paving on a set X. Then the pavings and are
semicompact.
Proof. The proof for is trivial and is omitted. Let (5^: e A^) be a
sequence of elements of and suppose 0 for each r. Then each
is of the form Bj^ = with^^ ^ e Now since ^ 0 , we
may choose z^(r) with 1 < /^(r) < such that ^ 0 . However,
since for each r, there is only a finite choice for at least one index must
be chosen infinitely often; for these infinitely many values of r there is only a
finite choice for and so at least one of these must be chosen infinitely
often; and so on. Thus we may suppose that iîr) is independent of r for each
k\ that is, # 0 for every r. Consequently, ^ 0 and, a
fortiori, 0. □
With regard to sums and products of semicompact pavings, we have the

following proposition.
12.1.3 Proposition
L e t (^X j : J^ J ) be a family of paved sets with semicompact pavings SCj. Then the
product paving Ylj^jSCj and sum paving VJj^jSCj are both semicompact.
Proof We leave the property for Ylj^jSCj as an exercise and prove the
case of yjJ^jSCj.
Let S be the paving on which consists of the whole set and those
subsets of the form VJJ^jAj with Aj ^ 0 for all indices except one. It is
evident that if a countable subset of has the finite intersection property then
each member must have its nonempty entry in the same coordinate j. Thus by
the semicompactness of SCj, S is semicompact. Now = S, and the
result follows from Proposition 12.1.2. □
The following technical result will be of use later.
12.1.4 Proposition
Let {X, SC) be a paved set. I f ^ is a function from X to a set Y such that for every
y in Y the paving A : A ^ SC] KJ [ X ] is semicompact; then for any
decreasing sequence (A/^ \ k E: N ) in SCone has
Proof Since (n^y4^ ) c it is sufficient to show that ii y E:

thcTQ exists X e with (x) = y. Now since (A/^) is
a decreasing sequence, i)Ai^¥=0 and so, by the semicompact
ness hypothesis, C\Af^ = 4>~^(y) n # 0 . Any element
X of this set will have the required property. □
We now come to the definition of Suslin sets. A multi-index p =

(/?!, P2»• • • ^Pk) is ^ finite ordered set of natural numbers. We denote the set of
all such multi-indices by P, and we point out that P is countable.
12.1.5 Definition
A Suslin scheme on a set is a function e from the set P of multi-indices into
the power set ^ { X ) .
An alternative way of thinking of a Suslin scheme is as an indexed family

: /?, e iV) = of subsets of X In this chapter we use both views
interchangeably.
12.L6 Definition
The Suslin operation on ^ { X ) is the function a from the collection of all Suslin
schemes on X to ^ { X ) defined by
«(e) = U k^N
n
where is the set of all sequences of natural numbers. A typical element

p G is of the formp = /?2»*• • ^Pk^ - •)• The value of a at e is called a
Suslin set, that is, the collection of Suslin sets is the range of a.
We remark that, unlike P, the set is not countable. In case the other
view of a Suslin scheme prevails—that is, as an indexed family we use a
different symbol, A(*), for the Sushn operation; thus
A(«^)= U n U n ••>/’*) = «(«)•
We also observe that the above definition of a Suslin set has more form than
content for, given any P c X, we may consider the constant Suslin scheme
e(pi, ;?2>- • • ^Pk) = forp G P. Then obviously a(e) = P so that every set is a
Suslin set! The definition has more content if we now consider a paving ^ on X
and restrict our attention to those Suslin schemes with range in Then A (^)
will denote the class of all Suslin sets obtained by applying the operation A(*)
to this restricted set of Suslin schemes. Thus A (^ ) = (a(e) : e from P to
We shall call the elements of A (^ ) the ^-Suslin sets or, when no danger of
confusion arises, simply Suslin sets.
The remark made above about constant Suslin schemes still applies and it
affords the trivial proof of the following.
12.L7 Proposition
Let {X, in') be a paved set. Then A (^).
A point of terminology is in order here. In the more recent specialized

literature in the field (see, e.g., Sion, 1960b) there is a distinction between
Suslin sets (as we have just defined them) and analytic sets. An analytic set in a
topological space is the continuous image of a set in {jf{X))^^. It is possible,
however, that a paving may be related to a topology on X and then it is an
important question as to whether or not, or under what conditions, the two
notions coincide. In our discussion in this chapter, we are not concerned with
topologies—except somewhat incidentally—and so we shall refer only to

Suslin sets. For a valuable historical account, see Sierpinski (1950).
Sushn sets can also be characterized by means of semicompact pavings.
Since we shall make use of this characterization—indeed it is the key to our
proof of the projection theorem—we present it after a subsidiary lemma.
Let us denote by the semicompact paving on which consists of
0 and all sets of the form
{q^N-^:q\k=p}
where q\k is the initial segment (q^, ^2’*• • P = iPi^ Pi^-^ ^Pk) ^ F. A
moment’s reflection shows that this is indeed a semicompact paving. There is a
sense in which it is used as a “ universal” semicompact paving in what follows.
12.L8 Lemma
If A = then A c Hence every Suslin set
is a subset of an set.
Proof Let a ^ A. Then a e for some q e Thus, for all A:,
We observe that the last sentence of the lemma is still true if we do not
make the assumption that X ^
12.1.9 Theorem
Let {X, be a paved set such that if ^ is a topology). Then for
any subset S of X, the following statements are equivalent.
(i) S belongs to A (^); that is, S is an ^-Suslin set.
(ii) S = prxC where C (z X X and C ^ ( ^ X
(iii) There exists a set Y with a semicompact paving ^ and a set C <z X X Y,
such that S = prxC.
Proof (i) => (ii). Since 5 e A (^), 5 = A(<f), for some Sushn scheme
^ ill Consider the subset of A" X defined by
c — U f^^{pi,Pi,...,Pk) ^ ^ { p \ ^ p i ^ --^Pk)
p^№° k^N
and, to simplify the notation, let X p ^ P. If ^ is the Suslin

scheme {D^: p P ) it is clear that C = A (^) is a Sushn set. We will show
that C = so that C ' (■^X
We have already shown, in Lemma 12.1.8, that C c so
now let Z Pi ^ ^p^^kDp.^ T 'Viii-Mfor kIr , Jl ^ N\T T
Then Tfi+Vi kIr ^< I1fV
with iAt'A^viof
there existpr» aG iV*,
\T^
q ^ N ‘ such that z Dp n D^. But then ;; is an initial segment of q for, if they
differ in any place, n N^= 0 and hence Dp C\ D^= 0 . Consequently

there exists p g such that z g Dp^j^ for all k\ that is, z
Dp^f^ = C. It is clear that pr;^^C c S. If x g 5, then there exists p g such
that X G Ep^f^ for all k . Let z = x X p . Then we have that z g C and pr;^z = x.
This completes the proof of the first implication.
(ii) => (iii). This implication is trivial since we may take (N, J^p) for the
semicompact paved set (T, ^ ) .
(iii) => (i). By assumption, S = pr;^^C where C g ( ^ x Thus there
exists A n, k such that C ^k^N-^n,k ^ ^n,k* More
over, we may assume without loss of generality (Proposition 12.1.2) that
Now set
k k
/= 1 /■—
=1
We have thus defined three Suslin schemes and <^X in and

3^X respectively. It is readily shown that
(1) C= U n£p,.x£;„.
k^N
Observe also that since ^ and ^ are closed under finite intersections,
Ep\k ^ ^5 ^p\k ^ ^ ' Therefore, if for fixed p g we define Dj^ = Ep^j^ X
Ep^!^, we have Z)^ g ^ x
It remains to show that pr;^C is a Sushn set. Since projections behave well
with respect to unions, we have from (1 )
(2) — U pr;^ Pi Ep^f^ X

p e 7V°° k^N
In order to finish the proof, we apply Proposition 12.1.4 to the mapping pr;j- in
the following way. Consider the paving ^ x ^ on ATX 7. If x e for all
.<4 X S in X ^ we have
pr;fC (x) n(y4 X B )= { x } X r n (y4 X B ) = { x ) X 5
provided that x ^ A, otherwise it is empty. Since is semicompact, this is

evidently semicompact. It is clear from the definition of ^f\k and as
intersections that (Z)^: A: g iV) is a decreasing sequence of sets in ^ X
Thus for each p g iV°°, we have, by Proposition 12.1.4,
P^X^ P i — n P^XÂ:
k^N k^N
and hence from (2)

5 —p^xC — U n
k^N
Now p ix ^k ^ ^p\k provided ¥= 0 , otherwise pr;^Î>^ = 0 . In either
case, pr;^D;^ e ^ and represents a Suslin scheme in Hence 5 e A(.^) as
required. □
12.1.10 Remark
The significance of this theorem is twofold. On the one hand, it is a valuable
characterization of Suslin sets (whose definition involves an uncountable
union) as projections of o8 sets (i.e., sets obtained by countable operations).
But also, since products of semicompact pavings are semicompact, it will allow
us to handle further products rather easily.
We now come to the closure properties of the class A (^). The following
theorem asserts that A (^ ) is closed under both a and 8. Later, in Section 12.2,
we shall show that it is closed under the Suslin operator A(*).
12.1.11 Theorem
I f (X, 9^) is a paved set such that ^ then the class A (^ ) of Suslin sets is
closed under the operations of countable intersections and countable unions.
Proof We deal with intersections first. Let (iS^: A: e iV) be a sequence in

A (^). By Theorem 12.1.9 there exist for every k a set 7^, a semicompact
paving on y^, and a subset Q of A" X such that Q e ( ^ x and
S k ~ P^X^k'
Now let y = and ^ so that (7, is a semicompact
paved set by Proposition 12.1.3. Then let = ((x, ^25*• • Xx
y :(x , y^) e Q } ; that is,
^ Q X n
mGN
y n ,-
m^k
We observe that = pr;j-(n^gjy5*.)anditisclearthat5^ e (^ X
and hence C\keN^k ^ ( ^ X ^)os- The assertion now follows by a further
appeal to Theorem 12.1.9.
We now consider countable unions. We keep the same notation as above
but this time let Y = ^ ^ ^ to obtain, again by Proposition
12.1.3, the semicompact paved set (7 ,'^ ). Now = pr;y(U ^^^Q )-
Since Q e (J"x %)„g, we have Q = for C„ „, e ( ^ x
then (^ X and also
U°Q= n
k^N m^Nk^N
(this equation is the reason for introducing disjoint unions).

Therefore is in {SCX and the proof is again completed by

appealing to Theorem 12.1.9. □
12.1.12 Example
Let be a fixed nonempty set and denote by W the set of all rationals between
0 and 1. A mapping which assigns to every w e IT a set c A" is called a
Lusin sieve. Alternatively, one may identify the sieve with the collection of
assigned sets and denote it by [E^]. A set ^ c A" is said to be sifted by the
sieve [E^] if it is a set of all elements x for which there exists an infinite
decreasing sequence (dependent on x) > W2 > • • • in W such that x e E^^
( a2 = 1,2,...). It will be shown that the set A may be regarded as the result of
performing the Suslin operation on the sets of [£^].
Denote by (r„ : « e TV) the sequence of all different numbers of W, and set
E^ = *, then proceed by induction as follows. Assume one has defined all
sets E, of [E^] where A: is a given integer, and «2?* • •
represents any combination of k integers. One can then set E^^ = »«a)
for a certain r/in \ n ^ N). Similarly, for a combination of A + 1 integers
( «1, «2»--*»'Â:» ^k + \ ) ^ i^n’ ^ ^ êt E^ =
Call # the resulting collection of sets We need
to show that A = A((f).
(i) Let X ^ A. Then there exists an infinite sequence {rrij-. j ^ N ) such that
r™nil > r„^2 > and x ^ E j . for j e N.
Using the definition = E^^ set to obtain E^^^ = E^^^y From the
definition of and from it follows that By a
similar procedure we get -
Finally, since x e E^ for
- j - N,
there exists a sequence such that x for k N.
Hence X g A (^) and so ^ c A(^).
(ii) Let X e A(<^). Then there exists an infinite sequence - such
that X e „2, A e TV. Furthermore, due to the existence of an
infinite sequence (m^: j e TV) one can set E^^^ = ^(„^,„2. k ^ N.
Now, from the definition of A and the fact that x^ e E^^ for A e TV, it follows
that X ^ A and thus A (^) c Therefore A = A(<^). ^
12.2 PROJECTIONS OF SU SLIN SETS
Three important results are given in this section. The first says that the product
of the classes of Suslin sets generated by two different pavings is contained in
the class of Sushn sets generated by the product paving. The second result is
the main proposition of the section; it states that under rather weak conditions,
projections of Suslin sets are Suslin sets. We then use these two results to prove
that the class of Suslin sets is closed under the Suslin operation.
Since all the results from now on depend on Theorem 12.1.9, we shall
suppose throughout the remainder of the chapter that all pavings are closed
12.2 Proj^tions of Suslin Sets 143
under finite intersections. We note that if and then also

(^ X
12.2A Proposition
Let {X, SC) and (7, be two paved sets; then A (^ ) X A ( ^ ) c A{SCx ^ ) .
Proof, Let 5i X 52 be in A{SC) X A (^). Then since it is easily seen that

A (^) X <3^ is contained in A{SCx and, similarly, SCx A { ^ \ we have
(5i X Y) and {X X 52) in A (^X ^ ) . But then 5j X 52 = (5i X 7 ) O
(X X S ) is in A (^X
2 by Theorem 12.1.11. □
We now arrive at the projection theorem for Suslin sets.
12.2.2 Theorem
Let {X, 9C) and (7, be two paved sets where the paving Sy is semicompact.
Then pr^S e A (^ ) for all 5 in A{SCx ^ ) .
Proof The fact that 5 is in A (^X together with Theorem 12.1.9 imply
that there exists a semicompact paved set {Z,2C) and a subset C of
(AT X 7 ) X Z which belongs to ((^ X X S^)„^ such that 5 = pr;^^xy^*
Now the paving ^ X .Sîs semicompact (by Proposition 12.1.3); furthermore,
C can be regarded as a subset of AT X (7 X Z) and then is in {SJCx {fS/X
Thus we may identify pr;^5 and pr;^C and apply Theorem 12.1.9 again to
obtain the result. □
We now come to what Hausdorff calls the most important fact about Suslin
sets. We have seen in Theorem 12.1.11 that A (^ ) is closed under countable
unions and intersections; we can now show that A (^ ) is also closed under the
Suslin operation.
/2.2.5 Theorem
Let {X, SC) be a paved set. Then A{A{SC)) = A{SC),
Proof From Proposition 12.1.7 it follows that A (^ ) c A(A(.^)). Now let

5 be in A(A(^)). Then, by Theorem 12.1.9 there exists a paved set (7, ^ ) with
Sy semicompact and a set C in {A(S£) X ^ )^ ^ for which 5 = pr;^^C [we note
that A (^ ) is certainly closed under finite intersections so that Theorem 12.1.9
applies]. Using Proposition 12.1.7, again we have A ( ^ ) X A ( ^ ) X A(S^)
and, by Proposition 12.2.1, A{SC) X A{Sy) c A{3Cx ^ ) , Furthermore, by The
orem 12.1.11, A{SCx ^ ) is closed under the operations a and 5. Thus C e
k{SCx ^ ) , The result now follows from Theorem 12.2.2. □
12.3 PROJECTIONS OF MEASURABLE SETS
Let {X, di measure space and let be the Lebesgue extension of

Also let y be a complete separable metric space and SS{Y) its Borel a-algebra.
As agreed upon in Chapter 11, ® ^ { Y ) denotes the product a-algebra in
X x Y , that is, the smallest a-algebra c o n t a i n i n g X ^ { Y ) = { A X B \ A g
B e ^ ( Y ) } . The main objective of this section is to show that the
projection of a set <8>^ ( Y ) is in
The proof of this main theorem—the projection theorem for measurable
sets—requires three prehminary results:
(i) the projection theorem for Suslin sets which we already have (Theo
rem 12.2.2);
(ii) the fact that Sushn sets are universally measurable—in our case this
means that = and
(iii) the proof that the product a-algebra 0 .^ (7 ) is contained in the
Suslin sets X ^(Y)).
It should be pointed out that each of these steps did constitute, in its time, a
major contribution to the field we are here surveying.
Since step (i) has been dealt with above, we move on to the second stage and
show that if <f = ( £ p : /7 G P} is a Suslin scheme in then the Suslin set
A(<i') is in One of the major problems here is a notational one. We
introduce an abbreviated notation to reduce the total number of symbols.
Recall that if s = (î, 52,.. .) is a sequence of natural numbers, s\k is the initial
segment 52, . . . , 5^). Given a Suslin scheme we have
by definition
(1) A(^)= u n
zN^ k^N
s\k = U ^s\l ^ ^s\2 ^ n n
Now, for every multi-indexp = (/?i, • • ^Pr)’ will denote the union in
(1) extended over all sequences s g which satisfy the condition that Sj < Pi
(i = l , 2, . . . , r); that is.
(2 ) U
ssN“’ keN
s\rsp
where < denotes the usual pointwise order in i?'". If p = (h) is a single
number, we shall write S ’’ rather than and if p ' = P , . .. ,Pr, h),
2
we shall write as an alternative to S^'.

It follows readily from the definitions that each of the sequences {S'': h ^
N), : h ^ N) (for fixed p) is monotonically increasing and that
(3) A (^) = lim S*,
hôo
(4) = hm
h-*oo
12.3 Projections of M easurable Sets 145
Also, for every sequencep = (p^: i ^ N) of natural numbers, we let
(5) ^p\k ~ U n ~ U ^(Ji) n n E,

r<k
s< p\k s< p\k
It follows from this definition that the sequence : k ^ N) is contained

in (<f and is monotonically decreasing. We also have
(6) ,lim 5 I* = U n ^s\r-

iGV“ rev
s<p
We denote this hmit by Sp. It is clear that since the union is taken over a subset
of №° that Sp c A (^) for every sequence p.
We now come to the statement of the theorem.
12.3.1 Theorem
Let {X, j / , v) be a measure space and let be the Lebesgue extension of
Then A ( = j/p.
Proof That <z A(s/^) follows from Proposition 12.1.7. We therefore

prove that A( c Let ^ be a Sushn scheme in we have to prove that
A(#) e that is, using the outer measure p and the Caratheodory condition,
we must show that for any “ test” set T c A",
li{T) > ii{T n A(#)) + ¡x{T n A(^)).

As usual, the case when (i(T) = + oois obvious, so we may assume fi(T) < oo.
Let 7] be an arbitrary positive real number and let 6^{U) = inf{/i(7’ n V ) :
U<z V, F g < } .
By equation (3) above, there exists a natural number h-^ such that ^
li{T n A(^)) - 2“^7j; and proceeding inductively using (4), if /Jj ,. .. ,h^.)
have been defined, there exists such that
In this way we obtain a sequence of natural numbers p = (hi, h , . . . ) and,2
corresponding to this sequence, we have, using (5), the sequence 5^^.. Now this
sequence in (S')j„ is a sequence of measurable sets since Thus, for
every k, we have p(T n 5;,,^) > > p (T n A(#)) - ij (the first in-
equahty is because 5^'* c 5^,;^). Therefore, p(T) = p( T n S.,*) + ix(T n X \
Spl^) > p(T n A(^)) + p (T n Z \ Sp^„) - V-
Now, as stated above in (6), the sequence 5^^ decreases to and c A(^).
Hence AT\ 5^^. increases to Z \ and X \ S p 3 X \ A(^). Thus, letting k ^ oo
in the inequality above, we get
M(r) > jii(T n A(#)) + jn(r n A(#)) - T)

which, since t] is arbitrary, is the desired result. □
Our next step will be to show that under suitable conditions a product
a-algebra ^ ( Y ) is contained in the Suslin class generated by ^(Y).
It will be sulHSicient for our purposes to prove this inclusion for the case when Y
is a compact metric space.
/2.5.2 Theorem
Let be a o-algebra of subsets of the set and let ^ ( Y ) be the Borel o-algebra
of a compact metric space Y, Then the product o-algebra s / S S { Y ) is contained
in the Suslin class A (j/X ^ (7 )).
Proof We let o8{s/X ^ ( Y ) ) be the smallest family of sets in ^ ( ^ x

which contains j / x ^ ( Y ) and which is closed under both countable intersec
tions and countable unions. In general, a 5 (j/X 38{Y)) is strictly larger than
(j2^X ^ ( 7 ))^5. It follows from Theorem 12.1.11 that, since SS{Y) is
closed under finite intersections, o8{s/X ^ { Y ) ) c A ( s / X ^( Y) ) .
On the other hand, it is a rather easy corollary of what is sometimes called
the monotone class theorem (see, e.g., Halmos, 1950, p. 27) that if (Z X Y ) \
Z G o 8 ( s / X ^ ( Y ) ) whenever Z ^ s ^ X ^ ( 7 ) , then aS(j3^X ^ ( 7 ) ) =
sf<^SS{Y). But clearly if Z ^ s ^ x S S { Y ) , Z = s ^ X ^ for some
and B ^ S 8 { Y ) and so 2T X 7 \ Z = ((A ^\^) X U X ( 7 \ 5)) g
{ s ^ x ^ { Y) ) ^ and hence { X X 7 ) \ Z certainly is in o8{s^x ^ (7 )).
Thus we have SS{Y) = o8{s^X ^ ( 7 ) ) c A(j¡/X ^ ( 7 ) ) and the proof
is complete. □
In the case when 7 is a compact metric space, an apparently stronger

statement is possible.
/2.5.5 Corollary
Let be a o-algebra of subsets of the set X and let Y be a compact metric space.
The product o-algebra 3S{Y) is contained in the Suslin class A(j 2^X J f )
where JTdenotes the compact subsets of 7.
Proof Since any set of the form Y \ K (K ^ ) is a countable union of

sets in J f , it follows, as in the proof of Theorem 12.3.2, that ^ ( Y ) = o8(X') c
A( ). Then, by considering Suslin schemes in A" X 7 whose first coordinate is
constant, we get s / X ^ ( Y ) <z A{s / X XT). Therefore, by Theorem 12.2.3,
A ( s / X ^ ( 7 ) ) c A (j/X j T). The result now follows from Theorem 12.3.2. □
We remark that obviously A{ s / X X ) A( s / X ^ ( Y ) ) so that the two

families are, in fact, equal.
We have now all the elements we need to prove the projection theorem for
measurable sets.
12.4 Capacities and Capacitable Sets 147
12.3.4 Theorem
Let {X, s / , v) be a measurable space and let Y be a complete separable metric
space. Then,, for every set M in 0 ^ { Y \ one has that pr^M is in
Proof Suppose first that Y is compact and suppose M e 0 ^{Y).

Then, by Corollary 12.3.3, M e A(j/^ X ). Now Jfis a semicompact paving
on Y and, so, by Theorem 12.2.2, pr;^M g A(j 2^^). However, Theorem 12.3.1
shows that A( j / J = which completes the proof in this case.
Now suppose that Y is any complete separable metric space. Let / denote
the Hilbert cube. It is well known (see, e.g., Kuratowski, 1966, p. 242) that Y is
homeomorphic to a subspace Y of /. Then ^ { Y ) is isomorphic to ^ ( 7 ) , and
since 7 is a countable intersection of open sets in I (Kuratowski, 1966, p. 430),
7 e ^ ( / ) and hence SS{Y) c SS{I), Now let M g 0 ^ ( 7 ) ; then, using an
obvious notation, M g 0 38{Y) c 0 ^{I),
Finally, since / is compact, pr;^M = pr;^^M is in by the first part of the
proof. □
12.4 CAPA CITIES AND CAPA CITABLE SETS
We now come to the last topic of this chapter. We first introduce the notion of
an ^capacity (or Choquet ^capacity) on a paved set {X, SC), Then we go on
to prove the one result of this section which states that the .^Suslin sets are
capacitable. This theorem (12.4.4 below), known in the literature as the
Choquet capacity or capacitability theorem, will become an essential piece of
the discussion concerning the existence of measurable selections in Chapter 14.
12.4.1 Definition
Let {X, SC) be a paved set such that ^ An SC-cap^city is a function y
from the power set ^ { X ) to the extended real numbers R such that
(i) if E ( Z E ' then y(E) < y(E' ) for all £ , E' g ^ ( X ) \

(ii) for any increasing sequence (E„: n ^ N) of subsets of X
y(U = supy(£„) = U m y (£ j;
n^N n n
(iii) for any decreasing sequence {E„: n ^ N) oi sets in 3^
y (n E„) = infy(£„) = Umy(£„).

n^N n n
12.4.2 Example
Let (X, i') be a finite measure space. The outer measure ju associated with v
is an J2^capacity.
The capacitability theorem asserts that for “ many” subsets E oi X one may
approximate the capacity y{E) by means of sets in In order to state the
theorem precisely, we have one more definition first.
12.4.3 Definition
Let y be an S^capacity on the paved set {X, SC). An element E of ^ { X ) is said
to be capacitable for y if
y( ^ ) = s u p { y ( Z > ) : Z ) c £ , Z ) e ^ , } .
Note that in Definition 12.4.1 we assumed only that SS = SC^^. In 12.4.3 the
approximating sets are taken from the larger class Of course, if SC^^
then the approximating sets are in SC.
The proof of the following theorem is very much like that of Theorem
12.3.1. We shall use the notation and ideas which were established just before
that theorem. In particular, we recall equations (2)-(6) from the beginning of
Section 12.3.
12.4.4 Theorem
Let y be an Si-capacity on the set X and assume that the paving SCsatisfies the
condition SC= SC^^. Then any set S in P<{SC) is capacitable for y.
Proof Let be a Suslin scheme in ^ a n d such that S = A(^). Note that if

we define by n n n E,XPl.P2.....Pk)^ then
A(<^') = 5. Thus we may assume that
(1 ) F’ P
^(Pl,P2,--,Pk-n) (Pl.P2<-<Pk)'
We also assume that y{S) < oo since the other case is straightforward. Let ij
be an arbitrary positive number. By condition (ii) of Definition 12.4.1, and
using equations (2), (3), and (4) from the beginning of Section 12.3 in the same
way as in the proof of 12.3.1, we define inductively a sequencep = (Pj '- j ^ N)
of natural numbers such that > y{S) —t; for all A: e N. Next let
5 , =r=l
n U E,
s ^ N ’’
s<p\r
Observe that because of the monotonicity assumption (1 ) above it is rather

straightforward to prove that where is defined by equation (5) of
Section 12.3. Thus, we have 5^'^ c and B,^ Z) Note also that
since there are only finitely many members ^ of such that s <p\r,
Bk ^ ^sd ^ Therefore, by conditions (iii) and (i) of Definition 12.4.1,
y { n , B , ) = in f,Y (B ,) > inf^Y(SÎ*^) > y(S) - V.
However, by the observation above and equation (6) of Section 12.3,
k
=
k
U r^N
n 5.
s y(S) - 17. Since rj is arbitrary, the
assertion of the theorem is estabhshed. □
12.4.5 Example
Classical potential theory provides examples of capacities that are, in a sense,
special cases of the more general situation discussed in Theorem 12.4.4. These
are the so-called Newtonian and Greenian capacities where the paving ^ is the
collection J?Tof compact subsets of (« > 3).
Let E be an open subset of (« > 3) which possesses a Green function
(see, e.g.. Helms, 1969), and let /x be a Radon measure on a compact subset K
of E. Then
<t>l^{x) = j<t>{x, y) dtx{y)
defines the potential of p for the kernel <t>(x, y). A positive measure p is said to
be admissible if < 1. Then the capacity of K relative to E is the
supremum of the total masses / dp of admissible measures on K, Denoting by
Pf. the corresponding unique measure, one defines y ( K) = Pk ( K) with
y (0 ) = 0. (For details, see, e.g.. Helms, 1969.)
As pointed out by Sierpinski (1950), the birth of the theory of Sushn sets est
assez curieuse. In 1916 the Russian mathematician N. Lusin asked his student
M. Suslin to read an important study by Lebesgue (1905). The article con
tained the mistaken “ proposition” (given without proof) that in projections
of Borel measurable sets onto one of the axes are Borel measurable. To
construct a counterexample, Sushn (1917) invented then what we now call the
Suslin operation and created a whole new theory that he called the theory of
analytic sets.
The theory of analytic or Sushn sets owes its initial development mainly to
scholars of the Russian and Polish schools. Among the main initial contribu
tors who also wrote comprehensive expositions of the theory, we mention
Lusin (1927) and Sierpinski (1934, 1950). The subject is also dealt with by
Kuratowski (1966) and, among mathematicians who did not belong to the
above-mentioned schools, by Hausdorff (1962). For a list of the major contrib
utors during the initial stages, the reader is referred to Sierpinski (1950).
150 Suslin S ets, Projections, and Capacities
Recent expositions of the theory of analytic sets, including extensive bibliogra

phies, are given in the book by Rogers et al. (1980).
In the more recent hterature there has been a trend to define SusHn sets as
the sets obtained from the Sushn operation and to use the expression “analytic
set” only in a topological context. In particular, Choquet (1959a) has defined
an analytic set, in a topological space, as the continuous image of a set in
The reader should be aware of possible differences in terminology
and pay due attention to the context in which the discussion takes place. For a
study of the relations between Sushn and analytic sets, one may refer to
Dressier and Sion (1964), Choquet (1959a), and Sion (1960b, 1960c). See also
the footnote on page 34 of Meyer (1966).
The notion of a semicompact class of sets, and some of its important
properties, has been studied by Marczewski (1953). The use of “ pavings” on a
set has been taken from Meyer. Shghtly different but equivalent characteriza
tions of the Sushn operation may be found in Hausdorff (1962), Neveu (1965),
Sierpinski (1934), and Sion (1960b).
The characterization of a Sushn set given in Theorem 12.1.9(iii) is
the definition adopted by Meyer. The proof of the very useful equivalence
Theorem 12.1.9 comes from Christensen (1974). The preparation of this
chapter, in particular the discussion of the properties of Sushn sets, owes much
to the two last mentioned authors.
The projection theorem of Sushn sets is due to Marczewski and Ryll-
Nardzewski (1953). Theorem 12.3.1 is a classical result by Saks (1937). The
important result of Theorem 12.3.2 was first given by Bierlein (1961). It is
assumed there that Y is the real line. The projection theorem for measurable
sets has been adopted from Debreu (1967).
The theory of capacities has been developed by Choquet (1953-1954,
1959b). The proof given here for the capacitabihty theorem—a result which is
also due to Choquet (1953-1954, 1959b)—essentially follows Bourbaki (1966)
and Meyer (1966). According to Choquet (1953-1954), his work on capacities
originated from the attempt to answer the question of whether the “ interior”
and “exterior” Newtonian capacities of an arbitrary set in SS{B?) coincide.
Newtonian capacities play an important role in potential theory; the reader is
referred to Brelot (1960), Choquet (1953-1954), and Helms (1969).
12.6 EXERCISES
12.6.1 The paving ^ on a set X is said to be compact if every family of

members of ^ which has the finite intersection property has a
nonempty intersection. Prove that if ^ is compact then the pavings
and are also compact.
12.6.2 Prove the first part of Theorem 12.1.3.
12.6 Exercises 151
12.6.3 Let {Xj\ j ^ J) be a family of paved sets with compact pavings

—see Exercise 12.6.1. Then prove that the product paving
and sum paving are both compact.
12.6.4 Prove that if (X, and ( 7 , ^ ) are two paved sets, and if <j>
is a function from X into Y such that c A ( ^ ) , then
<t>-\A(^)) c A (^).
12.6.5 Prove that the Baire property is invariant under the Suslin operation
A(-).
12.6.6 Prove that Lebesgue measurabihty is invariant under the Suslin
operation A(-).
12.6.7 Give an independent proof that every Borel set is Sushn, but that in
general not every Suslin set is Borel.
12.6.8 Let A" be a complete separable space, and let 5 c A" and X \ S be
Sushn. Prove that S is a Borel set.
12.6.9 Let A" be a complete separable space, and let 5 c A" be a Suslin set
representable as the union of disjoint sets. Prove that 5 is a Borel set.
12.6.10 In Theorem 12.4.4 show that
<k^s\r ~~ ^p\k‘
Chapter Thirteen
Measurable Correspondences
from an A bstract
Measure Space to a
M etric Space
It will be assumed throughout this chapter that (X, v) is a, real nonnegative

measure space^that is, that the measure v on the a-algebra s f of subsets of X
has values in Our aim will then be to discuss measurability criteria for
correspondences defined on X whose values are subsets of a metric space Y.
In Section 13.1 we define what we mean by a measurable correspondence.
In Section 13.2 the analysis focuses on the important class of closed-valued
correspondences. It is shown there (Theorem 13.2.7) that for such correspon
dences measurabiUty may be expressed in several different but equivalent
formulations, provided only that Y is complete and separable. This is a most
useful result, since it provides us with a remarkable list of alternative measur-
abihty criteria. Finally, in Section 13.3 the attention is shifted to the special
case of compact-valued correspondences.
13.1 MEASURABLE CORRESPONDENCES
There is of course more than one notion of measurability that could be used as
the basis for a definition of a measurable correspondence. A function ^ from X
to Y is usually said to be s^-measurable—this is the basic definition we shall
conform to in this book—if for every set B e ^ { Y ) one has
Since a correspondence / from X i o Y may be regarded as a function <f>from X
to ^ o ( Y \ one may wish to say that / i s an j^measurable correspondence every
time that <t>is an je^measurable function.
152
13.2 O osed-Valued Correspondences 153
We shall follow a different path in this book, since we would like to have a
definition of measurabihty which directly applies to the correspondence /
without having to resort to the function </> from X to ô(Y). Nevertheless,
under certain conditions (see, e.g., Section 13.3) the two approaches may lead
to equivalent results.
Next we give the basic definition we adhere to in this book.
13.1.1 Definition
A correspondence / from X to the metric space Y is said to be s0-measurable if
f^ ( F ) = [x ^ X: f ( x ) O F # 0 } e for every closed subset F of Y.
13.2 CLOSED- VALUED CORRESPONDENCES
Let the measure space {X, complete, the metric space Y complete and
separable, and the correspondence / (from X io Y) closed valued. In essence,
the main result of this section (Theorem 13.2.7) asserts that in this situation the
following statements are equivalent:
(i) The correspondence / is measurable in the sense of Definition 13.1.1.
(ii) The set f ^ ( G) belongs to s / f or every open subset G of Y.
(iii) The function which assigns to every element x oi X the distance from
a point y in Y io the set f ( x ) is j^^measurable for every y in 7.
(iv) The set G r/, the graph of the correspondence / , belongs to the
product a-algebra s / ^ ^ ( Y ) .
(v) The set belongs to j^^for every Borel subset B of 7.
The proof of Theorem 13.2.7 will be the consequence of a series of lemmas

and propositions. This “ spht” of the proof will be convenient, since in some of
the steps it will allow us to reach partial results, the generality of which is
greater than that which is allowed by the main theorem itself.
In what follows, ( X , s / , v ) is not assumed to be complete. Hence we
distinguish the a-algebra s /iio m its measure-theoretical extension
13.2.1 Proposition
Let f be a correspondence from X to the metric space Y such that /^ ( F ) e for
every closed subset F of 7. Then p^{G) ^ for every open subset G of 7.
Proof Since 7 is a metric space, G c 7 is the countable union of closed

sets (e.g., Bourbaki, 1966, Part 2, p. 152). For a sequence (F„: « g A^) of
closed subsets of 7, one sets G = and then observes that/"^(G) =
r^(F„) [by Proposition 6.3.5(ii)]. Since by assumption each set /"^(F„) belongs
to it follows that also/"^(G) belongs t osf. □
A very useful result is the content of the following.

154 M easurable Correspondences from an Abstract M easure Space to a M etric Space
13.2.2 Proposition
Let f be a correspondence from X to the separable metric space Y. Then the
following statements are equivalent:
(i) /'^(G) e j / for every open subset G of Y,
(ii) The function x\-^ d{y, f{x)) is ^/-measurable for every element y of Y.
Proof (i) => (ii): For every open subset G of 7, one has, by assumption,
f^{G ) Eis/. In particular for B{y, a), the open ball in Y with centre y and
radius a > 0, one obtains f ^{B{y, a)) g s/. However, for a > 0, f ^ ( B ( y , a))
= {x ^ X: d{y, f (x)) < a}. Hence x\-^ d(y, f i x) ) is j^measurable, and in
deed so for every y in Y.
(ii) => (i): By assumption [x ^ X : d(y, f(x)) < a} is now j^^measurable
for a > 0 for every j e Y. But since {x ^ X: d{y, f(x)) < a] = f ^ i B { y , a)\
it follows that f ^ i B i y , a)) belongs to j/ . Moreover, since any open subset G of
Y may be written as G = a„) for a sequence (Biy„, a„): n ^ N)
of open balls in 7, one finally gets that/"^(G) = ^n)) belongs
to the a-algebra j/ . □
Up to this point, we did not assume that the correspondence / is closed

valued. In the next proposition we shall prove that the j^^measurability of the
function x\-^ d(y, f(x)), for every in 7, implies the ^(7)-measurability
of the graph of /. Unfortunately, this time, the proof hinges upon the
closed-valuedness of /. Let us first acquire an auxihary result.
13.2.3 Lemma
Let {X, s / ) be a measurable spacey Y a separable metric spacey and Z a metric
space. Let \¡/ be a function from the product space X X Y to Z which is
s/-measurable for every element y ^ Yy and continuous in y. Then i¡/ is
^(Y)-measurable.
Proof Let iy^: n ^ N ) be a sequence dense in 7. For any a > 1 let

Biy^y a “ ^) denote the open ball in 7 of radius centered at
Choose a point y in 7. If n is the smallest number in N for which
y e B{y^y a"^), then set xpî^y y) = xp{Xy y„). It follows that
(1) y) ^ 4'{x, y) as a 00.
Now for each fixed «, the function (jc, y)\-^ ipixy y„) is clearly ^ (7 )-
measurable; and since on the set A" X [^ ( ^ „ , a “ ^ ) \ a “ ^)] the
function \pa(Xy y) coincides with (x, y)\-^ ;//(x, y^) it follows that ^«(x, y) is,
as well, ^(7)-measurable. Therefore, by (1 ) above, xpiXy y) is ^(Y)-
measurable. □
The preceding lemma greatly facilitates the proof of the following important
result.
13.2 Q osed-Valued Correspondences 155
13.2.4 Proposition
Let f be a closed-valued correspondence from X to the separable metric space Y. I f
the function x\-^ d{y, f{x)) is s^-measurable for every y e 7 , then the graph o ff
belongs to the product o-algebra ^ ^ ( Y ) .
Proof The graph of / is by definition the set G r / = y) ^ A" X Y: y

e f(x)}. However, since / is closed-valued one also has that G r / = {(x, y ) e
X X Y: d(y, f (x) ) = 0}—observe that for this to hold we only need that each
f ( x ) and not G r/b e closed.
By assumption the function x\-^ d(y, f ( x) ) is j^^measurable. By Lemma
13.2.3 the function is ^(y)-measurable. Therefore G r/belongs to
^ (7 ). □
All previous results of this section did not require the (measure-theoretical)
completeness of the space (X, s/, v). The next proposition and Theorem 13.2.7
do require it. However, to be able to continue our discussion in the same
framework as the one used so far, we will proceed as follows: we shall not
directly require ( X , s / , v ) to be complete; instead, we shall carry on the
argument with reference to the extension of j/w ith respect to v. In later
chapters, however, we shall often assume the completness of (X, s /, v).
The proof of Proposition 13.2.5 necessitates a classical result, namely the
projection theorem for measurable sets as given in Theorem 12.3.4.
13.2.5 Proposition
Let f be a correspondence from X to the complete separable metric space Y such
that Gr f belongs to ^ ( 7 ) . Then f'^(B) belongs to for every Borel set
B<zY,
Proof It is enough to observe that f^ { B ) = pr;^r(Gr/n [X X j5]). Since

by assumption Gr /belongs to 0 ^ { Y \ it follows that Gr / n x 1?] is a
member of 0 ^ { Y ) \ hence. Theorem 12.3.4 applies, and one obtains that
P^{B) belongs to □
Since all the closed and open subsets of 7 belong to ^ ( 7 ) , the following
result trivially follows.
13.2.6 Proposition
Let g be a correspondence from X to the metric space Y such that f'^(B) is in
for every Borel set B Y. Then f^ { F ) [respectively^ /"^(G)] belongs to for
every closed F <z Y [respectively, open G c 7].
We have now arrived at the main result of this section.

11.2.7 Theorem
Let f be a closed-valued correspondence from X to the complete separable metric
space Y. Then the following five statements are equivalent:
(i) / is s/j^-measurable, that is, f^ ( F ) belongs to for every closed subset
FdY.
(ii) r^{G) belongs to for every open subset G (z Y.
(iii) The function d{y, f{x)) is s^^-measurable for every element y in Y.
(iv) / has an 0 SS{Yymeasurable graph, that is, the set G rf belongs to
< 0 SS{Y).
(v) r^{B ) belongs to for every Borel subset B <z Y,
Proof (i) => (ii): by Proposition 13.2.1; (ii) => (iii): by Proposition 13.2.2;
(iii) => (iv): by Proposition 13.2.4; (iv) => (v): by Proposition 13.2.5; finally,
(v) => (i): by Proposition 13.2.6. □
13.2.8 Example
Suppose A" is a subset of and let /b e a closed-valued correspondence from
X to Rockafellar (1969) calls the correspondence / Lebesgue (respectively,
Borel) measurable if / is js^measurable and j / is the collection of all Lebesgue
(respectively, Borel) measurable subsets of X. The following special situations
result from Theorem 13.2.7.
(i) Let X c be Lebesgue measurable. Then / is Lebesgue measurable if

and only if G r/belongs to the a-ring in X jR" generated by all the products
A X B where ^4 c A^ is Lebesgue measurable and ^ c R" is Borel measurable
(when is the a-algebra of all Lebesgue-measurable subsets of A"— v is here a
Lebesgue measure—(X, s /, v) is a complete measure space).
(ii) Let A" c R"* be a Borel set. If G r / is a Borel subset of R"* X R" then /
is Lebesgue measurable.
(iii) Let ATc R"* be a Borel set. If / is Borel measurable, then G r / is a
Borel subset of R"* X R".
Observe that to define Gr /w e may proceed as follows. Let Z be a countable

dense subset of R", and for every z g Z and k ^ N, let, as usual, B[x, k~^] be
the corresponding closed ball in R". Then G r / = KJ^^^[P^{B[z, fc"^])
^B[z,k-^]\
13.2.9 Example
Let V be Lebesgue measure on [0,1], and let /f be a nonmeasurable subset of
[0,1] with inner measure 0 and outer measure 1. The correspondence / from
[0,1] to R defined by f ( x ) = {X ^(x), 3}—where is the characteristic
function of H —can be seen to fail to have a measurable graph.
133 Compact-Valued Correspondences 157
13.3 COMPACT-VALUED CORRESPONDENCES
It is obvious that all the measurabihty results of Section 13.2 apply when the
relevant correspondence / is compact-valued.
This section introduces an alternative measurabihty criterion formulated
under the exphcit assumption that / is compact-valued. We then relate this
criterion to those we have examined in the preceding section.
As in other parts of this book, ^ q( Y )—or simply when there is no
danger of ambiguity—denotes the nonempty compact subsets of a metric
space Y. We assume JíTq to be endowed with the Hausdorff topology which in
this instance coincides with the Vietoris topology (Corollary 4.2.3).
For an open subset G of y, we recall the following definitions: we define the
classes [%G]= ( AT e : A' c G }, and = {K ^ K n G 0 ) . Fur
thermore, we use and to denote the a-algebras generated by the classes
([•, G] : G open) and {I g ‘ G open), respectively.
Let be the Borel a-algebra of subsets of ^ ( F ) . Our first objective
is to find a suitable characterization of by means of the classes
and
13.3.1 Theorem
Let y be a separable metric space. Then the Borel o-algebra coincides
with both the a-algebras and
Proof. We spht the proof into three steps. First we show that is
contained in Since G c 7 is open, one can choose a sequence (F„: n ^ N)
of closed subsets F„= [ y ^ Y: d(y, Y \ G ) > n~^}, and then set G =
It follows that Ic = K nF„¥= 0 } =
{/sT: is: c y \F „ } ], and hence c
Next we prove that is contained in By defining the sets G„ = [y ^
Y : d(y, Y \ G ) < n~^} we can clearly write Y \ G = G„. Consider now
the intersection K Pi ( Y \ G ) . It is immediate that if A n ( y \ G ) is nonempty
then K D G„ will be nonempty for every n ^ N. Let us show that the converse
holds too. Suppose A n G„ is nonempty for every n ^ N, and choose a point
in each set A Pi G„: one has determined a sequence {y^ \ n ^ N \ and any
cluster point of it belongs to both A and Y \ G . It then follows that j Tq\
{K: K<z G) = n „ ^ ^ { A G A n G„ ^ 0 ) , and hence c
Finally, to complete the proof of the theorem, one shows that any open set
U of Jfo belongs to both and On the one hand, since {[•, G ]: G open)
and [ I g ’ G open) form a subbase for the Vietoris topology, U is the union of a
class ^ o f finite intersections of sets belonging to the subbase, and hence to
and On the other hand, 7 being separable, so is This implies that U is
the union of a countable subclass of and therefore it itself belongs to
and This completes the proof that coincide. □
Let / be a compact-valued correspondence from the set X to the metric

space Y, As we know, we may regard / as a function from X to the space
^ q(Y), The following theorem gives us conditions under which the statements
“ the correspondence/ is j^^measurable” and “ the function/ is js^measurable”
are equivalent. By definition, the function / from to is j?^measurable if
G for every set B (
13.3.2 Theorem
Let f be a compact-valued correspondence from the set X to the separable metric
space Y. Then the following statements are equivalent:
(i) The function f from X to X'q is s^^measurable,
(ii) f^{G ) belongs to for every open subset G c 7 .
(iii) r^{F ) belongs to for every closed subset F Y.
Proof (i) => (ii): Let G be any open subset of 7, and observe that
/" (G ) = f - \ { K ^ X ' Q : K n G ¥ ^ 0 }) = f - \ l G f Since the function / is s/-
measurable by assumption, and since the set = { K ^ X'qI K n G ¥= 0 }
belongs to ^ ( ^ q) by Theorem 13.3.1, it follows that f'^(G) belongs to j / .
(ii) => (i): Observe once more that P^{G) = f~^{{K g j Tq : A' Pi G ^ 0 })
= ®y Theorem 13.3.1 the class {/(7: G open) generates the a-algebra
which coincides with ^ (Ji^ ). Hence, / “ H^g) belongs to
(i) => (iii): Let A be a closed subset of 7 so that G = 7 \ F is open and, as
before, define [•, G] = ( A ' g : AT c G}. By Theorem 13.3.1 [•, G] is in
^ ( j To)» since / is »¿^measurable by assumption, one has /~H[%G]) in
That r ^ ( F ) belongs to follows now from the simple fact that f'^(F) = X \
r\[%G]).
(iii) => (i): Use again Theorem 13.3.1 and the fact that f'^(F) = X \
r\ [%G]), □
Suppose now that 7 is a complete separable metric space, and let / be a

compact-valued correspondence from X to 7. Since the situation now satisfies
all the conditions for the application of Theorem 13.2.7, the following result
immediately follows:
13.3.3 Theorem
Let f be a compact-valued correspondence from a set X to the complete separable
metric space 7. Then the statement ""the function f from X to * ^ (7 ) is
s^-measurable'" is equivalent to each of the statements (0~(i^) of Theorem 13.2.7.
It is obvious that the equivalences between the measurability criteria for

compact-valued correspondences, on the one hand, and the definition of a
measurable function from A to Jfo(T), on the other, are extremely useful, for
they allow us to apply to correspondences several other criteria drawn from the
arsenal of measurability criteria for functions. The following result is partially

adapted from Dunford and Schwartz (1958) and may serve as an adequate
bridge in this respect.
13.3.4 Theorem
Let f be a compact-valued correspondence from a set X to the complete separable
metric space Y, Then the following statements are equivalent:
(i) / is s/^-measurable, that is, belongs to for every closed subset
Far,
(ii) The function f from X w X' q{Y) is s/^-measurable, that is,f~^{B) ^ s/^ fo r
every Borel subset ^
(iii) There exists a sequence (f„: n ^ N) of s/^-simple functions from X to X'q
converging to the function f a.e. in A.
(iv) There exists a sequence {h^ \ n ^ N ) of s^^-simple functions from X to
converging in measure to the function /.
Proof (i) <=> (ii) is Theorem 13.3.2. (ii) <=> (iii) <=> (iv) are standard theo
rems regarding functions from a measure space to a metric space (e.g., see
Dunford and Schwartz, 1958, Lemma 9, p. 147; and Corollary 13, p. 150). □
13.3.5 Example
Suppose / is an upper semicontinuous compact-valued correspondence from a
topological space A" to a separable metrizable space Y, The correspondence is
clearly Borel measurable since P^{F) is closed—and hence belongs to
SS{X)—for every closed subset F a Y. It is also easy to show (Exercise
13.5.10) that if a compact-valued correspondence /between the above spaces is
lower semicontinuous, then it is ^(A")-measurable.
13.3.6 Example
The correspondence / defined in Example 7.1.6 is easily seen to be Borel
measurable.
There is a very extensive literature on measurabihty criteria for correspon

dences, possibly going back to Kudo (1954), among the pioneers in the field,
but we confine ourselves here to those works more closely related to the
approach followed in this chapter. For an extensive list of references, see
Debreu (1967b).
The theory developed in this book focuses almost exclusively on correspon
dences defined on an abstract measure space and having their values in a
metric space. No other structure—topological or otherwise—on the domain
space is assumed. A rather different approach is followed by Castaing (1967).

The context chosen by this author involves a correspondence from a locally
compact topological space to another, metrizable topological space. This
approach may be regarded as a generahzation of Lusin’s theorem and thus, in
contrast to the one followed in this chapter, requires a topological structure on
the domain space (see, e.g.. Exercises 13.5.9 and 13.5.10).
There are alternative ways to define a measurable correspondence. Possibly,
the two main aspects that influence the choice of a definition are framework
and desire for generality. The idea of defining the measurability of a correspon
dence in terms of the measurabihty of its graph appears in the pioneer paper
by Aumann (1965). Use is made there of the notion of analytic or SusUn set.
The extension which consisted of replacing the assumption of analytic sets by
measurable spaces for a theory of measurable compact-valued correspondences
is due to Debreu (1967b). However, in the context of Debreu’s theory, a
compact-valued correspondence / from A" to 7 is said to be measurable if it is
measurable considered as a function from X to
Our Definition 13.1.1 is rather standard (see, e.g., Rockafellar, 1969).
Castaing and Valadier (1977) use open sets instead of closed sets in the
definition of measurabihty.
The centre piece of this chapter is clearly Theorem 13.2.7. This proposition
puts together a hst of results developed over the years by several authors,
including some extensions of some important original contributions by Debreu
(1967b) and Rockafellar (1969). The idea of presenting these results as in
Theorem 13.2.7 as well as some steps that make this summary possible—in
particular the very useful Propositions 13.2.2 and 13.2.4—follow very closely
Castaing and Valadier.
The results on compact-valued correspondences are due to Debreu (1967b).
Most of the content of Theorem 13.3.3 was given by Debreu (1967b); the result
regarding the equivalence of the criterion using the graph of a correspondence
was later extended by Rockafellar (1969) to cover the case of a closed-valued
correspondence with values in R". A shghtly more general version is included
here in Theorem 13.2.7.
Theorem 13.3.2 depends heavily for its proof on Theorem 13.3.1. The latter
was due to Dubins and Omstein and given in Debreu (1967b).
13.5 EXERCISES
13.5.1 Let /b e an j?^measurable correspondence from X to R", and suppose

/? is a point in R”. Prove that the real-valued function 7t(/?, •) defined
by 7r(/7, x) = sup{p • y: y ^ f ( x)} is j?^measurable; and the corre
spondence cl /fro m X to R" defined by x|-> cl f ( x ) is j^^measurable.
13.5.2 Let ( / ^ : /: e V) be a countable family of closed-valued j^^measur-
able correspondences from X to R". Prove the following:
(i) If n ^ ^ ^ /^ (x ) 0 for every x in X, then the correspondence
x[-> n ^ ^ ^ /^ (x ) is measurable.
13.5 Exercises 161
(ii) The set A'q = (x e A': ^ 0 } is measurable.

(iii) The correspondence from Aq = {x g A; =5«= 0 } to
R" defined by xj^ is measurable.
13.5.3 Let (/^.: A: € A ) be a countable family of îmmeasurable correspon
dences from A to R". Prove that the correspondence from A to R"
defined by x|-^ is ^so measurable.
13.5.4 Let (z^: k ^ N) be a sequence of points in R". For each A: e A let
ir(k, x) be an îmmeasurable function from A to R. Define the
correspondences/ , g, and h b y /(x ) = {y: z ■y < -rr^k, x)}, g(x) =
{>': z •>'= 7t(A:, x)}, and h ( x ) = n ^ ^ j ^ { y : z - y < w ( k , x ) ) , re
spectively. Then show that / , g, and h are îmmeasurable.
13.5.5 L et/b e a correspondence from A to R" such that G r / e j/® ^ ( R") ,
and let ^ be an jimmeasurable function from A to R". Prove that the
correspondence x |-^ /(x )-I-^ (x ) has an ji/® ^(/?")-measurable
graph.
13.5.6 Let (A, s^) and (A', ji/') be measurable spaces. L e t/b e a correspon
dence from A' to R" such that ^ ( R" ) , and let ^ be an
îmmeasurable function from A to A'. Show that the correspondence
xj-» /(</>(x)) has an Jim® ^(/?")-measurable graph.
13.5.7 Let / be a correspondence from A to the complete separable metric
space Y, and assume f'^(G) = {x g A: /( x ) n G ¥= 0 } g jimfor ev
ery open subset G in Y. Define the correspondence cl /b y x|-> cl /(x ).
Then show that Grcl / g jim® ^ ( Y ) .
13.5.8 It is clear that if f'"{F) g jim for every closed subset F of 7 then
f'"(G) G s / for every open subset G of Y (see Proposition 13.2.1).
Give an example to show that the converse is not true under the weak
assumptions of Exercise 13.5.7, that is, i f / i s not closed-valued.
13.5.9 This and the next exercise depart from the basic line of this chapter
in that we require some more structure for the domain space of the
correspondence or function involved. Let / be a closed-vhlued corre
spondence from the complete separable metric space A to R". Show
that a necessary and sufficient condition for G r / to belong to
X R ”) is that f'^(F) belongs to SS{X) for every closed subset F
of R". Hint: show that G r/ and ( A x i? " ) \ Gr / are both Suslin sets
(Novikoff, 1939).
13.5.10 With the notation of Section 13.3, let 7 be a separable metric space,
A a topological space, and / a function from A to J!^(7). Show that if
/ i s upper or lower semicontinuous, then / i s ^(A)-measurable.
Chapter Fourteen
Measurable Selections
The study of the properties of a correspondence can often be facilitated by a

description of the properties of its “cross sections” or selections. This explains
the importance of existence theorems for measurable selections within the
theory of correspondences. In Chapter 8 selections were studied in a topologi
cal setting and there the word was used to include continuity. Here measurable
selection means a measurable choice function or cross section and does not
imply continuity.
In Section 14.1 we define the basic concepts. Existence theorems for
measurable selections of closed-valued and compact-valued correspondences
are dealt with in Section 14.2. In Section 14.3 we discuss a rather general
selection theorem the proof of which requires, once again, some knowledge of
Suslin sets as presented in Chapter 12. Finally, Section 14.4 links the question
of the existence of measurable selections to the measurability criteria for
correspondences discussed in Chapter 13. As a by-product, this will provide us
with an additional measurability criterion which will fall within the scope of
Theorem 13.2.7.
In addition to the properties mentioned at the beginning of Chapter 13, we
shall assume throughout the four sections of this chapter that {X, is a
finite measure space—i.e., v{X) < oo. In some contexts, {X, v) will also be
required to be complete—i.e., We shall indicate this when such is the
case.
14.1 MEASURABLE SELECTIONS AND ALM O ST

EVERYWHERE SELECTIONS
The concept of a selection a of a correspondence / has been discussed in

Chapter 8. Intuitively, a selection a of / is measurable if it is measurable as a
function.
In this book we say that a function a is a selection of a correspondence /
when the image under a of every point x of the domain Z is a member of the
162
14.2 Closed-Valued and Compact-Valued Correspondences 163
set f{x). It is sometimes sufficient to consider functions a which satisfy the

above description with the exception of “ a null subset of X ” We reserve
the designation “ almost everywhere selections” for such cases.
These ideas are now formally stated in the following.
14.L1 Definition
Let (X, 1') be a measure space and let /b e a correspondence from the set X
to a metric space Y, An s/-measurable selection (respectively, almost everywhere
selection) of / is an j^^measurable function a from X to 7 such that a(x)
belongs to f { x ) for every x in X (respectively, for almost every x in X).
We can now move on to the central theme of this chapter, namely to the
discussion of conditions that guarantee the existence of measurable selections
or almost everywhere selections.
14.L2 Example
(i) Let V be Lebesgue measure on R and consider the correspondence / defined
in Example 7.1.6. It is clear that ^ is a selection of /. Furthermore, as an upper
semicontinuous function, \l/ is Lebesgue measurable; (ii) Again consider Exam
ple 7.1.6. Given the definition of / , one easily constructs an almost everywhere
continuous function y such that \p(x) < y(x) at its points of discontinuity, and
otherwise <J>(x) < y(x) < ^(x). It is obvious that y is an almost everywhere
selection of /; since y is almost everywhere continuous, it is also Lebesgue
measurable.
14.2 CLOSED-VALUED AND COMPACT-VALUED

CORRESPONDENCES
We give first a strong result on the existence of selections of closed-valued

correspondences.
14.2.1 Theorem
Let f be a closed-valued correspondence from a set X to a complete separable
metric space Y. I f f is s/-measurable, then it has an s/-measurable selection.
Proof Let (>^y: / e iV) be a sequence dense in Y, For n ^ N, i ^ N, let

B[yi, n~^]hQ closed ball of radius n~^ centered dXy^ e Y,
Inductively define a sequence of correspondences as follows:
/o =/; /„(^) =fn-l(x) n
where one takes i(n, x) = min{i e N: /„_x(x) n 5 [j,, n~^] ¥= 0 ).

164 M easurable Selections
By assumption, / is ja^measurable, so that one has f o{ F) in j/ for every

closed subset F of 7. By induction we now show that each /„ is j?^measur-
able. Assume first that is j^^measurable. We need to prove that / / ( F )
belongs to for every closed subset F of Y. For this, one has / / ( F ) =
{x e X:f „(x)r\F¥= 0 } = (x e A':/„_i (x) n n f# 0}=
^ f n - M n B{yi, n F # 0 } n {x e A'; /(«, x) = j }]•
Observe next that the set {x e Af: i{n, x) = / } = H j~\[{x e X\ f„-i(x)
n B[yj, = 0} n {x G Af; /„_i(x) n B[y¡, n~^] ^ 0]] belongs to so
that by construction one has that f ^ { F ) g j/to o . Hence for every n ^ N, and
for every closed subset F of Y, f ^ { F ) belongs to jî'as required.
Let us now construct the desired selection. For every x in Af the image/„(x)
is nonempty and closed; we also have that/„(x) c /„_i(x) and diam(/„(x)) ^
0 as « ^ 00. It is clear that, Y being complete, n “.^^/„(x) is a singleton for
every X in Af. A selection is then immediately defined by setting a(x) =
It only remains to show that the function a from A" to 7 is j^^measurable.

For this, let F be a closed subset of 7. Since 7 is complete, one
has a " ^ (F )= Pi e AT:/^(x) n F ^ 0 }, and hence / " ^ F ) belongs
to j / . □
In Theorem 14.2.1 we require that the correspondence / be js^measurable

in the sense of Definition 13.1.1. From Theorem 13.2.7 we know that a
closed-valued correspondence from a complete measure space to a complete
separable metric space which has its graph in ^ ( 7 ) is measurable in this
sense. Hence the following result.
14.2.2 Corollary
Let (X, , v) be a complete measure space, A closed-valued correspondence from
X to the complete separable metric space Y which satisfies any of the measurabil
ity criteria (i)-(v) of Theorem 13.2.7 has an s^-measurable (/.e., by assumption^
s/^-measurable) selection.
We list now the following obvious consequence for later reference.
14.2.3 Corollary
Let (X, s /, v) be a complete measure space. A compact-valued correspondence
from X to a complete separable metric space Y which satisfies any of the
measurability criteria of Theorem 13.3.3 has an s/-measurable (i.e., by assump
tion, s/^-measurable) selection.
14.2.4 Example
(i) Let {X, s^, v) be a complete measure space and consider the correspon
dence epi^ of Definition 9.1.1. Observe that if epi is lower semicontinuous
then the function <f>is o-upper semicontinuous (Proposition 9.1.4). Hence <j>is
an J2^measurable selection of epi<f>. (ii) Let r be Lebesgue measure on R.
14 3 A General Existence Theorem 165
Then, in Example 7.1.6, the function <|) is a Lebesgue-measurable selection of

the compact-valued correspondence /.
14.3 A GENERAL EXISTENCE THEOREM
It will be seen later that for the integration theory of correspondences, it is

often enough to show the existence of (integrable) almost everywhere selec
tions. We turn now to this problem and assume, throughout the section, that
the measure space (AT, v) is both complete and finite.
Theorem 14.3.2 and Corollary 14.3.3 provide useful results on the existence
of measurable almost everywhere selections for correspondences whose values
do not necessarily satisfy any stringent conditions like compactness or even
closedness. Theorem 14.3.2 states that under rather general conditions a
correspondence with Sushn graph admits a measurable almost everywhere
selection. Since G r / e ^ { Y ) imphes G r / e A ( s / X SS{Y))—that is, if
the graph is measurable then it is Suslin, see Theorem 12.3.2—it follows that
the same holds for correspondences with measurable graph (Corollary 14.3.3).
The road to Theorem 14.3.2 will not be straightforward, and use will be
made of results we know from Chapter 12. In particular, we need some
properties of Suslin sets and, most important, we need Choquet’s capacity
theorem (12.4.4). To arrive at Theorem 14.3.2, one first proves in Lemma
14.3.1 that if / is a correspondence with its graph in A (j/X 3S{Y)) and
satisfying some additional conditions, then there exists a compact-valued
correspondence g whose graph belongs to ^ (T ), and with images g(x)
contained in f { x ) for almost all points of the set X. It then follows that a
measurable selection of g, which exists by virtue of Corollary 14.2.4, is an
almost everywhere selection of /.
We begin thus with Lemma 14.3.1, whose proof depends heavily on Theo
rem 12.4.4.
14.3.1 Lemma
Let f be a correspondence from the set X to the complete separable metric space Y
such that the graph of f belongs to A ( s / X ^ ( Y) ) . Then there exists a compact
valued correspondence g from X to Y such that its graph belongs to ^ (T ),
and almost everywhere in X, g(x) c f{x).
Proof Suppose first that Y is compact and, without loss of generaUty, let
v{X) = 1. Let Jfb e the class of compact subsets of 7. It is well known that
^ ( 7 ) is here the a-algebra generated by J f.
Denote by {s^X SS{Y))^^ the class of subsets of j / X ^ ( 7 ) closed under
finite unions and countable intersections, and note that {s^X ^(7))^^ is
contained in ^ ( 7 ) , A ( s / X ^ ( 7 ) ) coincides with A ( s / X X'), and
^ ( 7 ) is contained in A ( X X ^ ( 7 ) ) —see Theorem 12.3.2 in Chapter 12.
Consider X Y \ the power set of A" X 7. Let denote the outer

measure of v—that is, for every subset A of X, v^{A) is defined to be the
number v"^{A) = inf{ v { E ) : E e j/a n d A c }. It is not difficult to show that
the set function y from ^ ( X X Y) to R such that y(H) = v^'ipTxH) defines a
capacity on X Y—see Definition 12.4.1 and Example 12.4.2.
By Theorem 12.4.4 it follows that for every e > 0 there is a set in
(sfx such that H is contained in G r/, and for which y(H^) =
= vi pr^Gi f ) = y (G r/) - e = 1 -
Observing that Z = [(X\pTxH^) X 7] n G r /is in A(j /X ^ ( Y ) ) too, one
may apply Theorem 12.4.4 to Z and construct a sequence (Z^: n ^ N) of
members of ( j / x ^(7))^g with Z„ c G r/ , for each «, Z^ n Z„ = 0 when
m ¥= n, and such that ^'(pr;^^ U ^=iZ„) = 1.
Now Z„ in ( j/X ^(7))^g for every n clearly implies Z„ in j/® ^ ( 7 ) for
every n. Hence, the correspondence g with graph G rg = U ~=iZ„ satisfies the
assertion of the lemma when 7 is compact, that is, g(x) c f (x) a.e. in AT, and
G rg G ^ (7 ).
Suppose next 7 = U for a sequence (K„: n ^ N) oi compact sets. The
extension of the above result is immediate.
Suppose finally that 7 is complete and separable. Let I be the Hilbert cube
and ^ ( I ) its Borel a-algebra. Then 7 is homeomorphic to a subspace 7 of /
(cf. Kuratowsld, 1966, p. 242). An argument similar to that of Theorem 12.3.4
proves that if Gr(g) is in A{ s / X ^ (7 )), then Gr(g) also belongs to A (j/X
3S{I)). The assertion of the lemma now follows from the compactness of I and
the initial argument above. □
We arrive now at the main result of this chapter.
14.3.2 Theorem
Let f be a correspondence from the set X to the complete separable metric space Y
such that the graph of f belongs to A{s^X SS{Y)). Then f has an s0-measurable
almost everywhere selection.
Proof By Lemma 14.3.1 there exists a compact-valued correspondence g

with jafX ^(7)-measurable graph such that g(x) is contained in f ( x ) for
almost every element x of X. To complete the proof of the theorem simply
apply Corollary 14.2.3 to the correspondence g. □
For the case of a correspondence having a measurable graph, we have the

following result.
14.3.3 Corollary
Let fb e a correspondence from the set X to the complete separable metric space Y
such that the graph of f belongs to s ^ ^ ^ ( 7 ) . Then fhas an s^-measurable almost
everywhere selection.
14.4 M easurability and the Existence of Selections 167
Proof. The result is immediate since Gr / < implies G r/<

A(s/<S> ^ ( Y ))—see Theorem 12.3.2. □
14.4 M EASU RABILITY AND THE EXISTENCE OF

SELECTIONS
It is interesting to note that the existence of a countable family {o^ \ n ^ N ) ol

selections of a closed-valued correspondence / which satisfy the condition
/( x ) = cl(a„(x): « e A^) for every x in X, constitutes in itself a measurabihty
criterion for /. Indeed, we shall prove that under suitable conditions regarding
the space Y the existence of such a family is equivalent to the definition of
measurability given in Definition 13.1.1.
14.4.1 Theorem
Let f be a closed-valued correspondence from X to the complete separable metric
space Y. Then the following statements are equivalent:
(i) / is ¿¡^-measurable.
(ii) There exists a countable family n ^ N ) of measurable selections of f
such that f { x ) = c/(a„(x) : n e N) for every x in X.
Proof (i) => (ii) Suppose / is j?i^measurable, that is, satisfies Definition
13.1.1. Let {y^ : m e A/^) be a sequence dense in 7, and let {B[y^, 2"'"]: n ^ N)
be the countable family of closed balls of radius 2“ " centered at>^^.
Since/ is J2^measurable so is the set „ = {x ^ X: f ( x ) Pi ^
0 } for every index pair (m, «).
Construct next a family of closed-valued correspondences from A" to 7 as
follows:
’ \/(x ) iix€A m.n'
That each correspondence „ is also j^^measurable follows from the fact that
for any closed subset F of Y one has f ^ „(F) = [x E: X: f ^ „(x) n F # 0 }
= [x E X : f { x ) ( ^ { F C ^ B [ y ^ , 2 ~ ^ ] ) i ^ ' 0 ] U [x E A^^^: f { x ) n F ^ 0 ) ,
which set belongs to j^.
Invoking Theorem 14.2.1, we choose an j^^measurable selection „ for
each correspondence And, having done so, we show that the countable
family (a„j „ (x ): (m, n) E N^) is dense in /( x ) for each x in X.
Let X be in A" and y in /(x ). Then for every n e N one can find a y^ in
{ym'^rn E N) for which d{y, y^) < Hence, by construction, there
must exist an index pair {m,n) such that d{y^,o^ „(x)) < Thus
< d { y , y j + d{y^.o„,„{x)) < = 2-\
(ii) (i) Suppose (o„ : n ^ N) is a sequence of j^^measurable selections

satisfying the assertion. For every n ^ N one then has that e j?^for
every Borel subset B of Y—in particular, o ~ \ F ) g s / for every closed subset
F o f 7. N o w /^ (F )= { x ^ X : f ( x ) n F ¥ ^ 0 } = {x g cl(a„(x): « g iV)
n F ^ 0 } = U â~^(F) belongs to □
We did not assume in the above theorem that (X, s /, v) is complete. If we

do assume this, then we have enlarged the hst of Theorem 13.2.7 by one
additional and equivalent criterion. Summarizing, we have the following re
mark.
14,4.2 Remark
Let ( A", j / , i') be a complete measure space and / a closed-valued correspon
dence from X to the complete separable metric space Y. The statement “ there
exists a countable family (a„: w g iV) of measurable selections of / such that
/( x ) = cl(a„(x): « G AT) for every x in A"” is equivalent to any of the
statements (i)-(v) of Theorem 13.2.7.
The very important Theorem 14.2.1 on the existence of measurable selections

for closed-valued correspondences having their values in complete separable
metric spaces—thus complete-valued correspondences—is a classical result
due to Kuratowski and Ryll-Nardzewski (1965).
The general existence Theorem 14.3.2 was first proved by Aumann (1969)
using a result of von Neumann (1949). The proof given here using Choquet’s
capacity theorem (Theorem 12.4.4 of this book) is, so far as we know, due to
Hildenbrand (1974 pp. 54 ff). The important Lemma 14.3.1 is also given in
Hildenbrand (1974 pp. 54 ff).
The measurability criterion embodied in Theorem 14.4.1 was first given by
Castaing (1967). When establishing necessity, Castaing assumes that A" is a
locally compact topological space on which a Radon measure has been
imposed and 7 is a complete separable metric space. To prove sufficiency,
however, the author assumes in addition that the compact subsets of X are
metrizable. As has been pointed out by Rockafellar (1969), no topological
assumption regarding X is required to prove the necessity part of the theorem.
In the same place, this author also gives an alternative, topology-free argument
to prove the sufficiency part of the proposition. It must be said at this stage
that Rockafellar assumes that 7 is the space R". A further discussion of the
problem, also in a pure measure-theoretical framework, is to be found in the
recent book by Castaing and Valadier (1977); it has served here as the basis for
Theorem 14.4.1.
The hst of papers deahng with the existence of measurable selections is
rather long. For selections of correspondences whose domains are topological
14.6 Exercises 169
spaces, we refer to the mentioned work of Castaing (1967)—see Exercise

14.6.10. We also refer to Himmelberg, Jacobs, and Van Vleck (1969). Interest
ing selection theorems will also be found in Sion (1960a) and Himmelberg and
Van Vleck (1969).
14.6 EXERCISES
14.6.1 Let / be an îmmeasurable correspondence from X to /i", and let <J)

be an ji^measurable function from X to Show that {x: 4>(x) g
f ( x ) ] belongs to s /.
14.6.2 A subset A of is an affine set if \ y^ + (1 —X)>^2 ^ ^ yv
y ^ A, and X ^ R. The affine hull of a subset B of
2 denoted aff B,
is the intersection of all affine subsets of which contain B, Finally,
the relative interior of a convex subset C of denoted ri C, is the set
of points in aff C for which there exists a number tj > 0 such thatjo
is in C whenever y^ is in aff C and the Euchdean distance between y
and ^0 is not larger them rj.
Given a compact- and convex-valued j^mrneasurable correspon
dence / from X to define the correspondence ri/ by x\-^ r i/( x )
for every x g X Then show that the correspondence ri / has an
ji^measurable selection. (Hint: use the results in Exercises 13.5.1 and
13.5.4.)
14.6.3 Let the j^mmeasurable correspondence g from X to be closed-val
ued and convex-valued. Show that the correspondence ri g has an
j^rnmeasurable selection.
14.6.4 Use the results of the preceding exercises to prove that ri / and ri g
are j^rnmeasurable.
14.6.5 Let / be a closed-valued correspondence from X to the complete
separable metric space Y such that /*^(G) g j^mfor every open subset
G of Y. Show that / has an j^mmeasurable selection.
14.6.6 Let / be a closed-valued correspondence from X to the complete
separable metric space Y. Prove that if /h a s a sequence (a„: « g V)
of j^rnmeasurable selections such that /( x ) = cl(a„(x): n g V), then
the function x\-^ d(y, f (x) ) is j^mmeasurable for every g 7 .
14.6.7 Let / be an j^mrneasurable closed-valued correspondence from X to
the complete separable metric space Y, Show that the selection
theorem (14.2.1) may be obtained as a corollary to Theorem 14.4.1.
14.6.8 Use Theorem 14.4.1 to prove the following proposition (Rockafellar,
1969): Let and /2 be two j^mmeasurable correspondences from X to
R". Then the correspondence /fro m X to R” defined by x|-^ cl(/i(x)
+ f (x)) = cl{y^ + 72 • ^ /i(^X X ^ / 2(^)1 is j^rnmeasurable.
2 2
14.6.9 Use Theorem 14.4.1 to give an alternative proof to Exercise 13.5.2(i)

and (ii).
14.6.10 This exercise departs from the basic line followed in the text in that
we require a topological structure for the domain space of /. Let X be
a locally compact space, v a Radon measure on X, and / a compact
valued correspondence, measurable with respect to v, from A" to a
separable metric space Y. Then / has a selection measurable with
respect to v. {Hint: use the metric of Y to construct a suitable
sequence of measurable correspondences.)
Chapter Fifteen
Applications:
M athematical Economics III
In this chapter we show how some results on measurable relations and

correspondences are used in the context of the theory of economic systems.
Section 15.1 may be regarded as a continuation of the discussion initiated in
Section 10.1. We shall move within the same basic framework developed there
but relax some of our previous assumptions. We then go on to study the
measurability, in an appropriate sense, of the demand relation.
In Section 15.2 we contrast the notion of a Walras equihbrium with a
different solution concept, namely that of the core of an economy. We shall see
that under certain conditions, these two notions coincide. What is even more
interesting for economic analysis is that such an equivalence provides a
rigorous means by which to characterize the intuitive idea of perfect competi
tion.
15.1 INDIVIDUAL DEMAND: M EASU RABILITY
We assume here that Sis the same pure exchange economy discussed in Section
10.1. We identify a consumer with a triple (X, > ,w ) of Q x R, that is, we
take the wealth distribution as exogenously determined and focus on the
demand relation d of S, However, in contrast to Section 10.1, we allow the
price system p to vary over the whole of Euclidean space and we do not
assume that the wealth distribution is such that the condition inf^^xP *^
is satisfied everywhere on 0 X X It is clear that under these weaker
assumptions the budget set p) may not always be compact, and the
demand relation d may fail to be a correspondence.
15.1.1 Theorem
The demand relation d from Q X R X R^ to R^ has a SS{Q X R X R^X R"^)-
measurable graph.
m
172 Applications: M athematical Economics III
Proof. It is required to show that the set {{X, > ,w, p , x ) ^ Q x R x

X R^: X e ¿(X, > , w, p)} belongs to X R x R ^ x R^).
Let us first pay attention to the budget set relation b. We shall prove that
for every subset F of R^, the set b'"{F) = {(X, > ,w, p) ^ Q X R X
R^: b(X, > ,w, p) n F 0 } is in ^ ( Q X R x R^). It is enough to show that
for any compact subset K of R^, b^(K) is in ^ ( Q X R X R^).
With similar reasoning to the one used in Theorem 10.1.3, we discover that
the relation b is closed. Indeed, here too, b is the intersection of the closed
correspondences (X, >)|-^ X, and {X,w, p)|-» {x g R^: p ■x < w). The
closedness of b thus follows from 5.2.1. Hence, b'^(K) is closed. It is easy to see
that the set B = {(Z, w, p) ^ Q x R X R^: b(X, w, p) ¥= 0 } belongs to ^ ( Q
X R X R^).
From Theorem 14.4.1 we know that there exists a sequence n ^ N) of
measurable functions from B to R^ such that b(X, w, p) = cl{a„(X,
> ,w, p): n ^ N } for every (X, > ,w, p) in B. Let f„(X, > , w, p) = {x e
b(X, w, p) : a„(X, > ,w, p) 'F x}, « = 1,2 ,... . We show next that G r/„ g
^ ( Q X R x R^X
Since {(Z, > , X, y) ^ Q X R^ X R^: x, y e Z and x F y ) is closed by
Theorem 5.2.1(iii), it follows that E = {(Z, > ,w, p, x, y) ^ B x R^ X
R^: X , y e b(X,w, p) and x >,w)y} is closed in B X R^ X R^ by Theo
rem 10.1.3.
Define the function \f/„ by the equation ^„(X, > , w, p, x) = ((Z,
> ,w, p),a„{X,> ,w, p), x), and note that Gif„ = 4'n(^)- Since a„ is a
measurable function from B to il'ît follows that is ^ ( B X R^) measurable.
This then implies that G r/„ e ^ { B X R^), and hence G r/„ e x R X R^
X R^).
The proof will now be complete if one can show that d{X, > ,w, p) =
^ P)- One first observes that rf(Z, > ,w, p) c n„g;v/„(Z,
> , w, p); then one has to prove that n „g ^ /„(Z , > ,w, p)<z d(X, > , w, p).
Suppose the latter inclusion does not hold. Then there exists a bundle
X e n ^ g ^ /„ (Z , > , w, p) and x ^ d(X, > ,w, p). One would also be able to
find a bundle y in b{X, w, p) such that y >^x.>,w)X. Now, since {z e
b(X,w, p) : z >(^x,^,w)x) is open relative to b{X,w, p) there must exist an
integer m for which a„(Z, > , w, p) >(x,^,w)x so that x i /„,(Z, > ,w,p).
This is clearly a contradiction, and the proof is now complete. □
15.2 LARGE ECONOMIES: COREANO EQUILIBRIA
A perfectly competitive economy is one in which no individual agent can affect

the social outcome of the economic activity by his or her individual decisions.
The prices at which production and exchange take place—only the latter, of
course, in the case of a pure exchange economy—are totally independent of
15.2 Large Economies: Core and Equilibria 173
the actions of the agents as individuals. The agents take the prices as given,
and at these prices they are now able to buy or sell in the markets any amount
of commodities—that is to say, the supply or demand of an agent is negligible
when compared with the total volume traded in the corresponding market and
hence does not influence its price. A solution concept which depicts the
outcome of exchange in a perfectly competitive (pure exchange) economy is the
Walras equilibrium, the existence of which was discussed in Section 10.2.
What conditions should be satisfied by an economic system so that the
result of the exchange activity will necessarily be a Walras equihbrium? As a
first approximation, we may answer this question by saying that the economy
should be large enough so that each individual agent—in particular the agent’s
resources—should be negligible.
We shall continue to move in this section within the framework of a pure
exchange economy. For such an economy, as we know, the result of the
exchange activity always consists of a redistribution of the total resources. An
equilibrium allocation, if it exists, is a possible outcome.
There is an alternative road that leads to a deeper characterization of the
notion of perfect competition. We say that a set of agents—henceforth called a
coalition—can improve upon a certain allocation if all of its members can be
made better off by trading among themselves with their initial endowments
(i. e., the coalition’s total resources) and regardless of the actions of the agents
who do not belong to the coalition. Then we focus on the set of allocations
that cannot be improved upon by any coalition and call it the core of the
economy.
It is natural to think of an allocation in the core as a possible outcome of
the exchange activity, since such allocations cannot be improved upon by
groups or individual traders. It is also intuitive that the “ size” of the core will
decrease with the increase of the “ size” of the economy, for the larger the
economy becomes the greater the number of “ improving” coahtions that can
be formed.
Of course, these intuitive ideas can be given formal expression. It is possible
to show, for instance, that if we allow the number of agents of the finite
economy of Section 10.2 to increase in an appropriate manner, then its core
shrinks. Interestingly enough, it shrinks in the hmit to the set of equilibrium
allocations, a set that otherwise, as we shall see later, is always contained in the
core. Hence, it is only in the hmit, with an infinite number of agents each of
whom is now indeed negligible that the competitive solution, the Walras
equihbrium, is assured to prevail.
There is a more direct and much more abstract method of modelling the
perfectly competitive conditions. We can at once construct a “ hmit” economy
êndowed with an atomless measure space of consumers {A, v)—that is,
with a continuum of traders. We shall follow this path in this section, and show
that for such an economy the two solution concepts are equivalent: the core
coincides with the set of equihbrium allocations. The result seems rather
174 Applications: M athematical Econom ics III
natural since there does not appear to be a more extreme way of expressing the
“ negligibihty” of an individual agent than to identify it with a set of measure
zero.
Following our notational convention of Section 5.1, we recall that A stands
for the set of agents, j/ is interpreted as the set of all possible coahtions, and v
is an atomless probabihty measure on j / . Thus, v(E) indicates the fraction of
the totality of agents contained in the coahtion E
An allocation <t> for ^ is an integrable function from A to such that
<l)(a) ^ X(a) a.e. in it is feasible or attainable if ¡A^dv =
Let us formaUze the ideas we previously discussed.
15.2.1 Definition
Let <i) be an allocation for the pure exchange economy S from (A, s / , v ) to
QX The coahtion E e j2^can improve upon the allocation <¡) if there is an
allocation \l/ for ^ such that
(i) ip(a) <t>(a) a.e. in E;

(ii) r(E) > 0 and ¡E'^dv = ¡E^dv.
15.2.2 Definition
The core C(<f) of the economy <?is the set of all feasible allocations of that
no coahtion in can improve upon.
15.2.3 Definition
A Walras or competitive equilibrium for an economy S is an allocation <f>and a
price system p such that
(i) e d{a, p) a.e. in A;

(ii) ¡^<f>dv = fîdv.
The economy # is here a measurable map from (A, v)to Q X R^. W( ^ )

denotes the set of Walras allocations of #. We assume, as already stated, that
(A, is atomless. In this section Q will represent the set of all irreflexive,
continuous (A2—see Section 5.1), and monotonic (A3) preference relations >
on the consumption set —we do not assume here either transitivity or
completeness. It is clear that if <l>and xp are two allocations of , then the set
{a ^ A: <f>(a) \p(a)} belongs to j / . We finally assume that the total re
sources of the economy are given by the finite strictly positive vector jî{a)dv.
A consumer a ^ A i s characterized by a point i{a))—or, simplifying
the notation, (>^, i{a)) in g X R^.
Let («)}, g(^) = / ( a) ~
i(a) = {x - t(a) e R^: x e f(a)}, and g(U) = U c: A.
15.2 Large Economies: Core and Equilibria I7 5
We say that U is of full measure ii A \ U ) = 0. The following result is a key

piece in the proof of the equivalence theorem.
15.2.4 Lemma
There exists a set U ^ A of full measure such that 0 i int co g(U).
Proof Define = {a ^ A : x + i{a) (a)} for each x e R f Note

that
Let T be the subset of R consisting of points q with rational components
for which v{g~^{q)) = 0. The set T is denumerable, and hence U = A \
qsTS~^{q) is of full measure.
Suppose now 0 e intco g{U). If so, there exists x » 0 with - x e cog(i7),
and — X = where e g( a^) for a finite subset of agents { a i,...,a „ }
of i/, 0 < < 1 for A: = 1 , 2,...,« , and = 1 . Furthermore, by con
tinuity, we may find rational vectors q^ ^ g(u*) close enough to {k =
1 , 2,... ,n), and positive rationals close enough to = l , 2, . . . , n) so that
the rational vector —q = £*=iy*:i* is strictly negative. Clearly, ^ » 0.
Consider agent Oq. There exists a positive rational a such that aq + i{af)
> <t>(ao). Monotonicity (A3) then implies aq -I- t(ô) hence
aq e g(ao).
We next define
qo = aq; Uq = ( a - I - 1 ) ~ \ = ay4(a H-1)“ ^ (A: = 1 ,2 ,...,« ) .
It follows that 0 < U;;, < 1 (k = 1 , 2 , . . . , « ) and = 1.

Also, we obtain
CL (X A
,L
k=0
a + 1^ a+I k=i
and = g(af^) for all k. This implies and from the fact that
each G [/, it follows that € T. Hence, v{g~^ i^k)) ^ ® for each k, and
one can find disjoint subsets Sj^ of a sufficiently small tj > 0 such
that j'(S^) = Tja*.
Consider the coalitions S = and the allocation t{/ defined by
q + i(a) for a ^ S/^

^(a) =
i{a) for a ^ S.
It is easily seen that \l/(a) g J^\p(a)dv = Ll=oV(^kqk + =

0 + jsf'(ci) dv, and hence that \p is attainable for the coalition S. Furthermore,
5a <= g~\Çk) implies -t- i(a) <j>(a) for all a G S^, and hence \p(a)
for all a S. But v(S) > 0 implies then that ^ ^ C(<^), contrary
to assumption.
We use the above result in the proof of the second part of the following
equivalence theorem.
15.2.5 Theorem
Let Sbe a pure exchange economy with the previously prescribed properties. Then
C((f) = IV(^).
Proof, (i) We prove first that W {^)c . C{S). Let (,/?) be a Walras
equilibrium, and suppose <j>^ C(<f). Then there exists a coalition S and an
allocation such that J^\l/(a)dv = ¡î{a)dv, and ^(a) (¡>(a) a.e. in S.
Now since is an equilibrium allocation, p • \l/(a) > p • c(a) a.e. in S. This
implies p ' l s ^ ( a ) d r = IsP • \p(a)dv > IsP • i(a)dv = p • y ( a ) d v , con
trary to l^\p(a)dv = ¡î{a)dv.
(ii) We prove next that C (^) c W{S). As in Lemma 15.2.4, let the set
{/ c ^ be of full measure. Since by definition i ' ( ^ \ f / ) = 0, we may confine
ourselves to the agents in U.
Since 0 ^ intcog(i7), by the supporting hyperplane theorem (see, e.g.,
Lang 1966) there exists a hyperplane /? • x = 0 supporting co g(U). Each g(a)
is at one side of this hyperplane and hence we have /? • x > 0 for x e g(a);
that is, /? • X > /? • i(a) for x e f(o). Note that monotonicity imphes p > 0.
We show next that the core allocation <f> together with the price system p
constitute a Walras equihbrium. We do this in two steps.
First, we prove that is in the budget set /? • ¿(a), p) = ( x e :
p ’ X (a) such that x (<3). So
(¡>{a) e c l/(a ), and therefore p • <l>(a) > p • i{a). Notice that if p • <l>(a) >
/7 • ¿(¿3) on a set of positive measure we would obtain f^p • <l>dr > f^p • tdr,
and (j) would not be in C(<f) for lack of feasibility.
Second, we prove that is maximal for in agent a ’s budget set. This
can be done by showing that p - x > p ■i(a) for every x e /( a ) can be
strengthened to p • x > p • i(a) for every x e f(a).
We leave it as an exercise to prove that /? » 0. Let x e /(a), and suppose
i(a) > 0. Since /? » 0 it follows p • i{a) > 0, and so /? • x > 0. Hence, for
some coordinate i = 1,2 ,... ,72 one has x^ > 0. Let z = 1. From continuity and
for a sufficiently small tj > 0 we obtain x - (i],0 ,... ,0) e /(¿2). And so
p • i{a) p • i{a)
when X e f{a). Now suppose i{a) = 0, and x > 0. Then /? • x > 0 = ;? • i{a),
and the inequality holds again. Finally, suppose ¿(<2) = 0, and x = 0. We have
in this case i{a) = f) since x ^ f (a). Suppose this is true for a set S of
traders with r ( S ) > 0. Then it would follow that ¿(¿z) (iz) for the traders
in 5, contrary to our assumption e C (# ). This completes the proof. □
As a consequence of the above equivalence theorem, we have now a rigorous

way of defining the notion of perfect competition. Naturally, an economy is
perfectly competitive if its core coincides with its set of Walras allocations.
153 Notes and Remarks 111
The use of a continuum of agents in economic analysis probably goes back to

Allen and Bowley (1935), and Houthakker (1955). However, in the context of
general equilibrium theory, a model with a continuum of agents was first
introduced by Aumann (1964) in an attempt to mimic perfect competition.
From this point of departure, Hildenbrand (for a survey see his 1974 book)
constructed an elaborate and elegant measure theoretical framework for equi
librium theory. Theorem 15.1.1 follows the just mentioned work.
Although the current notion of the “core” is a game-theoretical concept
defined by Gillies and Shapley, Shubik (1959) has pointed out the fact that the
idea had been perceived and used by Edgeworth as far back as 1881, under the
name contract curve.
The equivalence between the core and the set of Walras allocations for
perfectly competitive economies was first established by Debreu (1963), Scarf
(1967), and Debreu and Scarf (1963). Use is made there of a sequence of
economies containing a finite number of types of consumers and a finite
number of consumers of each type (two consumers are said to be of the same
type if they have identical characteristics). Equivalence is then obtained, in the
limit, by allowing the number of agents of each type to grow to infinity.
Aumann’s (1964) approach consisted in directly comparing the core and the
set of equilibrium allocations of a “ limit economy,” that is, an economy
consisting of a continuum of consumers. To this author we owe Theorem
15.2.5 as well as the preceding lenuna. A proof of the same equivalance
theorem but using integration-theoretical tools is to be found in Hildenbrand
(1974). An extension of this result is given in Hildenbrand (1968) and in
Section 20.2 of this book. Another kind of extension, covering the case of an
economy with an infinite dimensional commodity space, is due to Bewley
(1973).
We should point out that in this chapter as in Aumann’s (1964) “continuum
economy,” preferences are defined for each individual agent. A different
approach was followed in an article by Vind (1964), whose results were later
extended by Cornwall (1969) and M. Richter (1971), where preferences are
defined for coahtions instead of individual agents. The equivalence of the
“ individual” approach of Aumann (1964) and the “collective” approach of
Vind (1964) has been estabhshed by Debreu (1967a).
The equality of and W {^) has also been established by a radically
different mathematical approach, namely nonstandard analysis (see Robinson,
1966) in an interesting paper by Brown and Robinson (1975).
All the theoretical research on the core and equihbria mentioned thus far is
aimed at a satisfactory characterization of perfect competition (economies with
“ many small” traders). Accordingly, they used sequences of economies with an
increasing number of agents (like Debreu and Scarf, 1963) or, directly and
more recently, economies with an atomless measure space of agents (like in
Aumann, 1964, Hildenbrand, 1970a, and Vind, 1964). However, attempts to
extend the theory to imperfectly competitive economies, and thus to study the
relation core-equilibria under more general conditions, have not been totally
absent. Interesting results have been obtained in this regard by Jaskold-
Gabszewicz and Mertens (1970), Shitovitz (1973, 1974), and Greenberg and
Shitovitz (1977) for economies where the measure space of agents contains
some atoms (interpreted, as the case may be, as “ large traders,” monopolists,
or oligopolists) side by side with an atomless part (the “ small,” competitive
agents); by Jaskold-Gabszewicz (1977), with a sequence of economies of the
Debreu and Scarf (1963) type, but where one or a few agents increase their
relative size while the rest “ multiply” without limit in a way that individuals
become negligible; and by Kahn (1976), making use of nonstandard analysis.
The study of imperfectly competitive systems, nevertheless, appears to be still
at its very beginning, and the results, though interesting, are not always fully
satisfactory.
Further applications and extensive references will be found in Arrow and
Intriligator (1983). .
Part Four
Integrable
Correspondences
Chapter Sixteen
Introduction
The fourth and last part of this book deals with the integration of correspon
dences. Chapter 17 introduces the basic notions and investigates rather general
properties of the integral. Chapter 18 narrows the perspective to a special but
important case. Chapter 19 is an introduction to Radon-Nikodym derivatives
of correspondences.
16.1 INTEGRABLE FUNCTIONS
We assume that the reader is acquainted with the theory of integration of

functions at the level, say, of Royden (1968, Part Three). No attempt will be
made in this chapter to survey the subject. Most references direct the reader to
Halmos (1950) and Dunford and Schwartz (1958).
Let {X, v) be a measure space and Y a Banach space. We recall that a
function \l/ from A" to 7 is said to be j^^simple if there exists a finite partition
of X into sets belonging to such that \p is constant on each set of the
partition. The integral of with respect to p is defined by fij/ dv = TflLiv{Ai)yi
where the A^'s are the sets of the partition corresponding to and y¿ is the
(constant) value of on
A sequence m ^ N ) of j^^simple functions from to 7 is said to be
A-Cauchy if A(xp„, ^„) = J x U m M ~ ^ 0 as m, « ^ oo.
Now the standard definition of integrable function easily follows: the
function <t> from AT to F is said to be integrable with respect to v (or
j'-integrable) if there is a A-Cauchy sequence m ^ N ) of jî^simple func
tions from ATto y which converges v almost everywhere to The integral of <j>
with respect to v is defined by /<|>dv = dv. The space of integrable
functions from F to T will be denoted L^(X, Y).
Let X a denote the characteristic function of ^ The function <(>from X
to Y is said to be v-integrable on A if X a ' ^ p-integrable. The integral of
• is then called the integral of on ^ and denoted f^<l>dv.
181
182 Introduction
Some of the above concepts will be extended to correspondences in Section

17.2 (see Definition 17.2.2), after another integral characterization is discussed
in Section 17.1.
In some sections, when replaces the more general Banach space 7, the
integral of a function <f>= .. ,<!>„) from X to -R" is the vector
( fx ^ i Obviously, the function <j>= (i,... is understood
to be i'-integrable if each coordinate function <¡>¿ from A" to R is ^'-integrable.
16.2 MISCELLANEOUS INTEGRA TION THEORY
We conclude this introductory chapter with some results that will be important
later, when discussing correspondences, and that are usually not covered in
standard textbooks. Let us begin with a definition.
16.2.1 Definition
For A: = 1 ,2 ,..., let (A"^, v¡^) be a measure space and a function from
A"^ to R. The sequence (^: g iV) is said to be uniformly integrable if and
only if (i) s u y > < 00 and (ii) 0 for every sequence
{ A ^ : k ^ N ) with ^ 0.
The next proposition gives a criterion for uniform integrability.
16.2.2 Proposition
I f each of the functions (<¡>k-k^N)is defined on the same measure space, then
the sequence k ^ N ) is uniformly integrable if there exists an integrable
function x[/ such that < \¡/ for all k.
We leave the proof of the above proposition as an exercise and state

a crucial result due separately to Hildenbrand and Mertens (1971) and
Schmeidler (1970). This result is usually known as “ Fatou’s lemma in n
dimensions.” The use of ‘Tim sup” in the statement of this theorem is in
accordance with Definition 3.1.4 and Remark 3.1.5.
16.2.3 Theorem
Let (AT, j / , v) be a measure space and : k ^ N ) a sequence of integrable
functions from X to R ". Assume that limf^fx<t>k exists. Then there exists an
integrable function ^ from X to R" such that (i) <l>(x) G Urn 5m;?{^^(x )} almost
everywhere in X and (ii) ¡x ^ d v < Umj^jx^k
If, additionally, the sequence {^j^ \ k ^ N ) is uniformly integrable and if
almost everywhere in X the set {i^{x): k ^ N ) is bounded, then there exists a
function <¡>from X to R" such that (x) e lim sup{^j^{x)} almost everywhere in
X, and Jx4> dv = lim/^Jx<t>k
16.4 Exercises 183
I f for every function ^ from X to jR" with properties (i) and (ii) above it follows
that Jx<l>dv = limi^fxk sequence : k ^ N ) is uniformly integra
ble.
As basic references for this chapter, we mention once more Halmos (1950),
Dinculeanu (1967), and Dunford and Schwartz (1958). As stated in Section
11.3, Marie (1974) gives a very complete presentation of measure and integra
tion theory. A classic work on integration theory is Saks (1937). A very
exhaustive treatment of integration relative to Radon measures is to be found
in Bourbaki (1952).
16.4 EXERCISES
16.4.1 Let („ : « e A^) be a sequence of Lebesgue-integrable functions from

R io R converging uniformly to a function <#>. Show that <f>need not
be Lebesgue integrable.
16.4.2 In 16.4.1 assume, additionally, that every <l>„ vanishes outside a
common set of finite measure. Prove that now is Lebesgue integra
ble and that „ in Li(jR, R).
16.4.3 Let ^ be a measurable subset of X, and let <j>and be integrable
functions from X to R. Show that f^(a<t> + j8xl/) dr = af<l>d r +
jS/xp dr where a, P ^ R. Show also that if > a.e. then /<> dr >
dr.
16.4.4 Prove “ Patou’s lemma in one dimension” : If (^:« e N ) is a se
quence of nonnegative measurable functions which converges a.e. on
a set ^ to a function , then f^ ^ d r < liminf fA<t>„dr.
16.4.5 Use Exercise 16.4.4 to prove the “ monotone convergence theorem” :
If n ^ N ) is a sequence of nonnegative measurable functions
which converges a.e. to a function <t>, and if „ < for all n E: N, then
/<i) dr = lim /„ dr.
16.4.6 Use Exercise 16.4.4 to prove the “ Lebesgue convergence theorem” :
Let the function ^ be integrable over a subset A of X, and let
(^„: « e A ) be a sequence of measurable functions on A satisfying
(i) |^„(x)| < ^ (x ) and (ii) <t>„(x) -> <l>(x) a.e. on A. Then j^^^dr =
Urn dv.
16.4.7 Prove the following generahzation of “ Patou’s lemma in one dimen
sion” : If (2f, J2^) is a measurable space, {r^ \ n ^ N ) di sequence of
measures on j / converging setwise to a measure r, and n ^ N ) di
sequence of nonnegative measurable functions converging pointwise
to a function <l>, then /<#>dr < liminf f<f>„dr„.
184 Introduction
16.4.8 Prove the following generalization of the “ Lebesgue convergence

theorem” : If (A", j/ ) is a measurable space, : « e iV) a sequence
of measures on j^^converging setwise to a measure \ n ^ N ) and
n ^ N ) two sequences of measurable functions converging to <j)
and \l/ such that |</)„| < ;//„ and hm dv < oo, then
li™
16.4.9 Prove that if („: w e iV) is a sequence of nonnegative integrable
functions such that = lim j^^d v < oo, then the se
quence (</)„: A2 e AT) converges in the mean to lim inf
16.4.10 Prove the following version of the “ Radon-Nikodym theorem” : Let
{X, s ^ ,v ) be a measure space and xp a countably additive function
from j / to R such that xp(A) = 0 for every A with i^(A) = 0.
Then there exists a measurable mapping dp, for A Moreover,
(i) <l> is nonnegative if and only if ip is nonnegative and (ii) </> is
integrable if and only if \p is bounded.
Chapter Seventeen
The Integral of a
Correspondence
The present chapter deals with integration of correspondences. The definition

of the integral adopted in this book is due to Aumann (1965), and it is
introduced in Section 17.1. It is this same notion that we use later in Chapters
18 and 19. A different and perhaps more “orthodox” characterization—at least
in a function-theoretical sense—has been studied by Debreu (1967b). We shall
discuss it in Section 17.2, and then devote Section 17.3 to a comparison of the
two integrals. We shall then see that if a correspondence has its range in a
Banach space and is compact- and convex-valued, then the Debreu integral, if
it exists, coincides with the Aumann integral.
Throughout this chapter (X, s i, v') will be assumed to be a complete and
finite measure space. In most instances, Y will denote a real Banach space.
17.1 THE AUMANN INTEGRAL
If / is a correspondence from X io Y, S { f ) will denote the set of integrable

almost everywhere selections of /. Formally, if L^{X, Y) is_ the space of
r-integrable functions from X to Y, then one has S{F) = {a g
L i(2f, Y ) : a(x) e f ( x ) a.e. in X}.
17.1.1 Definition
Let / b e a correspondence from the set X to & real Banach space Y. The set
f x f d p = [ y ^ Y: y = ¡x<Jdr, a ^ S ( f ) ] is called the Aumann integral— ox,
briefly, the integral—of the correspondence/. The correspondence is said to be
integrable—more precisely, r-integrable—if f x f d p ^ 0 -
185
186 The Integral of a Correspondence
When integration is meant to be over all of X, we will write f f dv and f odv

instead of f x f d v and jx<^dv, respectively. Sometimes, to emphasize the
dependence on the variable x, we write ff {x) d v { x \ and fo{x) dv(x).
Definition 17.1.1 provides a quite general characterization. It is of course
essential to be able to show that for a large class of correspondences the
integral is not empty. Before doing this, it will be necessary to introduce the
following concept.
17.L2 Definition
Let / be a correspondence from X to Y. The correspondence is said to be
integrably bounded if there exists a function ^ ^ L^{Xy R )—the space of
integrable real-valued functions on X —such that \\y\\ < <j>(x) for all y and x
such that>^ e f (x).
For integrably bounded correspondences, one has the following important

result.
17.L3 Theorem
Let f be a correspondence form X to the separable real Banach space Y. I f f has a
Suslin graph and is integrably bounded, then it is integrable.
Proof Since G r / e A(j2^ x SS{Y)\ the correspondence / has an almost

everywhere selection by Theorem 14.3.2. Furthermore, since / is integrably
bounded, it follows that a is integrable. Hence / is integrable. □
Since measurable sets are Suslin—in particular, if G x f ^ ( Y ) , then

G r / e A ( ^ ( Y ))—we have the following corollary.
17.1.4 Corollary
Let f be a correspondence from X to the real separable Banach space Y. I f f has a
measurable graph and is integrably bounded, then it is integrable.
17.1.5 Remark
It is clear that a closed-valued, j?^measurable, integrably bounded correspon
dence from A" to a real separable Banach space Y is integrable even if the
measure space {X, s f , v ) is>not complete.
Before we move to the next section, it will be useful to refer to a very

important property of the integral that has found some interesting applications
(see, e.g., Hildenbrand, 1974), namely, convexity.
Of course, there is no reason to expect that, in general, the integral of a
correspondence will be a convex set. On the other hand, if one regards the
integral as a sum of sets, intuition would tend to suggest that the integral of a
17.1 The Aumann Integral 187
convex-valued correspondence should be convex. In fact, as the next theorem

will show, convexity of the values of a correspondence is not a prerequisite for
the convexity of its integral, provided the measure is atomless, and Y finite
dimensional.
17.L6 Theorem
Let f be a correspondence from the set X to the real finite-dimensional space Y, I f
the measure v on the o-algebra s / of X is atomless, then the integral f f d v is a
convex set.
Proof Let yi and y be two points in j f dv. Then one can find two
2
functions <|)i and 2 in 5 ( / ) such that = j^^dv, and J2 == /^2

For every set A in j?/put p(A) = {¡Aîdv, Clearly, p is a, vector
measure on and it is easy to see that it is atomless. One also observes that
p ( 0 ) = (0,0), and that p( X) = (î, >^2)* Hence, by Theorem 11.2.1, for any
number X in the interval [0,1], one can find a set E in j/su c h that p(E) =
(Xyi, Xyj), It then follows that p ( X \ E ) = ((1 - X)yi,(l - X)j^2)*
Now let <J) be the function in S ( f ) defined by ^ (x ) = <l>i(x), if x ^ E, and
by <)(jc) = <l>(x), if X e A"\ E, It follows that /dv = Xy^ + (1 - X)y , and
2 2
therefore X^^ + (1 —X)>^2 belongs to jf dv. □
17.1.17 Example
Let ^ be a Lebesgue measure on the interval [0,1] and let /b e a correspondence
from [0,1] to the real hne R defined by f { x ) = {2,3} for every x e [0,1] (see
Figure 17.1).
4>
3
1
0 1
Figure 17.1
The correspondence /i s not convex-valued. The constant functions <l>(x) = 2

and ip(x) = 3 are two selections of /; their Lebesgue integrals over [0,1] are the
numbers J ^ dv = 2 • »'([0,1]) = 2 and j\l/ dv = 3 • v([0,1]) = 3, respectively.
Consider all the measurable partitions of [0,1] of the form {A^, ^ 2}* Then
the expression a = ^ • X a^ + ^ ‘ X a defines a family of selections of / with
2
integrals f<j>dv = ¡^X a, = ¡a^ dv = 2 ■v(Ai) + 3 -

v( A ) = 2X + 3(1 - A) for 0 < A < 1. Hence, the integral of/over [0,1] is the
2
interval ¡f dv = [2,3].
17.L8 Example
On the interval [0,1] let v be Lebesgue measure; then let {1} be an atom with
measure i'({l}) = 5. Suppose / is the same correspondence as in Example
17.1.7. Consider all partitions of [0,1] of the form {A^, The selec
tions of / are now typified by the collection of functions of the forms
®= ^ • + ’/' • + ■X{1} and a = ^ • + 'I' • + V' • X{i} with in
tegrals j a d v = 2 - r(y4i) 3 • v{A2) + 2 ■»-({I}) = 2X -I- 3(1 - X) -h 2 • 5
(0 X 1), and j(jdv = 2- viA^) + 3 • r ( ^ 2> -I- 3 • r((l}) = 2X + 3(1 - X)
+ 3 - 5 (0 < A < 1), respectively. Hence the integral of / over [0,1 ] is the
disconnected set Jf dv = [12,13] U [17,18].
17.2 THE DEBREU INTEGRAL
A different integral will now be defined. The class to which the definition
applies is this time restricted to those correspondences whose values are
compact and convex subsets of a real Banach space. In a sense that will be
made clear soon, the procedure to be followed consists in treating correspon
dences as functions and then in developing the theory of the integral of
correspondences as a case within the theory of the integral of functions.
Use will be made in this section of some standard embedding operations. To
facilitate the discussion, we shall review here, briefly, some of the main
concepts involved.
Let y be a real normed vector space, and let be the collection of
nonempty compact convex subsets of Y. We denote by || • || the norm of an
element. The symbol 0 will stand for the origin of 7, and 0 will denote the
element {0} of 31q.
Let be the space of nonempty compact subsets of Y. As we know from
Section 4.1, on the Hausdorff hemimetric 8/ satisfies the triangle inequality
S f ( K \ K " ) < Si(K, K' ) + di(K, K" X is continuous (see Proposition 4.1.6),
and satisfies the inequality |8/(A^, L) - Si (K\ L')| < 8{K, S(L, L') (see
Exercise 4.7.3). In the special case of the collection of X'q, one additionally
has that, for any nonnegative real number a, Si(aK, aK' ) = ad^(K, K' ) for
any pair K, K ' in (see Proposition 4.3.15); and 8f is convex on the set of
pairs of elements of (see Corollary 4.3.16).
Use will be made in this section of the following embedding theorem due to
Radstrom (1952), given here without proof.
17.2.1 Theorem
Let ^0 the space of nonempty compact convex subsets of a normed real vector
space Y with the Hausdorff metric 5. Then can be embedded as a convex cone
with vertex 6 in a normed real vector space such that the following conditions
are satisfied:
(i) The embedding is isometric.
(ii) Addition in ^0 induces addition in
(iii) Multiplication by nonnegative real numbers in induces the correspond
ing operation in
(iv) spans
(v) The greatest subspace of contained in the cone i^
one-element subsets of SIq {which can be identified with Y).
From Corollary 4.3.12, we know that if Y is complete so is and that if Y

is separable so is SIq (Corollary 4.2.3 and Proposition 2.1.7), and hence
Finally, it is clear that can be embedded as a dense subspace of a real
Banach space a matter of notation, we will always use cl A to denote
the (topological) closure of a set and will stand for the completion of
^ 0- Consistent with the notation introduced above, || A'|| is the norm of K as an
element of
We now proceed as follows. Invoking Theorem 17.2.1, we embed
isometrically as a convex cone with vertex 0 = {0} in a normed real vector
space ^Q, and then we consider as a dense subspace of its completion
Ijf Y is complete, one immediately has sequel, we shall assume
that y is a real Banach space.
Let / and g be two js^simple functions from X to Then put A (/, g) =
17.2.2 Definition
A sequence { f^ \m ^ N ) oí j^simple functions from X to is said to be
^-Cauchy if A (/„,/„) ^ 0 as m, az ^ oo.
Let E be an element of shall denote by the image of E in

under the embedding of into In particular, given a function /from X to
^ 0» we write /* to denote the function x|-> /(x )* .
17.2.3 Definition
A function / from X to is said to be Debreu integrable if the function / *
from X to is integrable in the following sense: there exists a A-Cauchy
sequence (/„: « e A) of j^^simple functions from X to converging in
measure to /* . The Debreu integral o f /is denoted by <f>xfdv = lim„_oQ^/„ dv.

The sequence (/„: « g AT) is said to determine/.
By analogy with what was agreed in the preceding section, we will write
j>fdv instead of to denote integration over the whole of X, and we will
use <f)f{x)dv{x) when convenient.
Definition 17.2.3 reduces the theory of integration of compact- and convex
valued correspondences to the standard theory of integration of functions. The
definition is in a sense roundabout for it defines the integral of the ^Q-valued
function / as a by-product of the definition of the integral of the ^^-valued
function/*. However, since we are specifically interested in the function/from
X we would like to have a characterization oij>fdv made in terms of a
determining sequence of j^^simple functions from ATto ^ q. That this is possible
is shown in the following proposition.
17.2.4 Proposition
Let f be a Debreu-integrable function from the set X to 31q. Then there exists a
sequence {gm'- ^ ^ of s/simple functions from X to 3i^ which determines /.
Proof Since / i s Debreu integrable there exists a sequence ( / ^ : m e iV) of

J2^simple functions from X to 3i^ determining /. And {f^ \ m ^ N ) has a
subsequence (ff^: m ^ N ) converging i'-uniformly to / * (see Dunford and
Schwartz, 1958, Corollary 3, p. 145). This means that for every m one can find
a set in c such that p(A ^) < m~^, and (f^ : m ^ N )
converges uniformly to /* on
Hence, for some one must have
(1) ll/(^)* -/n™(^)ll <

Let us now pay attention to the finite partition of the set A T a s s o c ia te d
with the function f f , and suppose B is a member of this partition. If x is in B,
we let fn'^lix) = Obviously, belongs to 31^,
Observation of inequality (1) above indicates that the distance from in
^0 to ^0 ^ ^ st be less than m~^. This being so, one may pick an element
in ^0 such that the following inequality holds:
( 2) \\SB,„-Ts,J\<m -\
We move on next to construct a sequence of js^simple

functions from X to 3Íq determining / . As a first step, define the sequence’s
typical term as follows: if B is any member of the finite partition of
and X G B, then set g ^(x) = if ^ ^ then set g ^(x) = $. It must be
shown next that (g„j: m ^ N) converges to /. This follows immediately: by
inequalities (1 ) and (2) above, one gets
(3) \\f{x) - g^{x)\\ < 2m - 1

on AT\y4„ for every m. Hence, (g„,: m ^ N) converges to / j'-uniformly and

thus in measure.
As the last step, it is required to prove that the sequence (g„,: w e iV) is
A-Cauchy. To begin with, observe that for m < n one has
Sn) = f llgm(^) -
= U n , - gnix)\\dv{x)
where = X \ A „ , X = A „ \A „ and X^ = A„. Let us consider each term of

2
the above sum separately. First,
(4) / ¡¡g„(x) - g„(x)Hdr(x) < 4m- ^ y( X) .
This follows from the fact that ||g;„(^) —g„(^)|| < 4m ^ on by

inequality (3). Second,
(5) / ¡ ¡ / ( x j udr i x ) + 2n h ( X ) .
This is a consequence of the fact that, since g^(x) = ff on A ^ \A „ , by

construction, ||g„,(x) - g„(x)|| = Ilg„(x)l| < l|/(jc)|| + ||g„(x) - /(x )|| <
||/(x )|| + 2 n - \ Third,
(6) / l
•'A l g m ( ^ ) = 0-
This follows immediately from g„(x) = g„(x) = ff on A„. Using inequalities

(4), (5), and (6), one obtains
(7) A(g„, g„) < 4m ^y(X) + 2fi ^y(X) + f |l/(x)l|i/»'(x).
Observe t ' ( A^ \ A „) < m~^. For m , n ^ o o this means that J'(y4„,\y4„) ^ 0,

and this implies that in (7) SA„\A„Wfix)\\dv{x) 0. Therefore, (g„,: m ^ N )
is the desired sequence. □
The importance of Proposition 17.2.4 is that it enables one to move the

discussion of the integral from the space back to the original space It is
in this sense that we obtain an integration theory of (compact- and convex
valued) correspondences from a standard integration theory of functions.
Our next task is to extend the Lebesgue dominated convergence theorem to
correspondences. The inequality of the following proposition will be useful in
that context.
17.2.5 Proposition
Let the two Debreu-integrable functions f and g, from X to Siq, be determined by
the sequences of s/simple functions from X to {f^ \ m ^ N ) and (g^ : m e
N \ respectively. Then the function 5/(/(x), g(x)) is integrable, and determined
by the sequence (8/(/;„(x), g ^ (x )): m e N \ and furthermore ^¡{ffdv, f gdv )
^ g{x)) dv[x).
Proof. The fact that \8,{K, L ) - 8, {K\ L')\ < 8(K, K' ) + 5(L, U) (see
Exercise 4.7.3) implies that for every x in X, |5 /(/(x ), g(x)) —
W m ix ) , g„(x))| < 8(/(x ), f„(x)) + 8{g(x), g„(x)). And this being so im
plies that for any number e > 0, the set (x e Z : 18/(/(x), g(x)) -
^/(/m(^X?m(^))l > «} is a subset of {x e X: 8{f {x), f„(x)) > 2~ê] U
{x e Z : 8(g (x ),g ^ (x ))> It follows that S,( f„(x), g„(x)) converges
in measure to the number 8,(f{x), g(x)).
Having proved convergence of i8,(f„, g „ ) : m e N), it remains to show
that the sequence is A-Cauchy. But this follows from the fact that
i W M , g„{x)) - 8,(/„(x), g„{x))\dv{x) < A(/„, /„) + A(g„, g j .
Since the function 8, is convex on the set of pairs of nonempty convex
subsets of Y (see Corollary 4.3.16) one obtains that 8i i f f mdv, f g^ dp) <
fîifmix), gm(x)) dv{x)—note that on the left-hand side of the inequahty the
symbol <f>is used instead of / because one is deaUng with functions with values
in ^ 0- Hence 8, being continuous (see Proposition 4.1.6) it is clear that
dv, <j>g„dv) = 8,(ffdv, <f>gdv). □
The following is Debreu’s extension of the Lebesgue dominated convergence

theorem. Another version of this theorem will be given later in Chapter 18.
17.2.6 Theorem
Let f be a Debreu-integrable function from the set X to and let (f^ : m ^ N )
be a sequence of Debreu-integrable functions from X to
/(^ )) 0 [respectively, 8,{f(x), fm(x)) -» 0] a.e. in X. Let (x)
[respectively, 8,{B, fo{x)) < <t>{x)] a.e. in X. Then 8,{'^f„,dp, ^ f dv) ^ 0 [re
spectively, 8,(ff dv, ffo dv) 0].
Proof Observe that the functions 8,(f„(x), /(x )) and 8,(f{x), foix)) are
integrable by Proposition 17.2.5. Now J8,(fo{x), f ( x) ) d v ( x ) 0 [respec-
173 Equivalence of the Integrals 193
lively, f„(x)) dv{x) 0] by the Lebesgue dominated convergence

theorem (see, e.g., Dunford and Schwartz, 1958, p. 151). But by Proposition
17.2.5, we know that dv, j>f dv) < fS,(f„(x), f{x)) dv(x) [respectively,
8,(^f dv, dv) < fS/ifix), f„ix)) dv{x)]. Therefore, dv, ^ f dv) ->■ 0
[respectively, 8,{j>fdv, dv) 0]. □
17.3 EQUIVALENCE OF THE INTEGRALS
As pointed out at the beginning of this chapter, the notion of integral adhered
to in this book is that given in Aumann’s definition. It has the advantage of
being direct 2md, what is perhaps more important, it does not depend on the
ô'Valuedness of the class of correspondences to which it applies.
On the other hand, the Debreu integral has a special appeal; it is a rather
“orthodox” concept which, in a natural fashion, extends to a wide class of
correspondences, the well-known results of standard integration theory. It is of
interest, therefore, to know that for the class of correspondences for which
Debreu’s definition applies, the Aumann integral and the Debreu integral
coincide. This equivalence is the subject of the last theorem of this chapter.
Before approaching this point, we need the following result due to Byme
(1978) and given here without proof.
17.3.1 Lemma
Let f be a Debreu-integrable function from X to and let (f„: m ^ N) be a
sequence of s/-simple functions from X to converging pointwise to f. Then the
union of the sets S ( f ) and U„°lj5(/„) is relatively weakly compact in the space
L, (X, Y).
Now the main theorem.
17.3.2 Theorem
Let the function f from X to be Debreu-integrable. Then f f dv — f f dv.
Proof First, it is proved that f f dv <z f f dv.

Lety e / / dv. By definition there exists a function 4>e S ( f ) for which one
hasy = fdv. Clearly, 5,(<f>(x), f (x) ) = 0 a.e. in X. And invoking Proposition
17.2.5, 8,(J<l>dv, f f d v ) < J8,{<f>(x), f (x) ) dv(x) = 0. Hence, y ^ f f dv, and
thus f f d v c f f dv.
Next, it is proved that f f d v a ff dv.
L ety f f dv. By Proposition 17.2.4, there is a sequence (f„: m ^ N) of
jsi^simple functions from X to determining /. When m -* cc, one gets
ffmdv f f dv. Thus for every m there exists y„ e ff„, dv such that y„, -* y.
And each of these y„’s is of the form /<>„, dv for some j^simple function from
to T with <t>„{x) e f„(x) for every x in X.
Using Lemma 17.3.1, one may now assume, perhaps after reindexing, that
the sequence { ^ ^ \ m ^ N) converges weakly to the function ^ L^{X,Y).
This would then imply that j ^ ^ d v ^ ¡dvy and so >^ = j<j>dp. li remains to
show that <(>(x) e f (x) almost everywhere in X, and hence ^ e 5 ( /) .
For this, begin by letting e be a positive real number. Choose an m such that
whenever« > m one has /||/^ ( ^ ) - /( x ) l|r f i'( x ) < e. By Dunford and Schwartz
(1958), Corollary 14, p. 422), there exists a convex combination \p of elements
(with « > m) of the weakly converging sequence (^: m e N), yp = Ef=iA^<#)y
where ^ every i e ( 1 , 2,... ,A:}, > 0,j] > m, such that
(1) /ll'l'(^) - ^
Now the convexity of the set f ( x ) for every x ^ X imphes
(2) S,{xp{x), f i x ) ) < Y, fix)).

/= 1
One also has that for every x ^ X and for every «, </)„(x) e f„(x). Hence,
5/(„(^), f ( x) ) < Si(f„(x), f(x)). As a consequence, it follows that for every
n>m
f S/{<t>nix), f i x ) ) d v i x ) < j b, if„ix), f i x ) ) d v i x )

^ j ^ i f n i x ) , f i x ) ) d v i x ) < e.
Thus, by (2)
(3) jSii^Pix), f i x ) ) d v i x ) < e.
However, by (1)
(4) j8ii<t>ix),iix)) d v i x ) < e.
Combining (3) and (4), and using the triangle inequahty for the function 8„
one obtains
(5) J8,i<t>ix), f i x ) ) d v i x ) <2e.
Since (5) is true for arbitrary e > 0, one concludes
(6) J8,i<t>ix), f i x ) ) d v i x ) = 0.
Hence, Si(^(x), f (x)) = 0 a.e. in A and thus <t>(x) e f ( x ) a.e. Therefore

j)f dv c / / dv, □
17.5 Exercises 195
Aumann’s definition of the integral of a correspondence (1965) is perhaps the

most widely used point of departure for works in the field. See, for instance,
the papers by Artstein (1972), Banks and Jacobs (1970), Bridgland (1970),
Castaing (1967), Debreu and Schmeidler (1972), Hermes (1968), Jacobs (1969),
and the book by Hildenbrand (1974). An exception is Price (1940).
The alternative approach using RMstrom’s (1952) embedding theorem—the
embedding of in —is discussed in detail in Debreu (1967b). For the
reader interested in the proof of Radstrom’s theorem, we refer to the paper
“An Embedding Theorem for Spaces of Convex Sets” (1952).
The results of Section 17.1 mainly follow Aumann (1965), Hildenbrand
(1974), and also Debreu (1967b); those of Section 17.2 follow the original
paper by Debreu (1967b).
The theorem about the equivalence of the Debreu and the Aumann integral
was given first by Debreu (1967b). As has been since pointed out by Banks and
Jacobs (1970), the proof given there requires a minor modification and is vahd
under the assumption that 7 is a reflexive Banach space. Extension of this
result to the case when Y is not assumed to be reflexive requires sufficient
conditions for the weak compactness of subsets of the space L^{X, Y) as given
in Byrne (1978) and Diestel (1977). The key piece of this extension is Lemma
17.3.1 taken from Byrne.
The proof of the equivalence theorem that we give here is essentially that of
Debreu (1967b) with the modifications suggested by Byrne. As has been
pointed out by Byrne, the same proof is still valid when the correspondence is
convex-valued but only weakly compact-valued.
The proposition about the convexity of the Aumann integral when {X,
is an atomless measure space (Theorem 17.1.6) is due to H. Richter (1963). It is
a generahzation of an earlier result established by Blackwell (1951) for a
correspondence with constant value.
17.5 EXERCISES
17.5.1 Let (A", j / , v) be a measure space containing a sequence {A^ : n E: N )

of atoms, and let 7 be a real Banach space. Construct a correspon
dence from A" to 7 having a convex integral.
17.5.2 Let / be a correspondence with measurable graph from A" to a finite
dimensional real vector space 7 such that f f dv¥^ 0 . Let g be a
positive, closed- and convex-valued correspondence with measurable
graph from X to 7. Prove: if for every A e j / , Ía Í dv (Z clf^gdv,
then f ( x ) c g(x) a.e. in X. (Debreu and Schmeidler, 1972)
17.5.3 Let 7 be a flnite dimensional real vector space. Let M be a subset of
7. For every n ^ N define M" = { y ^ M: |lj|l > n], and let C„ be
the smallest closed cone with vertex 0 containing M". The asymptotic
cone of M is the set A M = n „C„. Prove that if the correspondence /

from A' to y has a measurable graph then the correspondence A /
defined by x|-» A f ( x ) has a measurable graph (Debreu and
Schmeidler, 1972).
17.5.4 With the same notation as in Exercise 17.5.3, let / be a closed- and
convex-valued correspondence with a measurable graph from the set
A to Y, with 0 . Let H he & hyperplane passing
through the origin of Y. Use Exercise 17.5.3 to prove that if /f n
A /^ /i/v = {0}, then / f n A / ( x ) = { 0 ) a.e. in A. (Debreu and
Schmeidler, 1972)
17.5.5 Let r be a metric space. Let / be a function from X X T to
which is integrable in x for every t ^ T, Now suppose for almost all
X ^ X f is an upper hemicontinuous correspondence from T to 7 at
a certain point íq e T, and there is an integrable function <#> from X
to R such that 8¡(f(x, t \ 0 ) < <¡>(x) for every t ^ T, almost every
where in X. Prove that the correspondence //(x , t ) dv(x) from T to
7 is upper hemicontinuous at
17.5.6 In Exercise 17.5.5 above, change the expression upper hemicontinu
ous to lower hemicontinuous and the expression S¡(f(x, t),0) to
Si(0, /(x , 0)* Show that the new statement is vahd.
17.5.7 Prove the following special case of Theorem 17.3.2. Let denote
here the collection of all nonempty, closed, bounded, and convex
subsets of a reflexive Banach space 7, and let / be a Debreu-integra-
ble function from an interval [a, j8] of R to Then / / dv = j>fdv.
17.5.8 Discuss why in order to prove Exercise 17.5.7 without the assumption
of the reflexivity of 7 (e.g.. Theorem 17.3.2) we need first to prove
that 5 ( /) U is relatively weakly compact in L^^X, 7).
17.5.9 Prove Lemma 17.3.1 (Byrne, 1978).
17.5.10 This exercise departs from the basic line of this chapter in that we
require X to have more structure. Let A" be a locally compact space,
and fi a positive Radon measure on X. Let 7 be a finite dimensional
normed space, and let / be a compact-valued correspondence from X
to 7. Define the correspondence co/(Definition 6.2.5), and let S ( f )
and S(cof ) denote the set of integrable selections of / and co/,
respectively. Prove (Castaing, 1967):
(i) S(co f ) is a(Li, LoQ)-compact in L(X, 7);
(ii) f C O f dll is convex and compact in 7;
(iii) if ju is an atomless bounded measure ¡fd¡i = ¡ c o f d\i.
Chapter Eighteen
The Integral o f a
^g(R")- Valued
Correspondence
Correspondences whose values are nonempty subsets of the Euclidean space

are widely used in apphed analysis, particularly in mathematical economics,
control theory, and the theory of contingent equations. This chapter studies
some of the elementary properties of the integral of such correspondences.
In Section 18.1 we briefly discuss convexity. For a subset E of as usual,
let coE denote the convex hull of E, The main result of Section 18.1 asserts
that for a nonnegative correspondence with measurable graph c oj f dv =
f C O f d v . Section 18.2 contains two results that may be considered analogues
of Fatou’s lemma for correspondences. The main result of this section,

Theorem 18.2.4, is a generahzation of Lebesgue’s dominated convergence
theorem in a version that is different from the one given in Chapter 17. Finally,
Section 18.3 includes a result on the compactness of the integral of an
integrably bounded correspondence with closed values.
Throughout this chapter replaces the more general Banach space Y as
the space where the correspondence takes its values. Consistent with our
previous notation, we use to denote the Borel a-algebra of subsets of
Finally, as in the preceding chapter, we shall always assume here that
(X, s/, v) is a complete and finite measure space.
18.1 CONVEXITY OF THE INTEGRAL
From Theorem 17.1.6, we know that the Aumann integral of a correspondence

from an atomless measure space to a real finite-dimensional normed vector
space Y is convex. Trivially, then, this holds true when Y is the Euclidean
space R^, Nevertheless, for the sake of completeness of this section, we restate
the content of Theorem 17.1.6 in the terminology of this chapter.
197
198 The Integral of a dlwed Correspondence
18. LI Proposition
Let fb e a correspondence from the set X to I f the measure v on the o-algebra
of X is atomless, then the integral j f d v is a convex subset of
A slight generalization of Proposition 18.1.1 is proved next.
18.L2 Corollary
Let fb e a correspondence from the set X to such that the set f ( x ) is convex for
every X belonging to an atom. Then f f d v is a convex subset of
Proof Call the union of the set of all atoms of j / , and let X q = X\X-^
be the atomless part of X. Denote by / q a n d t h e restrictions of / to X q and X^,
respectively. Then one has f f d v = f x j d v + f x j d v . Of this sum fxQfdv is
convex by Proposition 18.1.1, and f x j d v is convex as a direct consequence of
the assumption about the convexity of f { x ) on atoms. Therefore f f d v is
convex. □
18.L3 Example
On the interval [0,1[ let v be Lebesgue measure; then let (1} be an atom with
measure ^'({1}) = 5. Consider the correspondence/ from [0,1] to R defined by
f { x ) = (2 ,3 ) forx e [0, 1 [,
f { x ) = [2,3] for X = 1 .
Compare with Example 17.1.8 and observe that, in the present case, the
integral of / over [0, 1 ] is the interval f f d v = [12,18].
A convexity result that has shown remarkable usefulness in applied analysis
(see, e.g., Vind, 1964) is the following.
I8.L4 Proposition
Let f b e a correspondence from the set X to R^. I f the measure v on the a-algebra
s /o f X is atomless, then the set Z = { f^dv : <t>^ S( f ) , > 0} is a convex
subset of R"".
Proof Let Zi, Z2 ^ Z. Then for some <t>\, <t ^ S( f ) , and some A^,
>2
with v(Ai), v( A ) > 0, one has z^ = f^<l>i dv, Z = / 43^2

2 2
The proposition will be proved if one can show that z = Xz^ + (1 ~ X)z 2
also belongs to Z for \ e ]0,1[.

First, consider the set ( f^<f>i dv : A a Ai \ ^ 2»^ e ^ }; it is a convex set by
Lyapunov’s theorem (11.2.1). Hence, there exists Ei ^ such
that fEfi>\dv = Xf^^^^fi>^dv. On the other hand, there exists E 2
E e
2 such that fEp dv = (l - X)f^^^ît dv.
2 >2
Second, consider the set { (/ e<1>i dv, ¡e d ^ ) : E (Z

^ 2 n A ,E
2 again,
it is a convex set by Lyapunov’s theorem. Hence, there exists E^ c n
E^ e such that ÍE<t>idv = \¡A, nAîdv, and ¡E.îdv = ^ÍA.rÂîdv,
Third, let S = El U £2 ^ (^1 ^ -^2)’ consider the function defined
by = î(x) if X ^ E i U ¿ 3, and <t>(x) = <t>(x) if x ^ E iU E^. One
2
obtains, finally, ¡s^d v = ¡E^\dv + ¡Eîdv H- ¡E-^\dv + J(A^nA )\E di^ =

2 2 ^2
XjA^îdv (1 — X) dv. This completes the proof. □
The main result of this section states that for a ^ o (^ + )‘Valued correspon
dence with a measurable graph, the convex hull of its integral coincides with
the integral of a new correspondence whose values are the convex hulls of the
values of the original one; that is, if / is the correspondence in question, then
COj f d v = / CO/ d v where co/ is the correspondence x \ - ^ co f { x ) . It follows
that when v is atomless, one even has j f d v = f c o f d v due to the convexity of
the integral.
Before we can prove these statements we need a few intermediate results.
Let Z denote a new metric space with Borel a-algebra ^ (Z ) . Observe that the
following proposition is not restricted to the case of a ^QiR'^ywaluQd corre
spondence.
18.1.5 Proposition
Let f be a correspondence from the set X to a complete separable metric space Y
such that G r f ^ and let <¡>be a SS{Yy measurable function from Y to
a separable metric space Z. Then the composition g = ° f defined by x\-^
<l>(f(x)) is a correspondence from X to Z with Grg ^ ^{Y)),
Proof It is obvious that g is a correspondence from X to Z. Let x, 7, z
denote points in X, 7, Z, respectively. Consider the set W = {(x, y, z ) ^ X x
7 X Z : 7 e /( x ) and z = (7 )}. Clearly 3S{Y) 0 38{Z),
Now observe that the graph Gr g is obtained by projecting the set W on the
product space X X Z. Since 7 is complete and separable, it follows from
Corollary 12.3.3 and the proof of Theorem 12.3.4 that G rg is Suslin, that is,
G rg e A(j 2^X SS{Z)y □
18.1.6 Corollary
Let f be a correspondence from X to jR" such that Gr f belongs to
Then the correspondence co f has its graph in A ( s / X ^(/^")).
Proof Consider the simplex T = {(¿i,... ^ and = 1}.

Then define the correspondence g from X to X T by the assignments
x h / W X • • • X f { x ) X r . Clearly g has a measurable graph. Next consider
the function^ f r o m X F into/Í" defined by the assignment
- Obviously <j> is continuous. Finally, observe that
c o f = 4>°f. Hence by Proposition 18.1.5 one has that Gr c o / is Suslin, that is,
belongs to A ( s / X ^(R")). □
200 The Integral of a ô(^")"^ûed Correspondence
The next proposition is also not restricted to the case of a

correspondence.
18.L7 Proposition
Let f be a correspondence from X to a complete separable metric space Y with a
measurable {respectively, Suslin) graph, and let <f>be a ^{Yymeasurable func
tion from Y to R. Then the function sup^{f{*)) from Y to R defined by
sup[<l>{y): y ^ f{x)} is measurable, and the relation from X to Y
defined by x[-^ {y ^ /( ^ ) • ^ ( y ) = sup (¡){f(x))} has a measurable {respec
tively, Suslin) graph.
Proof Consider the set = [x ^ X \ sup^{f {x)) > a, a ^ R). It is

required to prove that for every reall number a, the set belongs to j / .
First one has = pr;^{(x, y) ^ G r f : <!>{y) > a], and ((x, y) ^
G r/ : 4>{y) > a} ^ ^ { Y ) . Hence, by the projection theorem (12.3.4),
belongs to s/.
Consider next the function given by {x, y)[-^ <f>{y) ~ sup <f>(/(x)). It is
clearly ^(y)-measurable. Thus one has ((x, y) ^ X X Y: <t>{y) =
sup (/(x))} e ^ { Y ) , and so G r/^ = G r / n {(x, y) ^ X X Y: ^ {y) =
sup <#>(/(x))} e j^(Si ^ { Y ) . □
The following proposition, interesting in itself, will later be a key compo

nent of the proof of the main theorem of this section.
18.1.8 Proposition
Let f be a correspondence from the set X to R^, and such that its graph G rf
belongs to SS{Ry \ and its integral f f d v is not empty. Let tt be a linear form
on R^. Then sup ^ { j f d v ) = / sup ^ (/(x )) dv{x).
Proof It is clear that
(i) supTT-lj/i/i'j < js\xp' ir{f{x))dv{x)\
hence it is required to prove that
(ii) sup 7t| J f dv^ > j sup ^ ( / ( ^ ) ) dv{x).
First, by Proposition 18.1.7 the function from Z to defined ^

assignment x|-^ sup7r(/(x )) is j^^measurable. Since, by assumption, S { f )
nonempty, it follows that / sup 'rr{f{x)) dv{x) is well defined. . .
Let |( x ) = sup 7t( / ( x )), and choose a in so that a < /1 dv. It is reqiî^
to prove that there exists a function a in S { f ) such that a < Tr{fo dv).
Let <J) G 5 ( /) , and for every integer k define the correspondence by
= [y ^ \\y — ^(x)|l < A:}. Since G r/^ is clearly measurable, so
also by Proposition 18.1.7 is the function defined by x[^ sup 7r(/^(x)).
Moreover, since was chosen in S( f ) , it follows that is integrable.
Now k ^ N) is an increasing sequence which by construction
converges monotonically to for every x in X. Hence dv converges to
/1 dv (e.g., Halmos 1950, p. 112). One may choose a k large enough so that
a < /1^ dv. Therefore, there exists an integrable function \[/ from A" to such
that a < f\p dv, and \p(x) < $^(x) on X.
Define next g(x) = {y ^ f ^ i x ) : 7r(y) > \l^(x)}. One has g(x) # 0 for
every X in X, and clearly the graph Gr g is measurable. One may thus invoke
Corollary 14.3.3 and assert the existence of a measurable almost everywhere
selection a for g, and hence for /. Since \p(x) < 7r(o(x)), it follows f\¡/ dv <
TT(fodv), and so a < ir{jodv). Clearly, now, this implies the desired inequal
ity. □
We have made enough progress up to this point to be able to tackle the

main proposition we have been announcing.
18.1.9 Theorem
Let f b e a correspondence from the set X to such that its graph Gr /belongs to
Then C O I f dv = j co f dv.
Proof The proof is by induction on the dimension of the space. For « = 0

the assertion clearly holds since/(x) = c o /(x ) = {0}. Thus, le t« be a positive
integer and assume the theorem holds for dimension less than n.
It will first be proved that
(1) j COf dv = j
0 if and only if co f dv = 0 .
Suppose that / co f d v = 0 . Then j f d v = 0 , which implies co ¡f dv = 0 .

Suppose that f co f d v 0 . Let tt be a strictly positive linear form on
—that is, for e v e ry in i^”\{0}, 7r(y) > 0. Take a function o in S(co f ) and
consider g(x) = [y E: / ( x ): ^ (y ) < 7r(a(x))}. Since a(x) is in co /(x ), it
follows that g(x) # 0 a.e. in X.
Since G rg belongs to g has a measurable selection y by
Corollary 14.3.3. The selection y is integrable because a was chosen integrable,
/ has its values in ô(R+), and tt is strictly positive on Therefore since
f f dv ¥= 0 , one gets co j f d v 0 . Thus, for the remainder of the proof we
shall assume that c o j f d v ¥= 0 .
It will next be proved that
(2) The closures of co^^/JI'and ^ c o /J i'a r e equal.

202 The Integra] of a Correspondence
Let 7T be a linear form on From Proposition 18.1.8, we know that

sup TT{ff dv) = / sup 7t( / ) dv, and sup 7t( / co f dv) = / sup t7'(co/ ) dv.
Evidently, sup 7r(ff dv) < sup t(J co f dv), and sup r( f co f dv) <
7 7
J sup 7t( / ) dv. Hence one obtains sup 7t( / co f d v ) = / sup ^(co/ ) =
/ sup 7t( / ) = sup 7t( / / ¿ i;) = sup 7t( / C O = sup 77(co/ / ¿i'). Ttiis fact
together with the convexity of the two sets implies the equality of their
closures.
Let 77- be a linear form on jR", and define
COf d v = e JCO f d v : iT{y) = sup ir^jco fd v
c o / / dv = \y CO : 7r{y) = sup 77-|cO j f d v
The proof of the theorem will be complete if one shows that
(3) for every linear form 7Ton i?", [/^COf d v COj f d v
By Corollary 18.1.6 one knows that if G r/ belongs to ^ ( jR") G r co/

belongs to A ( s / X ^(jR")). Hence, it is required to prove first that for any
correspondence from X to say g, whose graph is Suslin and whose integral
is nonempty, the following relation holds: [Jgdv]"^ = (y g f gdv : ^ ( y ) =
sup 7r(fgdv)} # 0 for every linear form tt on jR" if and only if g’^(x) = (y g
g(x): 7r(y) = sup 7r(g(x))j i- 0 a.e. in X, and ¡g"^ dv = [jgdvY.
Suppose that [ ¡ gdv Y ^ 0 . Then clearly g^'ix) =/= 0 a.e. in X, and by
Theorem 14.3.2 and Proposition 18.1.8 one gets fg'^dv = [JgdvY-
Clearly, the above result holds for the correspondence / which has its graph
in —and hence in A(s^X ^ ( R %))—as well as for the correspon
dence co/w hich also has a Suslin graph by Corollary 18.1.6.
Now, since for any nonempty subset 5 c one has [co*S]’' = co[5]’" for
any linear form tt on (cf. Debreu and Schmeidler 1972, p. 45) one obtains
[ /c o f d v Y = /[co f Y ^ ^ = / COf^^ dv, and [co f f d v Y = co[ f f d v Y =
COJf^ dv.
Hence to prove equality (3)—and thus the theorem—it is sufficient to show
that
(4) j COf ’^ dv = co ^ f ^ dv.
Observe first that the relation f ^ has a measurable graph according to

Proposition 18.1.7. This together with result (1) above imply that J c o f ‘^ dv =
0 if and only if If^ dv = 0. Hence, for the remainder of the proof we shall
assume that Jf'^dv 0.
Consider the hyperplane H = ( j e : 7r(y) = 0}. Let denote the first

coordinate axis of and suppose is not contained in H. Then let <o be the
projection into H parallel to the axis yi.
One may define a function <l>from X to -R" by setting <l>(x) = z - co(z) for
some point z in f^{x). This function <#> is surely measurable, and it satisfies
f ^{x) = <o(/’"(x)) + <f>(x). Then it is easily seen that cof f ^ d v = co /[co (/’")
+ <#)] = CO dv + /<#) dv, and f co dv = j co[o)(f‘^) + <f>] dv =
/ CO i o ( / ’" ) dv + fdv.
The proof of (4) now requires the proof that
(5) c o j c o ( f ^ ) : d v = Jcoo)(f'^) dv.
First, let €i be the vector in R" having the value 1 as its zth component and 0
elsewhere. Then the vectors (0(^2), co(e3) ,... ,io(e„) constitute a basis for the
hyperplane H —recall that the axis yi was assumed not be be contained in H.
Now, with respect to {<0(62), ^0(63),,... ,<o(e„)} the correspondence co(/’")
becomes a correspondence/ ’" from A" to R"“ ^
Since io (/’^) has clearly a measurable graph, the same holds for and
since / is ^îR'D-waiucdy it follows that / ’" is ô (R "“ ^)-valued. By the
induction hypothesis, therefore, coff'^dv = f cof^'dv.
Now let T be the function from R"“ ^ into R defined by the assignment
(y , >^3,... ,yn)\^ E7/Co(e,). The function r so defined is a linear injection, and
2
<0( № ) ) = T (r(x )) = T o r ( x ) .
Observing that / co[ t ° f'']dv = T{jcof''dv) = ri coff' dv) = cofr ° dv,
one obtains (5) and hence (4). Therefore (3), and therewith the theorem, has
been proved. □
We conclude this section with the following remarkable consequence of two

of the more important results discussed so far in this chapter.
I8.L10 Corollary
Let f be a correspondence from the set X to such that the graph of f belongs to
^ (R "). I f the measure v onsets atomless, then f f dv = J co f dv.
Proof By Proposition 18.1.1, one has that ¡ f dv = co jf dv. By Theorem

18.1.9, one gets co f f d v = / cofdv. Hence, j f d v = / co f dv. □
18.L11 Example
Let / be the correspondence defined in Example 17.1.7. Consider now the
correspondence co/ defined by co f { x ) = [2,3] for every x e [0,1]. It easily
follows that i f dv = j c o f d v = [2,3] over the interval [0,1].
204 The Integral of a Valued Correspondence
18.L12 Example
It is easy to construct examples that show that the measurability of the graph
of the correspondence, its nonnegativity, and the atomless property of the
measure space are essential requirements for the vahdity of Corollary 18.1.10.
In what follows, V will denote Lebesgue measure on [0,1] or [0,1[, and / will be
a correspondence from [0, 1 ] to
(i) Let i f be a nonmeasurable subset of [0,1] with inner measure 0 and outer
measure 1. Let /b e defined b y /(x ) = 3} where X// is the characteris
tic function of H. Integrating over [0,1] one obtains f f dv = {3} and J c o f d v
= [1,3].
(ii) L et/b e defined by f ( x ) = { l / x , - 1 / x ) . Note th a t/is not integrable in
the sense of Definition 17.1.1 because Jf dv = 0 . However, one has that
/ COfdv =] —00, oo[.
(iii) Let V be Lebesgue measure on [0,1[, and let {1} be an atom with
measure v({l}) = 5. If/is defined by f ( x ) = {2,3} for every x e [0,1] one has
f f d v = [12,13] U [17,18] and / cof d v = [12,18].
18.2 FA TOU^S LEMMA AND DOMINA TED COVERGENCE
In this section we study analogues of Patou’s lemma for correspondences. We

shall also discuss an analogue of Lebesgue’s dominated convergence theorem
in a version that differs in several respects from the one we have encountered
in Chapter 17.
We begin with Patou’s lemma. Since use is made of “ Patou’s lemma in
several dimensions,” for functions with values in the reader is referred to
Chapter 16 where this proposition is stated. We also recall Definition 3.1.4 for
the concepts of limsup and liminf for sequences of sets and Remark 3.1.5
which deals with the case when each set is a singleton.
18.2.1 Proposition
Let (f/^: k ^ N ) be a sequence of correspondences from the set X to R% and
assume that there exists a sequence (^: k ^ N ) of functions from X to R+ such
that the following conditions are satisfied:
(i) fk{x) < <t>f^{x) a.e. in X, that is, y < ^¡^(x) for ally e /^(x) a,e. in X.
(ii) The sequence : k ^ N ) is uniformly integrable, and the set (<l>ic(x): k ^
N ) is bounded a.e. in X.
Then Urn sup{ff¡^ dv) c / Urn sup(fi^) dv.
Proof Таксу in lim sup( //^ dv). Then there exists a sequence (y^^,: j N)
with li m it s u c h t h a t = j<t>jdv with фу(х) e ficj(x)J = 1 , 2,... .
18.2 Fatou’s Lemma and Dominated Convergence 205
It only remains to show that the correspondence x\-^ limsup{^^(x)} has an

integrable selection , and that the latter satisfies the condition f<t>dv =
lim f<t>jdp. But, since we have assumed that the sequence (y: j ^ N ) is
uniformly integrable and the set (<i)y(x): j ^ N ) is bounded, this now follows
from Theorem 16.2.3. □
The following special case immediately follows.
18.2.2 Corollary
Let k ^ N ) be a set of correspondences from the set X to and assume
each is bounded by the same function xp e Li(X, R ”). Then Urn sup(fff^ dv) c
/ Urn sup{fj^) dv.
We next give another analogue of Patou’s lemma in a formulation which is
close to that of the above corollary.
18.2.3 Proposition
Let (fi^: k ^ N ) be a sequence of correspondences with measurable graphs from
the set X to R^, and assume each fj^ is bounded by the same function ip e
Li(X, /Î"). Then j lim inf{fjf) dv c Um inf{jfj^ dv).
Proof Take y in /hm in f(/^) dv. Then one has y = f<pdv where <p(x) e
lim inf(/^(x)) a.e. in X. The function <p is measurable and hence has a
measurable graph.
Now consider the space R ” X R"" x ... . It can be metrized so that
it is complete, and so that its topology is the product topology (refer to
Kuratowski; 1966, pp. 405, 406). Define a relation g from the set X to
X X . .. by assigning to each x in X the set g(x) = {(ji» ^2»• • •) ^
X R"" X ... : yi ^ fi(x% y ^ f i i ^ X • • • »
2 ^^kyk Observe that
(p(x) Œ hminf(/^(x)) if and only if g(x) # 0 . Now g is clearly a correspon
dence since one obtains g(x) 0 for each x in X. It is easily seen that the
graph of g is measurable, and in consequence g has a measurable almost
everywhere selection y from X to iî" X X ... (Corollary 14.3.3). Hence,
there exists a sequence k ^ N) of measurable functions from 2Í to
such that ^(x) belongs to f^(x) a.e. in X, and lim^<i)y^(x) = <p(x).
Now since each correspondence is bounded by the same integrable function
ip, so are the 4>^. Hence lim^/<i)^ ¿/ï' = f<pdv = y, by the Lebesgue bounded
convergence theorem. Finally, since ¡<pj^dv ^ ffk ^ ^ (see Definition
3.1.4) that y G hminf(//^ dv). Summarizing, y g. /h m in f(/^) dv implies y g
hminf(/4 d v \ and therefore /hm in f(/^) dv c liminf(//)^ dv). □
18.2.4 Example
The assumption regarding the measurability of the graphs cannot be dispensed
with in Proposition 18.2.3. Let /f be a nonmeasurable subset of [0,1] with
inner measure 0 and outer measure 1. Consider the sequence { f ¡ ^ : k G N ) o i
206 The Integral of a Valued Correspondence
correspondences from [0,1] to R defined by/^(x) = {X//(^)/^}* Observe that

the hm //^ dv is empty while /lim dv = {0}.
To complete this section, we give the following extension to correspon

dences of the Lebesgue dominated convergence theorem.
18.2.5 Theorem
Let (ff^: k ^ N ) be a sequence of correspondences with measurable graphs from
the set X to such that for each x in X lim¡^ff^(x) = f (x), and assume each f/^ is
bounded by the same function \l/ e Li(X, Then limkifk ^ Jfdv.
Proof If f ( x ) = lim inf(/^(x)) = limsup(/^(x)) for each x ^ X, then by

Corollary 18.2.2 and Proposition 18.2.3 one has j f d v = ¡]im'mi{fif)dv(z
liminf(//^ ¿ 1') c hmsup(//^ Ji') c /lim s u p (/^ ) (ir = jf dv. □
18.3 APPLICA TIONS: CLOSED RELA TIONS AND COMPA CT

INTEGRALS
In certain problems of analysis it is sometimes necessary to know not only that

the integral of a correspondence is nonempty, but that it also satisfies some
stronger requirements. In Section 18.1 we have discussed convexity; in this
section we state conditions that will guarantee the compactness of the integral.
However, before doing that, let us examine a result which has proved to be of
great usefulness in applied analysis (see, e.g., Hildenbrand, 1974 pp. 73,74).
18.3.1 Proposition
Let T be a metric space, and let f be a correspondence from the product space
X X T to R"^ such that (i) there exists a function ij/ e Li(X, R) satisfying
IIj|l < ^ (x ) for all y G: f ( x, t) and for every t in T\ (ii) for almost all x in X the
correspondence /(x , •) is closed at t. Then the relation that assigns to every t in T
the integral f f { *, t ) dv i s closed at t.
Proof Let {tj^\k ^ N)\)Qdi sequence in T converging to t. The proposition

will be proved if one can show that l i m s u p ( / / ( % c jf{*,t)dv. Since
the correspondence /(x , •) is closed at t by assumption, one has that
lim sup(/(x, c / ( x , 0- Hence, using Proposition 18.2.1 one obtains
l i m s u p ( / / ( % c / l i ms up( / *, c ff{*,t)dv, and this completes
the proof. □
We now end this chapter with a theorem that gives sufficient conditions for
the compactness of the integral of a closed-valued correspondence.
18.3.2 Theorem
Let f be a closed-valued and integrably bounded correspondence from the set X to
jR". Then its integral j f d v is a compact subset of R ”.
18.5 Exercises 207
Proof. For fc = 1 ,2 ,..., set = /. The set f { x ) being closed, one then
obtains that hmsup(/^(A:)) = cl f ( x ) = f (x), and limsup(//^ dv) = cl / / dv.
Now, using Proposition 18.2.1, one sees that cl f f d v = limsup(//^ c
/limsup(/;^) dv = jf dv. Hence j f dv is closed. On the other hand, sin ce/is
bounded by an integrable real-valued function it follows that f f d v is
bounded by the integral f\l/ dv. Therefore f f d v is compact. □
18.3.3 Example
The following counterexample given by Aumann (1965) shows that the integra
ble boundedness condition of Theorem 18.3.2 cannot be dispensed with even if
the values of the correspondences are confined to subsets of R \. Let / b e the
correspondence from [0,1] to defined by f ( x ) = {0, (x)} where <t>(x) =
((1 —x ) / x , ( l — x)/ x). In this case, f f d v is not even a closed set.
For the genealogy of Proposition 18.1.1, the reader is referred to what was said
in Section 17.4 in regard to Theorem 17.1.6. Proposition 18.1.3 was first proved
by Vind (1964).
This chapter depends extensively on Hildenbrand (1974), from where we
have adapted Propositions 18.1.4-18.1.10. Proposition 18.1.8 is proved in
Hildenbrand (1974 pp. 63 if). The proof of Theorem 18.1.9 is given in
Hildenbrand (1974 pp. 64 ff) and is based on an idea of Debreu and
Schmeidler (1972).
The use of Fatou’s lemma in n dimensions (a remarkable result due
independently to Schmeidler, 1970, and Hildenbrand and Mertens, 1971) in
the proof of Fatou’s lemma for correspondences (Proposition 18.2.1) is, once
again, Hildenbrand’s (1974 pp. 68 ff) result. It is a generalization of what is
given here as Corollary 18.2.2, a proposition that was first proved in Aumann’s
(1965) pioneer paper on integration of correspondences. Proposition 18.2.3 and
the Lebesgue dominated convergence theorem for correspondences (Theorem
18.2.4) are Aumann’s (1965) too. A different version of Lebesgue’s theorem is
given by Debreu (1967b) and is discussed in this book as Theorem 17.2.6.
Proposition 18.3.1 comes from Hildenbrand (1974 pp. 73 ff). Theorem
18.3.2 was first proved by Aumann (1965).
18.5 EXERCISES
18.5.1 Construct a sequence { f j ^ ' . k ^ N ) of correspondences such that

ffj^dv is not convex for each k but lim^//^ dv exists and is convex.
(Hint: modify Example 17.1.8.)
18.5.2 Let {X, s ^, v) be an atomless measure space. Define the correspon
dence / from X to by assigning a fixed subset M of jR" to every x
in X. Show that f f d v = coM.
208 The Integral of a ô(/?")-Valued Correspondence
18.5.3 Let / b e a correspondence from X to R'" having a measurable graph.

Prove that j cl f dv (Z cl ffdv,
18.5.4 Let / and g be two integrable correspondences from X to Prove
that c l c o / ( / g)dv = clco( f f dv + jgdv).
18.5.5 L etoô collection of all nonempty closed and bounded intervals
of the real line R, and le t/b e a Debreu-integrable function from X to
^ 0- Show that there exists a sequence (g^ : m ^ N) of j^^simple
functions which determines /.
18.5.6 Give a numerical example to illustrate Exercise 18.5.5.
18.5.7 Prove Debreu’s version of Lebesgue’s dominated convergence theo
rem for the case contemplated in Exercise 18.5.5.
18.5.8 Substitute R^ for in Proposition 18.2.1. Then provide a proof.
18.5.9 Give a proof of the following proposition: let the function / from X
(the collection of nonempty closed and bounded intervals of R)
be Debreu-integrable. Then f f d v = f f dv.
18.5.10 In Proposition 18.2.3 let k ^ N) be a sequence of correspon
dences from ATto and replace the fixed function if' by a sequence
(i//^: e A^) of integrably bounded functions from X to R \ satisfy
ing the condition /^(x) < yp^(x) a.e. in X Show that the conclusion
of the proposition still holds.
Chapter Nineteen
Radon-Nikodym Derivative
of a Correspondence
In the preceding six chapters our concern has been with correspondences
having an abstract set X as domain, and taking on their values in a metric
space y. In Chapter 18 we narrowed our study to the case of valued
correspondences. In this chapter we continue discussing correspondences whose
values are subsets of i?”. However, in contrast to the preceding chapter, our
special interest will focus on correspondences whose domain is the o-algebra
of the measure space (X, s /, v).
We shall not introduce any novel terminology to denote our new object of
analysis. It is clear, however, that if a correspondence from X to -R” may be
viewed as a function from A" to same token, one may treat
a correspondence from to R" as a set function from to Section
19.4 contains the most important material of this chapter, namely two
Radon-Nikodym theorems for correspondences. This is preceded by an ex
amination of some (for us) indispensable properties of support functions in
Section 19.2. In Section 19.1 the concept of a countably additive correspon
dence is introduced; selections of such correspondences, indeed measures, will
be called selectors, and will be studied in Section 19.3.
Although not always required, we shall assume in this chapter as in other
parts of the book that is a nonnegative measure. Later, after Proposition
19.2.4 of Section 19.2, we shall additionally require that {X, v) be a finite
measure space.
19.1 COUNTABL YADDITIVE CORRESPONDENCES
From the difTerent concepts that appear in this chapter, the following one will
attract our special attention.
209
210 Radon-Nikodym Derivative of a Correspondence
19. LI Definition
A correspondence/ from j:/to i?" is said to be countably additive if / ( iN^^k)
= ^very sequence {Aj^: k ^ N ) oi pairwise disjoint elements
of The right-hand side of this equation is, by definition, [y E: \y =
Lk&Nyk^ y k ^ fi^ k \^ k ^ N \\y k \\^ 00}. Since the left-hand side is nonempty
(the value of a correspondence), so is the right-hand side.
For obvious reasons, countably additive correspondences are sometimes

called set-valued measures in the literature. We shall not adopt this terminology
here.
19.L2 Proposition
Let f be a countably additive correspondence from to jR", and let p be an
element of R^. For every set A in s^let (i) Pp(A) = sup{p • y ^ / ( ^ ) ) ^f^d
(ii) fp(A) = [ y Ei f ( A ) : p • y = iXp{A)]. Then (i) defines a {R-valued) measure
Pp on sând (ii) defines a countably additive relation fp from s^to R^.
Proof We begin by showing that Pp is a measure. Since it is easily seen

that Pp is a finite additive set function with values in ] — oo, oo], we need only
show that it is countably additive as well. Let ( ^ ^ : A: e iV) be a sequence of
disjoint elements of s/.
Choose y in We have y = for yk in f(A^), and
A: = 1 ,2 ,.... We get now that p • y = T,k^NP ' from which it follows that
Pp(<'-^k^N^k) ^ lim„infE^=iftp(^*).
If = 00 the assertion follows. Hence assume
< 00 .
Observe that the finiteness of implies the finiteness of p(A^)
for every k. Then let the number t/ > 0 be given, and in each set f{A,^),k ^ N,
select a point satisfying the condition Pp{Ai^) —p • 2 ~* • ij.
Define V, = E*=iZ^ + E“=r+i3^*- The point v, belongs tofi(Jp^;Â
l^p(^ksN^k) ^ lim^supp - v, > lim,.supE^=ifip(^;t) ~ V- The number ij > 0
being arljitrary, we obtain > lim^supEk=iPp(Ap).
Next we deal with the relation fj,. It is obvious that for any sequence
(A ^ : k ^ N ) of pairwise disjoint members of j!ît must be that E*ev.^(Â:)
fpC^ksN^k)’ so that it suffices to show that/^(U^^jv^*) c Ek^nfp{A^) holds
too.
Choose y in Then write y = Ek^Nyk taking a y* from each
fp(Ak). p - y = E k ^ N P - y k ^ ' ^ k ^ N l ^ p i A k ) = IJ-pi'^keN^k) = P - y - It
remains only to show that p • y^ = Pp(^k) every k. But this is implied by
the above inequality, and the fact that p ^y^ < PpiA^) tor every k. Therefore
^k^N fp(^k) ” fp (^ k^N ^k)‘ ^
19.1.3 Remark
The relation)^ need not be a correspondence since fp{A) could be empty. On
the other hand, if / is compact-valued, A is a correspondence.
19.2 SUPPORT FUNCTIONS
In the remainder of this chapter we make frequent use of the notion of

the support function of a correspondence. Although this concept has already
been present in some of our preceding discussions, it is convenient at this point
to introduce a formal characterization as well as a suitable notation. We begin
by recalhng that if .8 is a nonempty subset of the support function /c of -6 is
the /^-valued mapping defined by k(/?, B) = sup{ p • y : y ^ B} for everyp in
jR". It is clear that when a correspondence/from X to is given, we may thus
speak of the support function of the set f { x ) for every x in X, The following
definition is now straightforward.
19.2.1 Definition
Let / be a correspondence from X to R^. The support function of / is the
mapping K from R^ X X i o R defined by k(/?, x ) = sup{ p ■ y : y ^ f { x ) ) .
Given a nonempty subset B of R^ we set P{ B ) = { p ^ R!' : x{p, B) < oo},

and L{B) = P{B) - P (5 ). Now P{B) is a cone which generates the subspace
L{B) o i R \
The aim of this section is not to provide an exhaustive study of support
functions but rather to gather a minimum of results indispensable to the
Radon-Nikodym derivative of a correspondence. For a detailed description of
support functions the reader is referred to Rockafellar, (1969, 1970) and
Artstein (1972). The proofs of the following propositions will be found there.
19.2.2 Proposition
The support function k of a subset B of R^ is a convex, lower semicontinuous, and
positively homogeneous— that is, K(Xp, B) = Xk( p , B) for every p ^ R^ and
0 < X—function from R^ to oo, oo]. Conversely, if k is a convex, lower
semicontinuous, and positively homogeneous function from R^ to] — oo, oo] it is
the support function of the closed and convex set B = ^ • P *7 ^
«(/»)}•
19.2.3 Proposition
Let kK be the support function of a subset B of R". Let p, q be in R" with
K{q, B) < 00. Then if = k~^q + (1 —k~^)p and A: = 1 ,2 ,..., one obtains
k ( p , B ) = l i m^ K ( q ^ , B).
Given a convex subset C of R" we denote its relative interior by ri C—for a

definition see Exercise 14.6.2. If P denotes the convex cone in R" spanned by
C, then ri P = {z ^ R^ \ z = Xy f o r ^ e r i C with X > 0} (see Rockafellar,
1970, p. 50).
In the remainder of this chapter a sequence {qj^ \ k ^ N ) of elements in R"
is frequently denoted Q. Then, when convenient to do so, we may drop the
subscript from the term qj^ and simply refer to the “element q ^ g .”
19.2.4 Proposition
Let Q = (qi^: k ^ N ) be a sequence dense in a subspace L of and let k be a
function from Q to ] — such that its positively homogeneous extension on
the set {z ^ R ”: z = Xq for q ^ Q and X > 0} is well defined and convex. Call
P the convex cone spanned by {q ^ Q: K{q) < oo}. Then there exists a closed
and convex set B = ^ k ^ N i y ‘ ' y — (0 every q in
Q n ri P, K(q, B) = K{q) and (ii) P{B) is contained in cl P.
For the remainder of this chapter we will always assume that { X , j/ , v) is a

finite measure space.
19.2.5 Lemma
Let f be an ^/-measurable correspondence from X to R^ with support function k.
Assume either that ¡K{q, x) dv < oo for all q in ii" or ¡K(q, x) dv = H- oo for all
q in ii". For a subset B of R"^ whenever Q = : k ^ N ) is a dense sequence in
P{B) for which ¡K(q, x) dv = K(q, B) for every q ^ Q, then jK(q, x) dv =
K(q, B) for every q in clP{B).
Proof We notice that for every q ^ n P{B), ¡K(q, x) dv = K(q, B). In
deed, on the one hand /c(^,*) is measurable (Exercise 13.5.1), while on the
other hand, /c(^, x) is convex for every x in X. It follows that //c(^, x) dv is a
convex function, finite on a dense subset of P{B)\ hence, it is finite and
continuous on nP{B).
Now we know (Proposition 19.2.3) that ii p ^ ^ ^ riP(i^), and
qj^ = + (1 - k~^)p, then K{q, B) = hmyîc(^^, B). It remains to prove
that k(^^, x ) = / k(^^, x ) d v f K ( q , B ) dv.
First we have that lim^sup//c(^y^., x)dv < ¡K(q, x) dv, because of the con
vexity of ¡K(q, x) dv; and due to the fact that K(q, x) = hm^/c(^^, x) for every
jc in X, one has that ¡K{q,x)dv < hmy^.inf//c(^^, x) by Fatou’s lemma.
This completes the proof of the lemma. □
A correspondence / from s / io R^ will be said to be absolutely continuous

with respect to the measure v if v(A) = 0 imphes f ( A ) = (0). The notation
/ <^ is customary in this context and will be used in what follows. For the
measure /x^ on s / o i Proposition 19.1.2, note that f ^ v imphes v for
every p in jR".
19.2.6 Lemma
Let f be a countably additive correspondence from s / to R ”, absolutely continuous
with respect to v. Assume there exists a subspace M ofR^ such that M = L{f{A))
for each A ^ s / with v{A)> 0. Then there exists an s/-measurable correspon
dence g from X to such that
(i) the set g(x) is closed and convex for every x in X;
(ii) for the support function k of g one has Jak{ p , x ) dv = /x^(^) for each A in
s/and every p in /?".
Proof. Let the sequence Q = (q^: k ^ N ) he dense in M, and assume it

satisfies the following condition: if q^, q^ are terms of the sequence and X is
rational, then Xq^ + (1 — is a term of the sequence.
Now for each element ^ in Q we have v. Thus, has a Radon-
Nikodym derivative which we denote by <t>(q,‘)- We obtain f^<t>(q, x)dv =
lig(A), and <t>{q, x) > -o o a.e. in X.
We show next that a.e. in X the positively homogeneous extension of the
function <t>(q,’) on the set {z ^ R " : z = Xq for q ^ Q and X > 0} is well
defined and convex.
First, since q[^ is positively homogeneous, one has •¡>{Xq, x) =
X<j>(q, x) when q ^ Q and X > 0; the extension is well defined. Second, since
¡i^(A) = K(q,f(A)) is convex, it follows that <t>{q,*) is convex. Otherwise, if
<j>(q, x )> x) on a set of positive measure, one would have
dv > Ifk=iXkiA^(qk, x) dv = J ^ ) , which leads
to a contradiction if ^ ^ convex combination.
Define the set h(x) = {q: 4>{q, x) < oo}. It is immediate that a.e. in X,
h(x) + h(x) = h(xX and Xh(x) = h(x) for a positive rational X, Now, since
a.e. in X one has Q n P( f (x) ) c h ( x \ the set h(x) spans M. The proof of the
assertion is complete.
Now x\-^ h(x) defines an j^^measurable correspondence from X to jR" since
for any closed subset F of one has {x : h(x) O F # 0 } =
^ q ^ Q n r i ^ : <f>(q, x) < 00} in The set h(x) is dense in F(x), the closed
and convex cone it spans; and the assignment x|-» P(x) is seen to define an
J2^measurable correspondence (Exercise 13.5.1).
We now move on to determine the correspondence g of the assertion of the
lemma. First, we note that for every x in X, </>(•, x) satisfies the conditions of
Proposition 19.2.4, and so g{x) = F[ g^ Q{y- q’y < ^( q, x) } may take the
place of the closed and convex set mentioned there. We have thus defined a
correspondence g from X to which is easily seen to be js^measurable (see
Exercise 13.5.4).
Now take a set A i n s / such that v(A) > 0. Since a.e. in A P(x) c P{f{A))
we get K{q, x) = (^, x) for every q ^ n P{f{A)) (Proposition 19.2.4). There
fore for every q ^ n P{f{A)),
jf k(^, x ) dv = x) dv = fi^(A).
Since the equahty holds whenever q is in cl P{f {A))—Lemma 19.2.5—we

have to verify it next for p i clR(/(y4)). We do this by showing that
fAxip, x ) d v = when p i cl P{f{A)).
0 0
Let £ = { x S y 4 : p e P(x)}. It is very easy to show that E Now
(
Ja \ e
K(p,x)dv= f
‘'A\EF
4>{p,x) dv = p { A \ E ) .
There are two cases to consider. If v{E) = 0, the proof is complete. If

i'(F ) > 0, we proceed as follows. For a particular q in ri P ( /( ^ ) ) let qk =
k ~ \ + (1 —k~^)p, and observe that e P{t) for t ^ E. We thus have
f^K{qk, x ) dp = x ) dr = lig^(E)
for every k ^ N. The fact that k(^*, a:) ^ K{q, x) together with Patou’s lemma
imply
I k( p , x ) dv < liminf / x{qi^, x) dv = hmfi ( £ ) .

•'£ k Je k
However, from the convexity of k for every x in £ one gets
lim/t ( £ ) = liminf / K{qu, x) dv < f x ( p , x) dv.

k k Jp Jp
It follows that
j k { p , x ) dv = lim/i j £ ) =
The equahty holds for A since, as it has been shown, it holds for E and
^ \£ . □
The following lemma generalizes the preceding result by dropping the

assumption regarding the existence of the subspace M.
19.2.7 Lemma
Let f be a countably additive correspondence from sd to R", absolutely continuous
with respect to v. Then there exists an s^-measurable correspondence g from X to
R" such that
(i) the set g{x) is closed and convex for every x in X;
(ii) for the support function Kof g one has f^K^p, x) dv = p^{A) for each A in
s i and every p in R ”.
Proof Observe that if c A , then £ ( / ( ^ 2)) ^ ^ (/(^ i)X and replace

2
the condition L{f {Af ) = M for every A c. X with v(A) > 0 of Lemma 19.2.6
by the following one: X = Uj^j^Xj for some ( X j : j ^ N ) such that L{f{A))
= Mj holds for every A Xj with ^(^1) > 0 and for each j. Lemma 19.2.6 still
holds on each Xj.
Let j / q = {A c: X: v(A) > 0}, and set n^ = max^gj^^dim L{f{A)).
Denote by JSfthe set { L { f { A f f ) : dim L( f (A^)) = Wq for an A„ e jj^with
v(A^) > 0}. Since «0 is maximal one has that A c A„ and v(A) > 0 imply
L( f ( A) ) = L(f(AJi ). Suppose, furthermore, that L( f ( A^) ) ^ L(f(Ap)).
193 Selectors of Countably Additive Correspondences 215
Since L ( f ( A , ) ) c L { f ( A , n A^ ) \ L{f{A^)) c L ( f ( A , n A^)X one would

have dim L ( f ( A ^ n A^)) > Hq, Hence, L ( f ( A^ ) ^ L( f (A^)) implies v(A^ n
A^) = 0, andcifis at most countable.
Now for each a one may find an the countable union of sets Aj such that
L{f{Aj)) = L { f { A ^ ) \ and is maximal in the sense that L{f{A)) =
L { f { A ^ ) imphes v{A \ X^) = 0. We thus obtain a countable family (X^ : a ^
A^) of disjoint measurable sets and Lemma 19.2.6 holds for every space
(X^, where and dîiote the corresponding restrictions o f s /
and V.
Let X' = X \ X' is measurable. Define = {A a X ' : v(A) > 0},
and set iti = max^^^/dim L(f(A)), Then < n^. The preceding argument is
now repeated for X \ and so on. After a finite number of steps, X is
decomposed into a countable family of measurable Xj, so that Lemma 19.2.6
apphes for each {Xj, s/\x^ ^\x )- Since each is a-additive, the proof is
complete. □
19.3 SELECTORS OF COUNTABL YADDITIVE

CORRESPONDENCES
The concept of a selection of a correspondence has been discussed in Chapters

8 and 14. The definition easily carries over to the case when the correspon
dence is countably additive with domain s /. Specifically, if / is such a
correspondence from to i?", and if 0 is a vector-valued measure on j / that
satisfies the condition ff(A) ^ / ( A ) for every A then 0 is clearly a
selection of /. We shaU adopt here the terminology of Artstein (1972) and call
such a selection a selector of /.
In Theorem 19.3.3 we discuss sufficient conditions under which a countably
additive correspondence is assured of having a selection that is a measure, that
is, a selector. However, before reaching that stage, we need two intermediate
results, the first of which is left as an exercise.
19.3.1 Lemma
Let g be the closed- and convex-valued^ s^-measurable correspondence from X to
of Lemma 19.2.7. Define the correspondence h from X to R ” by setting
h{x) = rig{x) for every x ^ X. Then S ( h f the set of integrable almost every
where selections of h (see Section 17.1), is nonempty.
We use the above result in the proof of the following.

19.3.2 Lemma
Let f be a countably additive convex-valued correspondence from to jR",
absolutely continuous with respect to v. Let g be the closed- and convex-valued,
si-measurable correspondence from X to R^ of Lemma 19.2.7. Define the
correspondence h from X to R'^ by setting h(x) = rig(x) for every x ^ X. Then
f ^ h( x) dv = rif(A) for every A in s i.
Proof. It will be sufficient to deal with the case A = X. Note that since h is
convex-valued, j h d v is a. convex set regardless of whether contains atoms or
not. Furthermore, by Lemma 19.3.1, h has an integrable selection.
First we prove that
j h d v <znf{X).
Let \¡/ be an integrable selection of h, and suppose its integral y = f ^ d v does

not belong to ri f {X). Hence, for some p e R", we must have p • y > Pp(X)
> —p_p(X). Now p • 4/(x) < k ( p , x) a.e. in X, and f p ■■ip(x)dv =
fx(p, x) dv = Pp(X). Thus, p • tp(x) = k ( p , x ) a.e. in X. On the other hand,
since j K( p, x) dv = ¡Xp{X)> —p_p( X) = - ¡K(~p, x)dv, it must be that
k ( p , x ) > — k ( ~ p , x ) on some subset A of X with y(A) > 0. On this set A,
p ■ \p(x) = k( p , x ) implies that ^ ( x ) is not in h(x), a contradiction.

Secondly we prove that
ri/(A^) c j h d v .
Let ij/ be an integrable selection of h, and let A = {x ^ X: k( p , x ) = oo}.

There are two cases to consider.
Assume first that r(A) = 0. We define the correspondence from X to R ”
by g / c M = g(x) n { y : p • y > k ( p , x ) — k ~ ^ } . Since g^ can easily be seen to
be J2^measurable (e.g.. Exercises 13.5.2 and 13.5.4) and closed-valued and
convex-valued, it follows that ri has an j?^measurable selection (Exercise
14.6.3). Now also a selection of h for rigy^(x), is clearly contained in
ri g(x) for all X in X.
Let II *11 denote the Euclidean norm in and define a^(x) = ^¡^{x) when
||<#);i.(x)|| < k, and otherwise let Oi^(x) = \p(x). It is easily seen that fp • dv
Jk( p , x ) dv = Pp(X). Now, after constructing such a sequence of integra
ble selections for every p in we conclude that ic(/?, jh dv) > Pp(X) for
everyp in This implies that cl f { X ) c\fh dv. From the convexity of these
two sets, it follows that ri/(A " )c fhdv.
Assume next that v(A) > 0. Let gj^ be the correspondence from X to jR"
defined by g/^(x) = g(x) C) {y: p *y > k] for x ^ A. Here, too, g^ is
measurable, rig^(x) c rig(x), and gf^ has a selection ^.
Now define o^(x) = <¡>k(x) when ||)t(^)ll ^ otherwise let a^(x) =
rp(x). For kQ large enough is an integrable selection of k. We have
fp • Oj^dv > kv(A) — 1 — f l p ^y\dv. Hence Jp • O/^dv ^ oo = Pp(X). We
then construct a sequence of integrable selections for every p in jR", and
repeat the same argument used before for the case v(A) = 0. □
Next we approach the question of the existence of a selector for a countably

additive correspondence. Specifically, we shall give conditions for the existence
of a selector ^ of / such that given A q in j^ând y g / ( A q), 0(A q) = y.
19.3 Selectors of Countably Additive Correspondences 111
19.3.3 Theorem
Let f be a countably additive convex-valued correspondence from X to jR",
absolutely continuous with respect to v. Then for every point y in fi A^), there
exists a selector 0 of f such that 0( A q) = y.
Proof It suffices to deal with the case A q = X. We observe that when
f ( X ) is a singleton, it follows that f ( A ) = {0(A)} is a singleton for every^ in
The set function 0 is clearly a measure. We proceed now by induction on
the dimension of f ( X) . Assume the latter is greater than 0, and let y belong to
f ( X ) , There are two cases to consider.
If j € ri f ( X ) , then there exists a for which p • y = sup{ p • z: z ^
f ( X ) } > inf{/? • z : z e f ( X) } , We have that fp is a, countably additive rela
tion from to (Proposition 19.1.2). Note that, i f ^ ( ^ ) = 0 for som e^ in
we have X = A U ( X \ A ) and by countable additivity, fp(X) = fp(A) +
f p ( X \ A ) which imphes fp(X) = 0 ; but this clearly contradicts the fact that
y e fp(X). T hus^ is a convex-valued countably additive correspondence from
X to i?” with the dimension of fp(X) less than that of f ( X ) . By the induction
hypothesis, fp has a selector 0. The latter, in turn, is a selector of /.
If 7 e ri f ( X ) , then consider the correspondence h of Lemma 19.3.2. In
this case, we know that for each A in s / f^hdv = rif(A). Since h has an
integrable selection a such that f odv = y, we obtain a selector 0 of / by
setting 0(A) = jôdv for every ^ in □
The importance of the assumption underlying Theorem 19.3.3 is made clear

by the following counterexamples (Artstein, 1972).
19.3.4 Example
Let V be Lebesgue measure on the interval [0,1], and consider the correspon
dence / defined by f ( A ) = {0,1,2,...} when v(A) > 0, and f ( A ) = {0} when
v(A) = 0, The correspondence / , which is not convex-valued, is absolutely
continuous with respect to v. Any selector 0 of / is atomless since 0 v too.
Now suppose 0([0,1]) = 1; it follows that the range of 0 is the interval [0,1],
clearly a contradiction. Hence, the only selector of / is the measure 0 with
0(A) = 0 for every measurable A.
19.3.5 Example
Let V be Lebesgue measure on the interval [0,1 ], and consider the correspon
dence / defined by f ( A ) = {0} when A is countable, and f ( A ) =]0, oo[ when
A is a, Lebesgue-measurable but uncountable set. Since it is possible to con
struct an uncountable set of Lebesgue measure zero, it follows that / has no
selector.
218 Radon-Nikodym Derivative o f a Correspondence
19.4 RADON-NIKOD YM THEOREMS FOR

CORRESPONDENCES
We begin this section with a definition of the mathematical object, the

existence of which constitutes our main concern.
19.4.1 Definition
Let / be a countably additive correspondence from s / to ii", absolutely
continuous with respect to v, A correspondence g from X to is a
Radon-Nikodym derivative of / with respect to if fy^g{x) dv = f {A) iox every
We need some additional notation at this point. Given two countably

additive correspondences and /^2 on we write c h if h^{A) c h {A)
2 2
for every A
Suppose now / is a given countably additive convex-valued correspondence
on The letter J t will denote the collection of all countably additive
convex-valued correspondences h on j/w hich satisfy the condition cl h{A) =
cl f {A) for every A in j / . The greatest and the smallest element in with
respect to inclusion ( c ) , when they exist, will be denoted by / and / ,
respectively.
We study next a first Radon-Nikodym-type theorem for correspondences.
19.4.2 Theorem
Let f be a countably additive convex-valued correspondence from ^ to R",
absolutely continuous with respect to v. Then J i has a greatest element / , and f has
an s/-measurable closed- and convex-valued Radon-Nikodym derivative.
Proof Let g be the j^^measurable, closed- and convex-valued correspon

dence of Lemma 19.2.7. We notice that for every ^ inj?^we have ¡Agdr c f{A).
As a consequence of Lemma 19.3.2, ri f ( A ) c j^gdv. It then follows that
the countably additive correspondence f ( A ) = J^gdr belongs toJif.
We need to prove that / is the greatest element of To do this, suppose
that h andy e h(A). Theorem 19.3.3 tells us that there exists a selector 0
for h for which 0{A) = y. Now it is obvious that the vector-valued measure 0
has a Radon-Nikodym derivative with respect to p (e.g., Dinculeanu, 1967),
and we denote this function by <f>. For every p in R ” and A' in j^ône obtains
P ’ ¡ A ' ^ dv = p • 6(A') < Pj,(A'). Hence a.e. in X, p • < l > ( x ) < k ( p , x ) .
Next we claim that <f>(x) belongs to g(x) a.e. in X. We use the decomposi
tion (Xji j ^ N) of X into disjoint sets discussed in the proof of Lemma
19.2.7. For every set Xj of the decomposition we can find a sequence { p^ \ k ^
N) in R" so that g(x) = : pj^- y < K(pf^, x)} a.e. in Xj, It is easily
seen now that pj^ • <l>(x) < k( p ^, x ) for every a.e. in Xj, Hence, the claim is
valid, and since is an integrable selection of g, we have thatj^ = f^<l>(x) dv is

an element oif{A), This completes the proof. □
An existence theorem for a convex-valued Radon-Nikodym derivative with

relatively open images concludes the section.
19.4.3 Theorem
Let f be a countably additive convex-valued correspondence from ^ to R”,
absolutely continuous with respect to v. Then J ( has a smallest element /, and f
has an s^-measurable relatively open- and convex-valued Radon-Nikodym deriva
tive.
Proof Let g be the j^^measurable closed- and convex-valued correspon

dence of Lemma 19.2.7. As in Lemma 19.3.2, define h = n g by putting
h{x) = rig (x ) for every x ^ X. The values of h are relatively open and
convex; and dv = n f {A) for every ^ in (Lemma 19.3.2). It follows
that ri / ( ^ ) is countably additive and coincides with / in Jt . The correspon
dence h is the Radon-Nikodym derivative of /. □
This chapter follows closely the work of Artstein (1972). The preliminary
results that led to Section 19.4 on Radon-Nikodym derivatives can also be
found in the latter author’s paper. For a detailed study of convexity and of
support functions in a context most suitable to the problems discussed in this
chapter, the reader is referred to Rockafellar (1970).
Countably additive correspondences—set-valued measures in Artstein’s
terminology—have been the subjects of earher studies by Debreu and
Schmeidler (1972), Schmeidler (1971), and Vind (1964). The paper by Debreu
and Schmeidler centers on the subject of the Radon-Nikodym theorems; the
same subject has also a very important place in Artstein’s article.
Theorems 19.4.2 and 19.4.3 are due, in their present form, to Artstein. The
first of the two propositions is a partial extension of an earher result by Debreu
and Schmeidler to the effect that a countably additive, nonnegative, absolutely
continuous, and convex-valued correspondence / from j / to an ordered, finite
dimensional, real vector space Y has a Radon-Nikodym derivative if and only
if / = /. As is shown by Artstein by means of a counterexample, the ‘'only i f ’
part of the Debreu and Schmeidler theorem cannot be extended in this fashion
if one drops the assumption that / admits nonnegative values only.
In the same paper, using the continuum hypothesis, Artstein is also able to
prove the following general proposition: a convex-valued correspondence from
s / to R", absolutely continuous with respect to v, has a Radon-Nikodym
derivative.
19.6 EXERCISES
19.6.1 Let / be a countably additive correspondence from to W . The

correspondence / is said to be bounded if f { X ) is bounded; an
element B e j^îs said to be an atom if f {B) # (0} and for A (z B,
one has that either/(^4) = (0} or f ( B \ A ) = {0}. Prove that if / i s
countably additive, bounded, and atomless, then for every A
f ( A ) is a convex set.
19.6.2 Let / be countably additive, bounded, and atomless as in Exercise
19.6.1. Show that is a convex set.
19.6.3 Let /b e a countably additive and bounded correspondence from j/ to
Define the correspondence cl /b y A\-^ cl f{A). Show that cl / i s
countably additive.
19.6.4 Let /b e a countably additive and bounded correspondence from to
Define the correspondence c o /b y A\-^ co f(A), Show that co/ is
countably additive.
19.6.6 Prove Lenuna 19.3.1.
19.6.7 Use Lemma 19.3.2 to show that if / is an îmmeasurable correspon
dence from X to i?", then f n f d v = n f f dv.
19.6.8 Let (2f, be a measurable space, and / a countably additive and
bounded correspondence from to Show that for every A
and y G /( ^ ) , / has a selector 0 such that 0{A) = y,
19.6.9 Prove the following theorem due to Debreu and Schmeidler (1972)
and compare with Theorem 19.4.2: Let / be a countably additive
correspondence from to such th a t/ ( 0 ) = (0). Then./#has a
greatest element /. If, in addition, / is convex-valued, then so is /.
19.6.10 Assuming the continuum hypothesis, prove the following more gen
eral Radon-Nikodym theorem due to Artstein (1972). Let {X,
be a nonnegative and finite measure space, and / a countably addi
tive, convex-valued correspondence from Ji^to R", absolutely continu
ous with respect to r. Then / has a Radon-Nikodym derivative with
respect to v.
Chapter Twenty
Applications:
Mathematical Economics I V
In this chapter, we give two examples of how results of the theory of

integration of correspondences have been adopted in economic analysis.
In Section 20.1 we complete, in a way, our discussion of Sections 5.2, 10.1,
and 15.1. In the first of the mentioned sections we investigated some relevant
properties of the space of agents’ characteristics, the framework within which
demand relations or correspondences are determined. Then, in Sections 10.1
and 15.1, we studied the resulting properties of those demand relations or
correspondences. In Section 20.1, to conclude this basic analysis, we focus on
the concept of mean demand and analyze some properties of mean demand
relations and correspondences.
Section 20.2 extends the result of Section 15.2 on the relations between the
core and equilibrium allocations—under certain restrictive assumptions—to
the case of a “coalition production economy.” We describe some traits of such
an economy particularly in relation to the distribution of profit and then later
find a suitable example of the use of a Radon-Nikodym theorem for corre
spondences.
20.1 MEANDEMAND
For a finite (i.e., the number of agents is finite) pure exchange economy
like the one we met in Section 10.2, the definition of mean demand—demand
per head—is straightforward:
m{p) = ^ E d{ a , p ) .
aÂ
This definition is easily extended to the case of an economy with a measure
221
222 Applications: Mathematical Econom ics IV
space of consumers {A, setting
m { p ) = j d{ X{ a ) , >^ , w{ a ) , p ) d v .
There is another way of describing mean demand. When a consumer is

characterized by { X{ a \ w(^z))—instead of { X{ a\ ¿(a))—we may make
use of the measurable map : a\^ {X(a% w(a)) from (A, s/, v ) i o Q X R,
and define the preference-wealth distribution p = —p is the image
measure of p, and p(B) = denotes the fraction of agents of A with
characteristics in B cz Q X R, The map may be cedled consumption sector
(Hildenbreuid, 1974) or distribution economy (e.g. cf. Malinvaud, 1972), pro
vided / 4Wo dv < 00. Now, how can the distribution p be of help in the
description of m{p) l K definition is needed first.
20*L1 Definition
An economy ^ o r is said to be atomless if {A, j / , v ) is an atomless measure
space; it is said to be convex if it is atomless or if almost all agents belonging to
an atom have convex preferences.
The following result shows that the properties of mean demand depend, in
general, on the preference-wealth distribution and the number of agents in A.
We assume here a distribution pure exchange economy from ^ to g x
where Q is once more the space of irreflexive, transitive, and continuous
preferences, and X{a) satisfies A1 (Section 5.1) for all a e A.
20. L 2 Theorem
Let be as described above, and assume p » 0. Then
(i) com(p) = cofQ^^d{% p)dp,
where ¡x is the preference-wealth distribution v°
(ii) I f the economy is convex then the mean demand set m{p) is convex',
(iii) If, for almost all a ^ A, p • x < w{a) for all x e X(a), then m( p) is
nonempty and compact.
Proof We approach each of the three statements separately.

(i) The correspondence rf(*, p) has a measurable graph (Theorem 15.1.1).
The map is measurable by assumption, and rf(^^(*), p) is the composition
correspondence d{*, p ) ^ S ^ defined hy l \^ d{S^{a), p). Consider the map 
2
from A x R^ io Q x R X R^ defined by {a, x)|-> {<^^{a), x). It is clearly

measurable, and thus Gr[rf(*,/?)<>^^] = <|)“ ^(Grrf(*, p)) is measurable.
Hence the correspondence p) has a measurable graph. Additionally,
J(% p) and d{S^{*), p) are both bounded from below. By Theorem 18.1.9 one
obtains CO /i/(*, p) dp = / co d(*, p) dp, and co fd(^^(*), p) dv =
20.2 Coalition Production Economies: Core and Equilibria 223
/ corf(^^(*), p) dv. One finally obtains / co</(% p ) d p = J co </(#„(•), p) dp

(Hildenbrand, 1974, p. 67, Theorem 5, and p. 114, Proposition 4) and hence
coB i(p) = co/gxj?d(% P)d(p o d’-^) for any
(ii) The space (A, i') may be decomposed into an atomless and an
atomic part. Since preferences are convex over atoms, so are the corresponding
demand sets. The statement then follows from CoroUary 18.1.2.
(iii) For » 0 and inf^^xP ' x < w ]n-a.e. in g X R, d( X, > ,w ,p ) is
nonempty a.e. It is easy to show that d(%p) is integrably bounded, and that,
therefore, Jd(%p)dix is nonempty (Corollary 17.1.4) and compact (Theorem
18.3.2). □
20.2 COALITION PRODUCTION ECONOMIES:

CORE AND EQUILIBRIA
There are alternative ways of modeUing a production economy, that is, a

system where commodities are not only exchanged among consumers but also
produced by the appropriate agents—firms or producers. We wiU briefly
discuss here such a modelling when it is done within the framework of an
economic system with a measure space of consumers. However, we shall
confine ourselves to the case of a coalition production economy (^ , 7).
We assume that ^ is a pure exchange economy from {A, v) io Q x
the one introduced at the beginning of Section 10.1. A typical consump
tion set X{a) is now a subset of the whole commodity space the (possibly
few) negative components of a consumption plan x ^ X(a) represent the
quantities of labour services of well-specified kinds that the consumer a ^ A is
to sell in that particular plan.
In the case of a coalition production economy we do not assume that there
are a priori given firms. We simply think of the productive capabihty of each
coalition S and represent the same by the production possibility set
7 (5 ) c A vector j e 7 (5 ) thus represents a possible production plan for
5 where negative components represent inputs and positive components are
outputs. In an appropriate way, 7 (5 ) summarizes technological and institu
tional conditions. The correspondence 7 which assigns to every coalition
5 e its production possibility set 7 (5 ) c R^ is called the production-set
correspondence.
In an economy with production the earnings of a consumer are made up
informally, of the sum of three components: (i) the wage or salary obtained by
the sale of the agent’s labour services; (ii) the value received from the sale of
the agent’s initial endowment; and (iii) the agent’s share in the profit generated
by the production process.
The first two components of the consumer’s earnings are easily determined.
If the price system p prevails, it is clear that the agent’s wage is obtained by the
sum of the products of the appropriate p /s —interpreted as wage rates—with
the corresponding jc/s—amounts of labour services sold. If an agent neither
224 Applications: M athematical Economics IV
owns an initial endowment nor a title on profit, then the agent’s budget
constraint is simply p • x <Q. Now, the second component is the value of
that is, /? * £(«). Without any claim on profit, the agent’s budget constraint
would thus h&p ' X < p ' i{a) = w{a).
The determination of the third component, share in profit, is less straight
forward in the case of a coalition production economy. Suppose that 7 ^ Y{ A)
is the total production of the economy, and let p be the prevailing price system.
It is easy to see, by our sign convention, that the total profit for the economy,
as a whole, is given hy p • y, \i y is not the zero vector, then we need a
reasonable mechanism to distribute profit p *y among the agents in A, Con
sider a coalition S with production possibihty 7 (5 ) and let p be the
prevailing price system. Assuming profit maximization, that is, that 5 chooses a
production plan in Y(S) that maximizes profit at p —a standard behavioural
assumption in economic analysis—we conclude that 5 can obtain the sum
^^Py^Y(S)P *Y' Returning now to the description of a suitable mechanism for
the distribution of the total profit p • y{y e Y(A)), it seems reasonable to
expect that 5 would lay a claim to no less than what it can obtain by its own
productive effort, that is, supy^Y(S)P ' Y- Except in one special case, namely
when the correspondence Y from s / to is countably additive, there
is no guarantee that a distribution mechanism exists which satisfies the
condition that every coalition 5 e j / receives a share in total profit equal to
• Y' We thus assume that the production set correspondence Y is
countably additive, that is, = E~=i7(5^), and, additionally, that it
is absolutely continuous with respect to v, that is, 7 (5 ) = {0} if v(S) = 0.
20.2.1 Proposition
Let {S^Y ) be a coalition production economy where S and Y satisfy the
assumptions previously described. Then there exists a function p) from A to
U ( 00}, called the individual profit distribution, uniquely determined up to
v-equivalence.
Proof To every coalition 5 e j / assign the number |( 5 , /?) =

sup(;7 • y \ y E: 7(5)}. We have thus defined a mapping ?(•,/?) from j / to
R U {co}, and we call it the coalition profit distribution at p. One observes that
p) = p), since p) = sup{;? ■y - y ^
1‘S'i:)} = sup{/> • y: y ^ £"=17 (5;^)}, and that v{S) = 0 implies
7 (5) = {0}, and hence |( 5 , p) = 0. Thus |(*, p) is both countably additive
and absolutely continuous with respect to v. By the Radon-Nikodym theorem,
there exists a measurable function 7t(*, p) from ^ to R U {oo} such that for
every S
^ { S ,p ) = jTr{',p)dv.
•'C
Clearly, 7t(*, p) is determined by !(•, p) up to r-equivalence. □

20.2 Coalition Production Economies: Core and Equilibria 225
Before approaching the main proposition of this section, we extend some

previously defined concepts to the case of a coahtion production economy.
An allocation <j>for (^ , Y) is an integrable function from A to jR'^such that
<l>(a) G X(a) a.e. in it is feasible or attainable if /^<1) dv g fî dv + Y ( A \
20.2.2 Definition
Let be an allocation for the coalition production economy (<f, Y), The
coahtion E e j^can improve upon the allocation if there is an aUocation ij/ for
(<f, Y) such that
(i) xl^(a) >^<t>(a) a.e. in A;
(ii) r(E) > 0 and ¡Ei'dv e + Y{E).
20.2.3 Definition
The core C{ S , Y ) of the economy (^, 7 ) is the set of all feasible allocations of
( ^ , 7 ) that no coalition in J2^can improve upon.
20.2.4 Definition
A Walras or competitive equilibrium for an economy (^ , 7 ) is an aUocation a
production plan 7 * e Y( A), and a price vector p ^ p ¥= 0, such that
(i) <t>(a) ^ d ( X ( a f /?) a.e. in A;
(ii) p • y* = • y;
(iii) J^<l)dv = jîdv + y*.
We move on now to the main result of this section. We assume in what

follows that (A, s /, v) is atomless, X{a) satisfies A1 (see Section 5.1) for all
a ^ A, and Q is the space of all irreflexive, transitive, continuous (A2), and
locally nonsatiated preferences —we recall that a relation is locally
nonsatiated if for every x ^ X(a) and every neighbourhood U of x there exists
a bundle x' e i/ n X(a) such that x ' >^x. We also assume that the produc
tion set correspondence 7 from j / to R"^ is countably additive, convex-valued,
and absolutely continuous with respect to the measure r. Finally, and very
importantly, we restrict prices to the nonnegative cone R^, and assume that
there exists a total consumption plan x^ e f^Xdv, and a total production plan
y^ e Y(A) such that x^<^ j i dv + y^. This “ survival” assumption allows us
to eliminate the exceptional situation where infp • f ^ Xdv = p • fîdv +
20.2.5 Theorem
Let ( ^ , 7 ) be a coalition production economy with the previously prescribed
properties. Then C (^, 7 ) = W{S, Y).
226 Applications: M athematical Econom ics IV
Proof, (i) We show that Y) c Y). Suppose e W(S’, Y ) and

^ Y). Then there exists a coalition S and an allocation tj such
that
(1) i}(fl) >-^ <j>(a) a.e. in S,
(2) > 0, fsvdr e fsidr + 7(S).
(1) above and Definition 20.2.4 imply that there exists a price vector p e
p ¥= 0, such that p ■i(a) + ‘¡r(a, p) < p ■via), a.e. in X. It then follows that
i ( S , p ) = fsTii', p ) d v < fsiv — i)dv. Since /5(17 — i )dv ^ Y(S), we obtain
a contradiction to the definition of |(S , p).
(ii) We show that C (^, Y) c W i^ , Y). Let 4>^ C(<f, Y), and define the
correspondence / from A to by /( a ) = (x e : x + t(a) 4>ia)}- We
leave it as an exercise to show that Gr/ is measurable. By Corollary 14.3.3 /
has an îmmeasurable selection. Finally, S { f ) 0 because <j>is integrable and
preferences are locally nonsatiated.
By Theorem 19.4.2 there is a correspondence g from A to R^ such that
Jsgdr c T(5), and cl Jsgdr = cl 7 (5 ) for all 5 e
Let jô = (5 e j / ; p(5) > 0} and then define Z = U ^ ^ ^ J / g / d r -
fsgdr]. Note that Z is a convex subset of R “^ by Proposition 18.1.4. We claim
that 0 i Z. To show this, suppose, on the contrary, that 0 e Z. Then there is a
nonnull coahtion 5 e and an integrable selection of / with fs'pdv e
fsgdv. Now define the allocation v — t and notice that f s vdr ^ fs^dr +
Y(S); and ij(a) 4>(a) a.e. in 5. It follows that ^ i C(d’, Y), a contradic
tion.
By a standard separation argument we find a nonzero price vector p such
that p • z > 0 for every z ^ Z. We leave it to the reader to prove that
^ ( A, p) < 00 and so (by Radon-Nikodym) •n{-,p) is an integrable function
from A to R\ and that a.e. ' m A , p - i(a) -I- 7r(a, p) (a).
Local nonsatiation and p • i(a) + ir{a, p) (a)
imphes p • t{a) + ir{a,p) (a) a.e. in A. Suppose now there is some
nonnull coahtion S and that we have strict inequahty for each agent in
that coahtion. It would then follow that p • ¡A>-dv + i (A, p ) - t) dv. But this contradicts the definition of i(A, p),
for Ja (^ - i)dv ^ Y(A). Therefore p • <l>(a) (a) is a maximal element in the uth agent’s budget set.
To complete the proof, observe that since p • <f>(a) = p • i(a) + ir(a, p) a.e.
in A it follows that p • fî*^ — i )dv = ^{A,p), that is, f î ^ — i )dv maxi
mizes profit on Y ( A f Hence tj> possesses all the properties of a Walras
allocation. □
20.S NOTES AND REMARKS
For the theory of mean demand the reader is referred to Hildenbrand (1974
pp. 109 ff), from where Theorem 20.1.2 has been borrowed. Mean demand has
many interesting properties. For instance, as an answer to conjectures by

Debreu (1972) and Hildenbrand (1974) in the sense that, under suitable
conditions, the integral of the (individual) demand correspondence may yield
an (aggregate) demand function, Ichiishi (1974) did establish that for a wide
class of economies it is, indeed, a “generic property” to have a continuous
(even continuously differentiable!) mean demand function, despite the fact of
individual demand giving rise to a correspondence.
As already pointed out in Section 15.3, Aumann’s (1964) theorem on the
equivalence of the core and the set of equilibrium allocations has been
extended in several directions. The extension of this result to coahtion produc
tion economies is originally due to Hildenbrand (1968). Theorem 20.2.5 is also
given in Hildenbrand (1974 pp. 216 ff) for an economy that is subject to less
restrictive assumptions than the ones imposed in this chapter. However, a
definition of the core of an economy with production goes back to Debreu and
Scarf (1963). The reader will also find it worth the effort to consult in this
context Arrow and Hahn (1971).
Production economies where the production set correspondence is not
assumed to be countably additive have been studied, among others, by Bohm
(1973), Champsaur (1972), and Sondermann (1974). It can be shown (Bohm,
1973), however, that without the assumption of countable additivity, equality
between C(<f, Y) and Y ) need not hold.
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Notation Index
The following index lists the first appearance of the various special symbols
which are used frequently in the book. For the most part, we have adhered to
the following conventions. Sets are denoted by capital itaUc letters like
A, B , . . . , F , G , . . . , X, Y, Z] collections of sets by script letters like
correspondences by small itahc letters like f , g , h ,
and, in the economics chapters, also by boldface italic letters like b , d , . . . , . . . ;
finally, functions are denoted by small Greek letters like <j>,i(/, y, ... .
Symbol Page
A B 46
{A„-.n^D) 23
A„Â{^) 33
Af , Af 10
(A,j/,v) 55
s i ® SS{Y) 132
K 132
A(-) 138
A 196
#A 221
aff 169
B(x, X) 38
8
157
^ (7 ) 132
^0 53
b 119
c 116
C (#) 174
239
240 Notation Index
C( <f , V ) 225
c l/ 66
co/ 67
d 37
d{a,C) A1
d„ 47
(A >) 23
^ ^ rinspA 29
d 119
diam 164
dim 214
138
[EJ 142
i (an economy) 118
i (a paving) 137
E*
189
222
55
e 123
e p i/ 67
/ 3
fn 159
fp 210
f s J \ L , r 4
r 200
V 66
/ 67
4
f* 189
f j 218
r 203
/ U g, / n g 68
/ 1 ^ /2 69
F 8
SF{X) 10
ô(X) 9
g 68
G 7
[%G] 7
G\ 16
157
g °f 68
Notation Index 241
66
Gig 255
K 159
h{x) 215
i (an index) 8
i (natural injection) 13
/ 147
Ig 8
J 80
K (compact set) 9
K (positive cone) 111
Jf(X) 10
Jfo(X) 9
111
L 70
Loo 196
L(B) 211
L,(X,Y) 181
8
lim inf A„ (no topology) 23
limsup^„ (no topology) 23
liminM „ (with topology) 24
lim sup (with topology) 24
m(x) 113
M 212
J( 218
m 221
N 14
30
139
14
14
19
^P 139
91
e>{x) 103
242 Notation Index
p (a correspondence) 113
P= (element of R ‘•) 58
Pn 47
P (positive cone) 120
P (set of multi-indices) 137
P(B) 211
P 122
4
^ o (^ ) 7
^ o (^ o (^ )) 80
pr, 88
q 211
q\k 139
Q (set of preference relations) 57
Q (sequence in /? " ) 211
^ o (^ ) 45
R, R” 6
R^ 55
38
^0* 188,189
ri 169
S ’’,SP,S^P'’’'> 144
Rp> Rp\k 145
S(f) 185
To^Ti^T, 15
7
11
7,8
37
t 123
u 30
98
^ (base for upper topology) 7
(base for Vietoris topology) 157
114
Vr 210
r 41
Notation Index 243
w(a) 57
W 142
W( ^ ) 123
W{S’, Y) 125
W
''a 200
X 3
[Xi,X2],[Xi,X2[,... 5
X (consumption set correspondence) 56
XXY 3
{X, < ) , X \ A 6
( X, d ) 37
i x, \ \ - \ \ ) 45
X' = XKJ {00} 49
132
Of Of Of Of
135
{X,^) 136
Y (Banach space) 181

Y 147
7(5) 223
a (function from X to X') 49

a (Suslin operation) 138
y 147
d 38
39
A (diagonal) 103
A (metric) 53,181
£ 137
e 189
dj 145
L (initial allocation) 55
i ( a ) (initial endowment) 57
K 211
X ~h A 39
A 102
/jlA (juL a scalar) 46
]Li (vector measure) 133
fjL (outer measure) 145
l^p 210
V 55
6
^( S, p) 224
98
244 Notation Index
7T (linear form) 200

7T (individual profit distribution) 224
[V 202
p(Ci, C2) 53
0 95
a6(-) 146
T 203
(functions) 4
<j> (allocation) 122
181
225
92
(.);{ } 3,4
[,];[,[,•■ • 5
\ 6
38
+ (as in A + A) 39
+ (sum of sets) 46
INI 45
INU 53
00 (ideal point) 49
56
>,>,» 56
212
N 121
u° 136
n 87,206
141
/ 185
190
A uthor Index
Alexandrov, P.S., 21, 229 Debreu, G., 21, 54, 60, 61, 116, 126, 127,
Allen, R.G.D., 177, 229 150, 159, 160, 177, 178, 185, 195, 196,
Arbib, M.A., 133, 229 202, 207, 219, 220, 227, 231
Arrow, K.J., 54, 127, 178, 227, 229 Dellacherie, C., 235
Artstein, Z., 1 9 5 ,2 1 1 ,2 1 5 ,2 1 7 ,2 1 9 ,2 2 0 , Dierker, E., 127, 231
229 Diestel, J., 195, 231
Assad, N.A., 104, 106, 229 Dieudonne', J., 70, 231
Aumann, R., 60, 127, 160, 168, 177, 185, Dinculeanu, N., 132, 133, 183, 218, 231
195, 207, 227, 229 Dugundji, J., 3, 10, 97, 98, 100, 231
Duncan, J., 107, 230
Banach, S., 52, 229 Dunford, N., 81, 100, 102, 104, 131, 132,
Banks, H.T., 195, 229 133, 159, 181, 183, 190, 193, 194, 231
Berge, C , 10, 21, 35, 71, 93, 105, 116, 229
Bewley, T., 127, 177, 229 Edelstein, M., 103, 106, 231
Bierlein, D., 150, 229 Edgeworth, F., 177, 231
Blackwell, D., 197, 230 Effros, E.G ., 35, 52, 231
Böhm, V., 227, 230 Eggleston, H .G ., 51, 231
Bohnenlust, H., 105, 230 Eilenberg, S., 9, 105, 231
Bonsall, F.F., 107, 230
Borges, C.J.R., 93, 230 Fan, K., 96, 106, 231
Bose, R.K., 106, 230 Fell, J.M .G., 3 5 ,5 2 , 231
Bourbaki, N., 10, 21, 35, 70, 88, 93, 150,153, Flachsmeyer, J., 21, 35, 93, 106, 231
183, 230 Fort, M.K., 10, 93, 106, 231
Bowley, A.L., 177, 229 Fraser, R.B., 106, 232
Brelot, M., 150, 230 Frink, O., 9, 232
Bressler, D.W ., 150, 230 Fuller, F.B., 107, 232
Bridgland, T.F., 195, 230
Browder, F.E., 96, 100, 106, 230 Gale, D., 60, 102, 127, 232
Brown, D., 177, 230 Gillies, D.B., 177
Byrne, C.L., 193, 195, 196, 230 Glicksberg, I.L., 105, 232
Granas, A., 21, 106, 232
Castaing, C , 51, 132, 160, 168, 169, 195, Greenberg, G.J., 178, 232
196,230 Grodal, B., 61, 232
Celina, A., 101, 105, 107, 230
Champsaur, P., 227, 230 Hahn, F.H ., 54, 127, 227, 229
Chemoff, H., 133, 230 Hahn, H., 10, 232
Choquet, G., 10, 35, 93, 150, 230 Halkin, H., 133, 232
Christensen, J.P.R., 150, 231 Halmos, P .R , 131, 133, 146, 181, 183, 201,
Cornwall, R , 177,231 232
245
246 Author Index
Hart, O., 127, 232 Mazurkiewicz, S., 10, 21, 234

Hausdorff, R , 9, 23, 35, 51, 149, 150, 232 Mertens, J .R , 6 1 ,1 7 8 ,1 8 2 ,2 0 7 ,2 3 2 ,2 3 3 ,2 3 4
Helms, L.L., 149, 150, 232 Meyer, P.A., 150, 234
Hermes, H., 195, 232 Michael, E., 8, 9, 20, 93, 95, 96, 98, 105, 234
Hüdenbrand, W., 21, 54, 57, 60, 61, 86, 90, Montgomery, D., 105, 231
91, 93, 101, 111, 114, 116, 126, 127, 168, Moore, J., 127, 234
177, 182, 186, 195, 206, 207, 222, 223, Moore, R.L., 10, 35, 93, 234
226, 227, 232 Morgenstem, O., 105, 236
Hill, L.S., 10, 35, 93, 232 Mrowka, S., 32, 35, 50, 52, 234
Himmelberg, C.J., 169, 232
HofFman-J^rgensen, J., 235 Nachbin, L., 9, 234
Houthakker, H.S., 177, 233 Nadler, S.B., 106, 232, 234
Nakano, H., 9, 234
Ichiishi, T., 51, 57, 61, 93, 227, 233 Neveu, J., 150, 234
Intriligator, M.D., 127, 178, 229 Nikaido, H., 127, 234
Novikoff, P., 161, 235
Jacobs, M.Q., 169, 195, 229, 232, 233
Jameson, G.O., 9, 116, 233 O’Neill, B., 106, 235
Jaskold-Gabszewicz, J., 178, 233 Otchan, Ju.S., 10, 21, 235
Jaworowski, J.W ., 21, 106, 233
Jayne, J.E., 235 Parthasarathy, T., 99, 105, 108, 235
Peressini, A.L., 9, 116, 235
Kahn, A.M., 178, 233 Plunkett, R.L., 106, 235
Kakutani, S., 96, 100, 105, 233 Ponomarev, V.I., 21, 93, 106, 235
Kannai, Y., 61, 233 Price, G.B., 195, 235
Karlin, S., 105, 230
Kechris, A.S., 235 Ridstrdm, H., 189, 195. 235
Keesling, J., 21, 233 Richter, H., 195, 235
KeUey, J.L., 3, 9, 10, 17, 19, 20, 21, 23, 29, Richter, M., 177, 235
30, 35,42, 4 9 ,5 1 ,2 3 3 Roberts, A.W., 111,235
Kirk, W.A., 104, 106, 229 Robinson, A., 60, 177, 230, 235
Kirman, A.P., 61, 101, 127, 232 Rockafellar, R.T., 156, 160, 168, 169, 211,
Kopperman, R., 60, 233 219, 235
Kudo, H., 159, 233 Rogers, C.A. et al., 150, 235
Kuhn, H.W., 127, 232 Royden, H.L., 131, 181, 235
Kuratowski, K., 3, 10, 21, 33, 35, 51, 93, 147, Ryll-Nardzewski, C., 150, 168, 233, 234
149, 166, 168, 205
Saks, S., 150, 183, 235
Lami Dozo, E., 106, 233 Scarf, H., 177, 178, 227, 231, 235
Lang, S., 176, 233 Schaefer, H.H., 9, 1 1 1 , 116, 235
Lebesgue, H., 149, 233 Schaffer, J.J., 52, 235
Lim, T.C., 104, 106, 233 Schmeidler, D., 195, 196, 202, 207, 219, 231,
Lindenstrauss, J., 133, 134, 233 235
Lusin, N., 149, 234 Schwartz, H., 81, 100, 102, 104, 131, 132,
Lyapunov, A.A., 133, 234 133, 159, 181, 183, 190, 193, 194, 231
Shafer, W., 60, 127, 235
Macbeath, A.M., 52, 234 Shapley, L.S., 177
McKenzie, L., 60, 127, 234 Shephard, G.C., 52, 235
Malinvaud, E., 222, 234 Shitovitz, B., 178, 232, 235
Marczewski, E., 150, 234 Shubik, M., 177, 236
Markhoijee, R.N., 106, 230 Sierpinski, H.W ., 139, 149, 150, 236
Markin, J.T., 106, 234 Sion, M., 105, 138, 150, 169, 230, 236
Marie, C-M., 133, 183, 234 Smithson, R.E., 93, 103, 106, 236
Martin, D.A., 235 Sondermann, D., 57, 61, 227, 236
Mas-Colell, A., 60, 102, 127, 232, 234 Sonnenschein, H., 60, 126, 127, 235, 236
Author Index 247
Stone, A.H., 21, 97, 235, 236 Varberg, D.E., 111,235

Strother, W., 21 , 93, 105, 106, 236 Vietoris, L., 10, 16, 236
Suppes, P., 60, 236 Vind, K., 60, 177, 198, 207, 219, 236
Suslin, M., 149, 236 Von Neumann, J., 105, 127, 168, 236
Topside, F., 235 Wald, A., 127, 236, 237

TychonofF, A., 10, 236 Wallace, A.D., 106, 237
Walras, L., 127, 237
Uzawa, H., 127, 236 Ward, L.E., 9, 106, 237
Watson, P.L., 35, 237
Valadier, M., 51, 160, 168, 230 Webster, R.J., 52, 235
Van Vleck, E.S., 169, 232 Wehausen, J.V., 107, 237
Subject Index
Pages on which concepts are defined are indicated in boldface.
Absolutely continuous correspondence, 212fF compact convex subsets of, 188

Affine: Base of topology, 6
hull, 169 Blaschke’s selection theorem, 45, 51, 53
set, 169 Borel measurable:
Agents, measure space of, 55, 118 correspondence, 156, 159
Alexander’s subbase theorem, 17 function, 134
Allocation, 122, 174, 225 Borel (7-algebra, 132, 144
attainable or feasible, 122, 174, 225 o f ^ K J , 157
to improve upon, 174 Brouwer fíxed point theorem, 100, 102
initial, 57, 122 Browder fixed point theorem, 100
Almost everywhere: Budget set, 119, 122, 172
measurable selection, 166 correspondence, 120, 121
selection, 163 relation, 120, 121, 172
Analytic set, 138, 150, 160
Antisymmetric relation, 5 C*-algebra, 52
Assumptions: Capacitability theorem, 147, 148, 165, 168
for coalition production economies, 225, 227 Capacitable set, 148
for consumption sets, 56, 120ff Capacity, 147
on preferences, 56, 122, 174 Choquet, 147
on production set correspondences, 224 Greenian, 149
on profit maximization, 224 Newtonian, 149, 150
Asymptotic cone, 195 Caratheodory’s condition, 145
Atom, 132 Carathecxiory’s theorem, 101
Atomless: Cauchy sequence, 189
economy, 222 Choquet capacity theorem, 147, 148, 165,
measure space, 132 168
vector measure, 133 Closed ball, 156
Aumann integral, 185ff, 195 Closed- and convex-valued correspondence, 98,
Axiom of choice, 95, 109 99
and well-ordering principle, 109 Closed correspondence, 73, 78, 93
Closed-valued correspondence, 153, 154, 156
Balanced set, 53 and selections, 163ff
Ball: Closure of correspondence, 66, 67, 85
closed, 156 Cluster point
open, 38, 154 of net, 24ff
unit, 117 of sets, 24ff
Banach contraction mapping principle, 102 strong, 36
Banach space, 45, 98, 99, 102, 107, 185, 188 and subnets, 36
249
250 Subject Index
Coalition, 55, 173, 223 Continuum of agents, economy with, 127, 177
improving, 173, 225 Continuum hypothesis, 21, 219
production economy, 55, 58, 61, 221, 223 Contract curve, 177
profit distribution mapping, 224 Contractive:
Codomain of relation, 5 correspondence, 103
Cofinal subset, 24, 28 orbit, 103
Collection of: Convergence:
all finite subsets, 14, 19 criteria for, 30ff
compact convex subsets of real normed in mean, 184
vector space, 45, 188, 189 of nets, 24
Commodity: of subsets, 23, 24, 27, 29, 50
bundle, 56, 119 in non-locally compact spaces, 32
space, 56 of sequences of subsets of metric space, 43ff
infinite, 127 in Vietoris topology, 33, 34
Compact: Convex:
convex set, 45, 100 economy, 222
HausdorfF space, 17, 33, 50, 51 function, 110
paving, 150, 151 hull of correspondence, 67, 89, 201
set, image under correspondence of, 90 relation, 57
Compactification, one-point, 49 sets, 45
Compactness, 16fF Convex-valued correspondence, 97, 100, 101
of integral of correspondence, 206 Core:
sequential, 46, 47 of coalition production economy, 225ff
Compact-valued correspondences, 157ff of pure-exchange economy, 171, 173, 174,
and selections, 164 176
Competitive equilibrium, 121, 123, 173, Core-equilibrium equivalence theorem:
225 for economies with production, 225,
existence of, 126, 127 227
set of, 123 for pure exchange economy, 176, 177
theory of, 177 Correspondence, 3, 65fF, 105
Complement of correspondence, 66, 83, 84 absolutely continuous, 212 ff
Complete: Borel measurable, 156, 159
measure space, 132, 153, 155 budget set, 120, 121
separable metric space, 153 closed, 73, 78, 93
Composition of correspondences, 68, 87 closed-valued, 153, 154, 156
Concave function, 115 and convex-valued, 98, 99
Connectedness, 18ff, 21, 48 and selections, 163fF
Connected set, image under correspondence of, closure of, 66, 67, 85
90 compact-valued, 157fF
Consumer(s), 118, 120, 122, 173, 222 and selections, 164
earnings of, 223 consumption set, 56, 120
measure space of, 55, 173, 222 continuous, 73ff, 93
types of, 177 convex-valued, 97, 100, 101
Consumption: demand, 120, 121
sector, 222 properties of, 123
set, 56 without transitivity assumption, 126
assumptions for, 56, 120ff HausdorfF continuous, 73
Consumption-set correspondence, 56, 120 injective, 71
Continuous: integrable, 185fF, 189
correspondence, 73ff, 93 integrably bounded, 186, 223
absolutely, 212 ff Lebesgue measurable, 156
extension, 95 lower hemicontinuous, 73ff
relation, 56 lower semicontinuous, 8, 73fF, 159, 161
selections, 96fF measurable, 153, 156
Subject Index 251
equivalence of criteria for, 153, 156, 158, of function, 109ff

167, 168 Equilibrium:
and selections, 167, 168 allocation, 123, 173, 174
with measurable graph, 166 existence theorem, 126, 127
and selections, 166 general economic, 55, 177. S e e a l s o W alras’
nonexpansive, 105 equilibrium, theory of, 55, 177
production set, 57, 223 price system, 123
with Suslin graph, 165 Walras, 121, 123, 171, 173, 174, 176, 225
total demand, 123ff set of, 123, 173, 174
properties of, 124 Equivalence:
total excess demand, 123ff of core and set of Walras allocations,
properties of, 125 in production economies, 225, 227
upper hemicontinuous, 73ff, 196 in pure exchange economies, 176, 177
upper semicontinuous, 8, 73ff, 100, 159,161 of integrals of correspondences, 193ff
viewed as function, 66, 72, 73, 188 theorem on, 193
Countably additive: Equivalence relation, 5, 38, 53
correspondence, 210 Excess demand theorem, 125
relation, 210 Existence of:
continuous selections, 97ff
Debreu integral, 185, 188ff, 190 fixed points, 21, 96, 99ff, 102, 105, 125
Demand: measurable almost everywhere selections,
correspondence, 120, 121 164, 166
mean or “ per head,” 221 measurable selections, 163ff
properties of, 123 selectors, 216, 217
total, 123ff Walras or competitive equilibrium, 126, 127
without transitivity assumption, 126 Expanded set, 39
relation, 120, 171
set, 120, 122 Patou’s Lemma, 183
DeMorgan’s law, 25 for correspondences, 204, 205, 207
Determining sequence, 190 in Hhdimensions, 182, 204, 207
Directed set, 23, 29, 32 Feasible allocation, 122, 174, 225
Disjoint union, 136 Finite:
Distribution economy, 222 measure, 132
Domain of relation, 5 measure space, 162, 165, 209, 212
pure exchange economy, 122, 126
Economic: First uncountable ordinal, 35
model, 60 Fixed point, 21, 96, 99ff, 102, 105, 121, 125
system, 55, 60, 121 Fixed point theorem, 21, 96, 99ff, 121
s e e a l s o Economy of Brouwer, 100, 102, 105
Economy: 55 of Browder, 100
coalition production, 55, 58, 61, 221, 223 of Kakutani, 100, 102, 105, 125, 127
convex, 222 of Schauder-Tychonoff, 100, 102, 105
labour-managed market, 61 Full measure, set of, 175
limit, 173, 177 Function:
as measurable map, 58, 61, 118 Borel measurable, 134
as measure, 61 concave, 115
perfectly competitive, 172, 176 continuous, 73, 74, 75, 78, 83, 115, 117
private ownership, 61 convex, 110
pure exchange, 57, 58, 61, 118, 122, 176 Green, 149
finite, 122, 126 integrable, 181
as set-theoretical structure, 55, 61 lower semicontinuous, 11, 74, 110, 211
Embedding theorem, Râdstrôm’s, 189,195 o-lower semicontinuous, 100, 112,113,117
Epigraph: measurable, 132, 152
of correspondence, 67 measurable set-valued, 158ff
252 Subject Index
Function { C o n t i n u e d ) function, 181

multi-, 65 space of, 181
multi-valued, 65, 70 Integrably bounded correspondence, 186, 223
positively homogeneous, 211 Integral of:
set-valued function or mapping, 3, 65, 70 correspondence, 185ff
simple, 181 Aumann, 185ff, 195
support, 21 Iff compactness of, 206
of correspondence, 211 convexity of, 187, 198ff
of set, 211,219 Debreu, 185, 188ff, 189
upper semicontinuous, 11, 74, 110 definitions of, 185, 189
o-upper semicontinuous, 100, 112, 113, 117 simple function, 181
Intersection of correspondences, 68, 86
General economic equilibrium, theory of, 55, Interval:
177 closed, 6
Graph: open, 5 ,6
of correspondence, 66, 67, 73, 78, 86, 101, Inverse images unden
102 composition of correspondences, 68
of preference relation, 113 function, 4
of relation, 5
Greatest element, 113 Kakutani’s fixed point theorem, 1 00,102,105,
Green function, 149 125, 127
Greenian capacity, 149
Labour-managed market economy, 61
Hausdorff: Least element, 11
extended pseudometric, 39ff, 52 Lebesgue:
hemimetric, 41 ff, 103, 188 convergence theorem, 183, 205
metric, 37, 45, 189 dominated convergence theorem for
metric topology, 41, 61 correspondences, 192, 206, 207, 208
topology, 39ff, 46ff, 52, 157 extension, 132, 144, 155
Hausdorff continuous correspondence, 73 measurable correspondence, 156
Hemicontinuity, relationship with Lim:
semicontinuity, 77ff inf, 23, 24ff
Hemimetric, 38 sup, 23, 24ff
space, 38, 52 Limit of net of subnets, 24, 25 ff
iterated, 29, 32
Image under Limit point
correspondence of compact set, 90 of net, 24
correspondence of connected set, 90 of net of sets, 24, 25ff
relation, 4 strong, 36
Improving (or to improve) upon allocation, Linear space, 46, 89, 94
174 normed, 45, 46, 53, 81, 115, 117
coalition, 173, 225 partially ordered, 9, 111, 116
Indifference relation, 56 Locally compact
Individual profit distribution function, 224 Hausdorff space, 49, 50
Initial: topological space, 18, 29, 51, 160, 170, 196
allocation, 57, 122 Locally finite cover, 97
endowment, 122 Local nonsatiation, 56
endowment vector, 57 Lower
Injective correspondence, 71 hemicontinuous correspondence, 73ff, 196
Integrable: image under relation, 4, 74, 75
almost everywhere selection, 185 semicontinuity and continuity, 91
correspondence, 185ff, 189 semicontinuous correspondence, 8, 73ff, 159,
Aumann, 185 161
Debreu, 189 semicontinuous function, 11, 74, 110, 211
Subject Index 253
topology, 8, 12ff, 39, 40, 73 Natural injection, 13, 20, 79

topology on Po(Po(X)), 80 Negatively transitive relation, 56
Lusin sieve, 142 Net, 23fif, 35
Lusin theorem, 132, 160 constant, 29, 30
Lyapunov theorem, 133, 198. 199 Newtonian capacity, 149, 150
Nonexpansive correspondence, 105
Maximal element, 113 Nonnegative cone, 56
Maximum theorem, 11 Iff Nonreflexive relation, 5
Mean demand, 221 Nonstandard analysis, 177, 178
correspondence, 222fF, 227 Normal order, 116
or demand per head, 221 Normed linear space, 45, 46, 53, 81, 115,
Measurable: 117. S e e a l s o Real normed vector space
almost everywhere selection, 166 Numerical range of operator, 107
correspondence, 153, 156
equivalence of criteria, 153,156,158,167, o-lower semicontinuous function, 100, 112 ,
168 113.117
and selections, 167, 168 One-point compactification, 49
function, 132, 152 Open:
graph, 166, 186 ball, 38, 154
selection, 95, 162ff, 163 rectangle, 6
set-valued function, 158fF O rbit
space, 132 contractive, 103
Measure: under correspondence, 71
atomless, 132 at point, 103
atomless vector-valued, 133 Ordered pair, 3
complete, 132, 153, 155 Ordinal, first uncountable, 35
complete and finite, 185, 197 Oscillation of correspondence, 91
Radon, 149, 168, 170, 196 x>upper semicontinuous function, 100, 112 ,
set-valued, 210, 219 113.117
space, 132 Outer measure, 147
complete, 132, 153, 155
complete and finite, 185, 197 Paracompactness, and existence of selections,
space of economic agents, 55, 118 99
economies with, 127 Paracompact space, 97, 98
Metric, 38 Partially ordered sets, 6ff
extended, 38 Partial order, 5
Metric space, 37ff Partition of unity, 96
of all linear boimded operators on Banach Paved set, 136fF
space, 107 Paving, 136, 150
axioms for, 38 semicompact, 136, 139, 150
complete, 44 Perfect competition, 171, 176
Metrizability: Perfectly competitive economy, 172, 176
of set of preferences, 59 Potential, 149
of space of all subsets, 21, 51 Power set, 6, 7ff
of Vietoris topology, 51 Preference:
Minimal element, 11 mapping, 56
Model theory, 60 ordering, 113
Monotone class theorem, 146 relation, 56, 113
Monotone convergence theorem, 183 assumptions for, 56, 122, 174
Monotonic relation, 57 Preference-indifference relation, 56
Mrowka’s theorem, 37, 50 Preference-wealth distribution, 222
Multifunction, 65 Preimage under relation, 4
Multi-index, 137 Price:
Multi-valued function, 65, 70 simplex, 58
254 Subject Index
Price { C o n t i n u e d ) indifference, 56
system, 58, 171 monotonic, 57
Private ownership economy, 61 negatively transitive, 56
Probability measure, 55 nonreflexive, 5
atomless, 55 preference, 56, 113
Product: preference-indifference, 56
(7-algebra, 132, 144 range of, 5
of correspondences, 69, 87 reflexive, 5
paving, 136 symmetric, 5
Production possibility set, 57 transitive, 5
Production set correspondence, 57, 223 Relative interior, 169, 211
Profit maximization assumption, 224 Retraction, 80
Projections:
of measurable sets, 144ff Schauder-Tychonoff fixed point theorem, 100,
of Suslin sets, 142, 143 102, 105
Projection theorem: Segment
for measurable sets, 135, 144, 147, 150, final, 5ff, 24
155, 199, 200 initial, 5ff
for Suslin sets, 135, 143, 144, 150 Selection, 95, 97ff, 105, 215
Properties of set of preferences, 59 as continuous choice function, 95
of total demand correspondence, 124 Selection theorem, 135, 163, 165flf
of total excess demand correspondence, Selector, 209, 215, 216, 220
125 Semicompact paving, 136, 139, 150
Pseudometric, 38 Semicontinuity, relationship with
extended, 38 hemicontinuity, 77fif
Hausdorff extended, 39ff, 52 Separable metric space, 51
Separation, 14fif
Radon measure, 149, 168, 170, 196 Sequence of subsets, 24
Radon-Nikodym derivative: Sequential compactness, 46, 47
of correspondence, 218ff S et
of measure, 213 analytic, 138, 150, 160
Radon-Nikodym Theorem: balanced, 53
for correspondences, 218ff, 226 capacitable, 148
for measures, 184, 224 compact convex, 45, 100
M dstrom’s embedding theorem, 189, 195 consumption, 56
Range of relation, 5 convex, 45
Real normed vector space, 188, 189. S e e a l s o demand, 120, 122
Normed linear space directed, 23, 29, 32
collection of compact convex subsets of, 45, expanded, 39
188, 189 partially ordered, 6ff
Rectangle, open, 6 paved, 136
Refinement of cover, 97 power, 6, 7ff
Reflexive Banach space, 195, 196 sifted, 142
Reflexive relation, 5 Suslin, 135ff, 138, 150, 162, 165, 186, 199
Relation: characterization of, 139ff, 160
antisymmetric, 5 totally bounded, 48
budget set, 120, 121, 172 universally measurable, 144
codomain of, 5 Set of:
continuous, 56 closed, bounded, convex, nonempty subsets,
convex, 57 45
countably additive, 210 closed, bounded, nonempty subsets, 45
demand, 120, 171 closed, convex, nonempty subsets, 45
domain of, 5 compact, convex, nonempty subsets, 45,
equivalence, 5, 38, 53 188, 189
Subject Index 255
compact, nonempty subsets, 9, 45 and cluster point, 36

competitive equilibria, 123 Sum paving, 136
full measure, 175 Support function:
preferences, 57, 59 of correspondence, 211
metrizability of, 59 o fs e t,2 1 1 ,2 1 9
properties of, 59 Survival assumption, 225
Set-valued Suslin:
function or mapping, 3, 65, 70 graph of correspondence, 165, 186
measure, 210, 219 operation, 135ff, 138, 150
Sifted set, 142 scheme, 137
(T-algebra, 55, 132, 144 set, 135ff, 138, 150, 162, 165, 186, 199
Simple functions, 181 characterization of, 139ff, 160
Cauchy sequence of, 181
integral of, 181 Topological space:
Space: compact, 20, 21, 29
of agents’ characteristics, 58, 118, 222 compact Hausdorff, 17, 33, 50, 51
decomposition of, 223 connected, 19, 20
of all bounded sequences, 70, 94 discrete, 6, 7, 15
of all convergent sequences, 116 Hausdorff, 15, 16, 20, 21
Banach, 45, 98, 99, 102, 107, 185, 188 Lindelof, 21
commodity, 56 locally compact, 18, 29, 51, 160, 170, 196
infinite, 127 metacompact, 21
compact Hausdorff, 17, 33, 50, 51 meta-Lindelof, 21
finite measure, 162, 165, 209, 212 normal, 21
hemimetric, 38, 52 paracompact, 97, 98
of integrable functions, 181 regular, 15, 16, 17
linear, 46, 89, 94 regular and locally compact, 33
linear normed, 45, 46, 53, 81, 115, 117 X To, 15
linear partially ordered, 9, 111, 116 T i, 15, 17, 20,2 1
locally compact Hausdorff, 49, 50 T 3, 15
locally compact topological, 18, 29, 51, 160, Topology:
170, 196 of closed convergence, 29, 33, 37, 49ff, 58,
measurable, 132 61
measure, 132 cofinite, 14
measure complete, 132, 153, 155 discrete, 6, 24
measure, complete and finite, 185, 197 finite, 20
metric, 37ff Hausdorff, 39ff, 46ff, 52, 157
of all linear operators on Banach space, Hausdorff metric, 41, 61
107 lower, 8, 12ff, 39, 40, 73
axioms for, 38 lower hemimetric, 39ff
complete, 44 lower order, 7 ,1 1
separable, 51 lower order on R, 11, 110
paracompact, 97, 98 lower on P^(Po(X)), 80
real normed vector, 188 order, 6, 9, 35
reflexive Banach, 195, 196 sup norm, 116
separable metric, 51 upper, 7, 12ff, 39, 40, 73
s e e a l s o Topological space upper hemimetric, 39ff
Spectrum of operator, 107 upper order, 7,11
Strong: upper order on R, 11, 110
image under relation, 4 upper on P<,(P„(X)), 80
inverse image, properties of, 68, 69, 74, 75 usual, 6, 58
Strongly convex preferences, 119 Vietoris, 8, 10, 12ff, 20, 22, 29, 33, 40,
Subbase for usual topology, 6 41, 42, 73ff, 83, 157
Subnet, 30ff Vietoris on Po(Po(X)), 80
256 Subject Index
Topology { C o n t i n u e d ) hemicontinuous correspondence, 73ff, 196

weak*, 117 image under relation, 4, 74, 75
Topology and uniformity, 42 semi continuous correspondence, 8 ,73ff, 100,
Total: 15T, 161
demand correspondence, 123ff semicontinuous function, 11, 74, 110
properties of, 124 Upper topology, 7, 12ff, 39, 40, 73
excess-demand correspondence, 123ff Upper topology on 80
properties of, 125
resources of economy, 122 Value of commodity bundle, 58
Totally bounded set, 48 Vietoris topology, 8, 10, 12ff, 20, 22, 29, 33,
Transitive relation, 5 40, 41, 42, 73ff, 83, 157
Vietoris topology on P J ^ P J ^ X ) \ 80
Uniform convexity, 104, 105
Uniformity, 42 Walras equilibrium, 121, 123, 171, 173, 174,
and topology, 42 176, 225
Uniformization, 105 existence of, 126, 127
Uniformly integrable sequence, 182, 183, 204 set of, 123, 173, 174
Union of correspondences, 68, 86 theory of, 55, 177
U nit Weak:
ball, 117 image under relation, 4
sphere, 117 inverse image, properties of, 68, 69, 74, 75
Universally measurable set, 144 Weak compactness of subsets of Li(X , Y),
Upper. 193, 195, 196
hemicontinuity of demand correspondence, Weak * topology, 117
121 Wealth, 57
About the Authors
Erwin Klein was born in 1935 in Buenos Aires. He obtained his doctorate in
economics from the University of Hamburg; he is also a law graduate from the
University of Buenos Aires and has an M.Sc. in mathematics from Dalhousie
University.
Professor Klein has been with the Department of Economics at Dalhousie
University since 1967. He has lectured and done research in his fields—
mathematical economics, mathematical methods in theoretical economics, and
foundations of economic theories—in Argentina, Canada, the Federal Repub
lic of Germany, and Sweden. In particular, he has been a visiting researcher at
the Institute of International Economic Studies, University of Stockholm, and
at the Instituto Torcuato Di Telia, Buenos Aires.
Anthony C. Thompson obtained his B.Sc. (first class honours in mathe

matics) from the University of London (University College) in 1959 and his
Ph.D. in mathematics from the University of Newcastle upon Tyne in 1963.
Professor Thompson has been with the Department of Mathematics (now
the Department of Mathematics, Statistics and Computing Science) at
Dalhousie University since 1966. He was chairman of the department from
1980 to 1983. He spent the 1972-1973 academic year at the University of
Edinburgh and the 1979-1980 year in China at Nanjing University and also at
Nankai University in Tianjin. His research interests are in analysis and
geometry—particularly in convexity theory and the geometry of normed
spaces.

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Theory of

Monographies et Études de la Société Mathématique

Frank H. Clarke • O ptim ization and Nonsmooth Analysis

ERWIN KLEIN and ANTHONY C. THOMPSON

Library of Congress Cataloging in Publication Data:

Printed in the United States of America

The edm of this book is to present a unified theory of correspondences that

however, to facilitate easy reference to frequently used symbols, a notation

P art One Spaces o f Subsets

Chapter 2 Separation, Compactness, Connectedness 12

2.1 Fundamental Properties 12

Chapter 4 Metric Spaces 37

4.1 Basic Definitions 37

4.5 The Topology of Closed Convergence 49

Chapter 5 Applications: Mathematical Economics I 54

5.1 Economic Systems 55

P art Two Continuous Correspondences

7.1 Types of Continuity and Their Relationships 72

Chapter 8 Selections and Fixed-Point Theorems 95

Chapter 9 Correspondences and Order Relations 109

9.1 Functions and Their Epigraphs 109

Chapter 10 Applications: Mathematical Economics II 118

10.1 Individual Demand: Continuity 118

P art Three M easurable Correspondences

Chapter 11 Introduction 131

11.1 Notation and Terminology 131

Chapter 12 Suslin Sets, Projections, and Capacities 135

12.1 The Suslin Operation and Suslin Sets 135

Chapter 13 M esurable Correspondences from an Abstract

13.1 Measurable Correspondences 152

Chapter 14 Measurable Selections 162

14.1 Measurable Selections and Almost Everywhere

Chapter 15 Applications: Mathematical Economics III 171

15.1 Individual Demand: Measurability 171

P art Four Integrable Correspondences

Chapter 16 Introduction 181

16.1 Integrable Functions 181

Chapter 17 The Integral of a Correspondence 185

17.1 The Aumann Integral 185

Chapter 18 The Integral of a 0*0(R")- Valued Correspondence 197

18.1 Convexity of the Integral 197

Chapter 19 Radon-Nikodym Derivative of a Correspondence 209

19.1 Countably Additive Correspondences 209

Chapter 20 Applications: MathenuUical Economics IV 221

20.1 Mean Demand 221

Notation Index 239

Author Index 245

Subject Index 249

single set X, it is not really so since we can always regard X X 7 as a subset of

Similarly, the preimage of y, denoted by /* (y ), is the set

Note that it is possible to think of /* and f * as functions from X to ^ { Y )

Other possible characterizations of these sets are

The domain of / is the set of all x in X for which /*(x) is nonempty. In

]x,*] = <y}, [ * ,x [ = { j : J < x}.

]Xi,:iC2[ = ]^l.*] = {7 : <:>' < ^ 2}-

[x i. x j] = { y : x ^ < y < X } .......

set with four elements (1,2,3,4} and ^ ( X ) is ordered by inclusion, then we

1.2 TOPOLOGY ON PARTIALLY ORDERED SETS

In view of the fact that to use all segments in yields a rather

1.3 TOPOLOGIES ON SPA CES OF SUBSETS

Our aim in Part II is to discuss (among other things) the continuity of

We note that the complement of [ *, (?] is given by

so that a “ basic” closed set is of the form {F e : F n F =!«= 0 } where F

]x,] = <y}, [ ,x [ = { j : J < x}.

■■'([.G ])= { x e Z : / ( x ) e [-,G]}