Let \(C\) be a convex subset of a real Banach space \(X\) that contains a
neighborhood of 0 (then \(\mu_{C}\) is a positive homogeneous sublinear
functional on \(X\) ). Prove the following:
(i) If \(C\) is also open, then \(C=\left\\{x ; \mu_{C}(x)<1\right\\}\). If \(C\) is
also closed, then \(C=\left\\{x ; \mu_{C}(x) \leq 1\right\\}\)
(ii) There is \(c>0\) such that \(\mu_{C}(x) \leq c\|x\|\).
(iii) If \(C\) is moreover symmetric, then \(\mu_{C}\) is a seminorm, that is, it
is a homogeneous sublinear functional.
(iv) If \(C\) is moreover symmetric and bounded, then \(\mu_{C}\) is a norm that
is equivalent to \(\|\cdot\|_{X} .\) In particular, it is complete, that is,
\(\left(X, \mu_{C}\right)\) is a Banach space. Note that the symmetry condition
is good only for the real case. In a complex normed space \(X\), we have to
replace it by \(C\) being balanced; that is, \(\lambda x \in C\) for all \(x \in C\)
and \(|\lambda|=1\).
Hint: (i): Assume that \(C\) is open. If \(x \in C\), then also \(\delta x \in C\)
for some small \(\delta>1\), hence \(x \in \frac{1}{\delta} C\) and
\(\mu_{C}(x)<1\). Assume that \(C\) is closed. If \(\mu_{C}(x)=1\) then there are
\(\lambda_{n}>1\) such that \(x \in \lambda_{n} C\) and \(\lambda_{n} \rightarrow
1\). Then \(\frac{1}{\lambda_{n}} x \rightarrow x\), and by convexity and
closedness of \(C, x=\lim \left(\frac{1}{\lambda_{n}}
x+\frac{1-\lambda_{n}}{\lambda_{n}} 0\right) \in C\).
(ii): Find \(c>0\) such that \(\frac{1}{c} B_{X} \subset C\), then use previous
exercises.
(iii): Observing that \(\mu_{C}(-x)=\mu_{C}(x)\) and positive homogeneity are
enough to prove \(\mu_{C}(\lambda x)=|\lambda| \mu_{C}(x)\) for all \(\lambda \in
\mathbf{R}, x \in X\).
(iv): From (iii) we already have the homogeneity and the triangle inequality.
We must show that \(\mu_{C}(x)=0\) implies \(x=0\) (the other direction is
obvious). Indeed, \(\mu_{C}(x)=0\) implies that \(x \in \lambda C\) for all
\(\lambda>0\), which by the boundedness of \(C\) only allows for \(x=0\).
In (ii) we proved \(\mu_{C}(x) \leq c\|x\| ;\) an upper estimate follows from \(C
\subset\) \(d B_{X}\). The equivalence then implies completeness of the new norm.