A Riesz representation theorem for log-concave functions

TL;DR

This paper extends the Riesz representation theorem to log-concave functions, characterizing linear and increasing functionals, revealing new families of such functionals, and connecting to convex geometry and surface area measures.

Contribution

It provides a novel characterization of linear increasing functionals on log-concave functions, including the discovery of unexpected new families, and links these to convex geometry concepts.

Findings

No non-trivial functionals for certain classes of functions.

An analogue of the convex body result is established.

Discovery of a new family of functionals.

Abstract

The classic Riesz representation theorem characterizes all linear and increasing functionals on the space $C_{c}(X)$ of continuous compactly supported functions. A geometric version of this result, which characterizes all linear increasing functionals on the set of convex bodies in $\mathbb{R}^{n}$, was essentially known to Alexandrov. This was used by Alexandrov to prove the existence of mixed area measures in convex geometry. In this paper we characterize linear and increasing functionals on the class of log-concave functions on $\mathbb{R}^{n}$. Here "linear" means linear with respect to the natural addition on log-concave functions which is the sup-convolution. Equivalently, we characterize pointwise-linear and increasing functionals on the class of convex functions. For some choices of the exact class of functions we prove that there are no non-trivial such functionals. For another choice we obtain the expected analogue of the result for convex bodies. And most interestingly, for yet another choice we find a new unexpected family of such functionals. Finally, we explain the connection between our results and recent work done in convex geometry regarding the surface area measure of a log-concave functions. An application of our results in this direction is also given.