2 Preliminary
Throughout this article, N denotes the set of positive integers, K the scalar field R of real numbers or C of complex numbers, (or [-∞, +∞]) the set of extended real numbers, a probability space, the set of extended real-valued ℱ-random variables on Ω, the set of equivalence classes of extended real-valued ℱ-random variables on Ω, the algebra of K-valued ℱ-random variables on Ω under the ordinary pointwise addition, multiplication and scalar multiplication operations, the algebra of equivalence classes of K-valued ℱ-random variables on Ω, i.e., the quotient algebra of , and 0 and 1 the null and unit elements, respectively.
It is well known from [
6] that
is a complete lattice under the ordering ≤:
ξ ≤
η iff
ξ0(
ω) ≤
η0(
ω) for
P-almost all
ω in Ω (briefly, a.s.), where
ξ0 and
η0 are arbitrarily chosen representatives of
ξ and
η, respectively. Furthermore, every subset
A of
has a supremum, denoted by ∨
A, and an infimum, denoted by ∧
A, and there exist two sequences {
a
n
,
n ∈
N} and {
b
n
,
n ∈
N} in
A such that ∨
n≥1a
n
= ∨
A and ∧
n≥1b
n
= ∧
A. If, in addition,
A is directed (accordingly, dually directed), then the above {
a
n
,
n ∈
N} (accordingly, {
b
n
,
n ∈
N}) can be chosen as nondecreasing (accordingly, nonincreasing). Finally
, as a sublattice of
, is complete in the sense that every subset with an upper bound has a supremum (equivalently, every subset with a lower bound has an infimum).
Specially, let and .
The following notions of generalized inverse, absolute value, complex conjugate and sign of an element in bring much convenience to this article.
Definition 2.1. [
7] Let
ξ be an element in
. For an arbitrarily chosen representative
ξ0 of
ξ, define two ℱ-random variables (
ξ0)
-1 and |
ξ0|, respectively, by
and
Then the equivalence class of (ξ0)-1, denoted by ξ-1, is called the generalized inverse of ξ; the equivalence class of |ξ0|, denoted by |ξ|, is called the absolute value of ξ. When , set ξ = u + iv, where is called the complex conjugate of ξ and sgn(ξ) := |ξ|-1 · ξ is called the sign of ξ. It is obvious that , where A = {ω ∈ Ω : ξ0(ω) ≠ 0} and denotes the equivalence class of the characteristic function I
A
of A. Throughout this article, the symbol is always understood as above unless stated otherwise.
Besides the equivalence classes of ℱ-random variables, we also use the equivalence classes of ℱ-measurable sets. Let , then the equivalence class of A, denoted by Ã, is defined by , where A ΔB = (A\B)∪(B\A) is the symmetric difference of A and B, and is defined to be P(A). For two ℱ-measurable sets G and D, G ⊂ D a.s. means P(G\D) = 0, in which case we also say ; denotes the the equivalence class determined by G ⋂ D. Other similar notations are easily understood in an analogous manner.
As usual, we also make the following convention: for any means ξ ≥ η and ξ ≠ η; [ξ > η] stands for the equivalence class of the ℱ-measurable set {ω ∈ Ω : ξ0(ω) > η0(ω)} (briefly, [ξ0 > η0]), where ξ0 and η0 are arbitrarily selected representatives of ξ and η, respectively, and I[ξ>η]stands for . If , then ξ > η on à means ξ0(ω) > η0(ω) a.s. on A, similarly ξ ≠ η on à means that ξ0(ω) ≠ η0(ω) a.s. on A, also denoted by .
Definition 2.2. [
7] An ordered pair (
S, || · ||) is called a random normed module (briefly, an RN module) over
K with base
if
S is a left module over the algebra
and || · || is a mapping from S to
such that the following conditions are satisfied:
(RNM-1) ||ξx|| = |ξ|||x||, , x ∈ S;
(RNM-2) ||x + y|| ≤ ||x|| + ||y||, ∀x, y ∈ S;
(RNM-3) ||x|| = 0 implies x = 0(the zero element in S).
Where ||x|| is called the L0-norm of the vector x in S.
In this article, given an RN module (
S, || · ||) over
K with base
it is always assumed that (
S, || · ||) is endowed with its (
ϵ, λ)-topology: for any
ϵ > 0, 0 < λ < 1, let
N(
ϵ, λ) = {
x ∈
S |
P{
ω ∈ Ω : ||
x||(
ω) <
ϵ} > 1 - λ}, then the family
forms a local base at the null element 0 of some metrizable linear topology for
S, called the (
ϵ, λ)-topology for
S. It is well known that a sequence {
x
n
,
n ≥ 1} in
S converges in the (
ϵ, λ)-topology to some
x in
S if {||
x
n
-
x||,
n ≥ 1} converges in probability
P to 0, and that
S is a topological module over the topological algebra
, namely the module multiplication · :
is jointly continuous (see [
7] for details). Besides, let
be the RN module of equivalence classes of
X-valued ℱ-random variables on
, where
X is an ordinary normed space, then it is easy to see that the (
ϵ, λ)-topology on
is exactly the topology of convergence in probability and
is complete iff
X is complete, in particular
is complete.
Definition 2.3. [
5] An ordered pair (
S, || · ||) is called a random normed algebra(briefly, an RN algebra) over
K with base
if (
S, || · ||) is an RN module over
K with base
and also a ring such that the following two conditions are satisfied:
(1)
(ξ · x)y = x(ξ · y) = ξ · (xy), for all and all x, y ∈ S;
(2)
the L0-norm || · || is submultiplicative, that is, ||xy|| ≤ ||x||||y||, for all x, y ∈ S.
Furthermore, the RN algebra is said to be unital if it has the identity element e and ||e|| = 1. As usual, the RN algebra (S, || · ||) is said to be complete if the RN module (S, || · ||) is complete.
Example 2.1. [
5] Let (
X, ||·||) be a normed algebra over
C and
be the RN module of equivalence classes of
X-valued ℱ-random variables on
. Define a multiplication · :
by
x·
y = the equivalence class determined by the ℱ-random variable
x0y0, which is defined by (
x0y0)(
ω) = (
x0(
ω)) · (
y0(
ω)), ∀
ω ∈ Ω, where
x0 and
y0 are arbitrarily chosen representatives of
x and
y in
, respectively. Then
is an RN algebra, in particular
is a unital RN algebra with identity 1.
Example 2.2. [
5] It is easy to see that
is a unital RN algebra with identity 1 (see [
8,
9] for the construction of
.
Definition 2.4. [
5] Let (
S, ||·||) be an RN algebra with identity
e over
C with base
, and
A be any given element in ℱ such that
P(
A) > 0. An element
x ∈
S is invertible on
A if there exists
y ∈
S such that
. Clearly,
is unique and called the inverse on
A of
x, denoted by
. Let
G(
S, A) denote the set of elements of
S which are invertible on
A. Then
is also a group, and
for any
x and
y in
. For any
x ∈
S, the sets
are called the random spectrum on A of x in S and the random spectrum of x in S, respectively, and further their complements and are called the random resolvent set on A of x and the random resolvent set of x, respectively.
Definition 2.5. [
5] Let (
S, ||·||) be an RN algebra with identity
e over
C with base
. For any
x ∈
S, r(
x) = ∨{|
ξ| :
ξ ∈
σ(
x, S)} is called the random spectral radius of
x.
Besides, is denoted by r
p
(x), for any x in an RN algebra over K with base .
Lemma 2.1. [
5] Let (
S, ||·||) be a unital complete RN algebra with identity
e over
C with base
. Then for any
x ∈
S, σ(
x, S) is nonempty and
r(
x) =
r
p
(
x).
3 Main results and proofs
Definition 3.1. Let S be a random normed algebra, and f be an L0-linear function on S, i.e., a mapping from S to such that f(ξ · x + η · y) = ξf(x) + ηf(y) for all and x, y ∈ S. Then f is called multiplicative if f(xy) = f(x)f(y) for all x, y ∈ S and is called nonzero if there exists x ∈ S such that .
Lemma 3.1. Let S be a random normed algebra with identity e, and let f be an L0-function on S satisfying f(e) = 1 and f(x2) = f(x)2 for all x ∈ S. Then f is multiplicative.
Proof. By assumption we obtain
and hence
for all
x, y ∈
S. So it remains to verify that
f(
xy) =
f(
yx). For
a, b ∈
S, the identity
implies
Taking a = x - f(x) · e, so that f(a) = 0, and b = y we get f(ay) = f(ya) and hence f(xy) = f(yx). This completes the proof of Lemma 3.1.
The following theorem is a new version of the Gleason-Kahane-Żelazko theorem.
Theorem 3.1 Let
S be an unital complete random normed algebra with identity
e, and let
f be an
L0-linear function on
S. Then the following conditions are equivalent.
(1)
f is nonzero and multiplicative.
(2)
f(e) = 1 and f(x) ≠ 0 on à for any with P(A) > 0 and x ∈ G(S, A).
(3)
f(x) ∈ σ(x, S) for every x ∈ S.
Proof If
f is multiplicative, then
f(
e) =
f(
e2) =
f(
e)
f(
e). Since
f is nonzero, we have
f(
e) = 1 and hence
for any
with
P(
A) > 0 and
x ∈
G(
S, A). Thus (1)⇒(2). (2)⇒(3) is clear since if
ξ ∈
ρ(
x, S), then there exists
with
P(
A) > 0 such that
on
à and hence
f(
x) ∈
σ(
x, S). Assume (3), then
f(
e) = 1 since
f(
e) ∈
σ(
e, S). Now, let
n ≥ 2 and consider the random polynomial
of degree
n. Therefore we can find
such that
for each λ
i
. This implies that λ
i
∈
σ(
x, S) and hence |λ
i
| <
r
p
(
x) by Lemma 2.1. Note that
Comparing coefficients we can see that
On the other hand, by the second equation,
Combining these equalities yields
Hence
Letting n → ∞, we then obtain f(x2) = f(x)2 for all x ∈ S. It follows from Lemma 3.1 that f is multiplicative. Clearly, f is nonzero. Thus (3)⇒(1). This completes the proof of Theorem 3.1.
Remark 3.1. When the base space of the RN module is a trivial probability space, i.e., , the new version of the Gleason-Kahane-Żelazko theorem automatically degenerates to the classical case.