Theorem 12.10.1.41D17749328B For every nonnegative $p\in L^ n$,
025E3287544B
12.10.2
\begin{equation} \sup _{T\in \mathscr G_\omega }D_ p(T)=\rho _\omega (p), \end{equation}
with the value $+\infty $ allowed. If $p\in \mathcal D_\omega ^0$, the functional $D_ p$ is finite, concave and weakly upper semicontinuous on $\mathscr G_\omega $, its maximum is attained, and the densities $p k_ T$, for $T\in \mathscr G_\omega $, are uniformly integrable.
Proof.
For a smooth strictly positive $p$, we have $D_ p=\mathfrak D_{n\log p}$ and $\mathrm{e}^{-B_0(n\log p)/n}=\rho _\omega (p)$, so theorem 12.7.3, applied to $F=n\log p$, proves (12.10.2). By Hölder's inequality and theorem 12.9.1, for every real $r>n$ there is a constant $C_ r$ such that, for every $q\in L^ r$,
B5DC9A4ABEEC
12.10.3
\begin{equation} \sup _{T\in \mathscr G_\omega }\int _ X|q| k_ T\, \mathrm{d}V \leq C_ r\| q\| _{L^ r}. \end{equation}
Next, approximate a bounded nonnegative $p$ in $L^{2n}$ by smooth strictly positive functions. This estimate and (15.32.8) give uniform convergence on $\mathscr G_\omega $ of the corresponding functionals $D$ and convergence of the root norms, so the supremum formula holds for bounded $p$. For such $p$, the functional $D_ p$ is also upper semicontinuous and concave, by lemma 12.7.2 and uniform convergence. For general $p\in L^ n$, we use the truncations $\min (p,K)$ at positive integer levels $K$. Monotone convergence and the definition of $b_\omega $ through truncations give
\[ \sup _ T D_ p(T)=\sup _ T\sup _ K D_{\min (p,K)}(T) =\sup _ K\rho _\omega (\min (p,K))=\rho _\omega (p). \]
This step only interchanges two suprema and gives no attainment.
Now suppose $p\in \mathcal D_\omega ^0$. The supremum formula applied to the tail gives
\[ 0\leq D_ p(T)-D_{\min (p,K)}(T) \leq \rho _\omega (p\mathbf1_{\{ p>K\} })\longrightarrow 0 \]
uniformly in $T$, by proposition 15.32.9. Hence $D_ p$ is finite and is a uniform limit of upper semicontinuous concave functionals, and compactness of $\mathscr G_\omega $ gives a maximizer. Finally, fix $1<q<n/(n-1)$. By Hölder's inequality and theorem 12.9.1, for every measurable set $E$,
\[ \sup _ T\int _ Ep k_ T\, \mathrm{d}V \leq \rho _\omega (p\mathbf1_{\{ p>K\} }) +K C_ q\, \mathrm{d}V(E)^{1-1/q}. \]
Choosing first $K$ large and then the volume of $E$ small proves uniform absolute continuity. Since the total masses are bounded by $\rho _\omega (p)$, the densities are uniformly integrable.
$\square$
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