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Example 16.28.409167A00E8F32

Example 16.28.40.9167A00E8F32 Let $D\subset \mathbb C$ be the open unit disk, let $K=\overline D$, and fix $\delta >0$. For $q_ t(z)=-t|z|^2$,

B2CEEE021C0E 16.28.41
\begin{equation} F_{\delta ,q_ t}(0)= \begin{cases} -t,& t\geq 0,\\ 0,& -\delta /2\leq t\leq 0. \end{cases} \end{equation}

Thus the map $q\mapsto F_{\delta ,q}(0)$ is not Gâteaux differentiable at $q=0$, and there are active pairs at $(\delta ,0)$ with different probability measures.

Proof. For $t\geq 0$, each competitor is at most $-t$ on the unit circle, so the maximum principle for subharmonic functions bounds it by $-t$ on $D$. This bound persists after regularization on $D$, and the constant $-t$ is a competitor. Hence $F_{\delta ,q_ t}(0)=-t$.

For $t=-b$ with $0\leq b\leq \delta /2$, define

\[ u_ b(z)= \begin{cases} b|z|^2,& |z|\leq 1,\\ b+\delta \log |z|,& |z|>1. \end{cases} \]

This function is continuous and subharmonic: its Laplacian has density $4b$ inside the disk, density zero outside, and a nonnegative contribution on the circle coming from the jump $\delta -2b\geq 0$ of the radial derivative. It belongs to $\mathcal L_\delta $ and equals $q_{-b}$ on $K$. Hence $F_{\delta ,q_{-b}}(0)\geq u_ b(0)=0$. On $D$ the raw envelope is at most the continuous function $b|z|^2$, so its regularization at zero is at most zero. This proves (16.28.41). In particular, the right and left derivatives in $t$ at $t=0$ are $-1$ and $0$, and corollary 16.28.39, applied in the direction $r=-|z|^2$, gives the final assertion. $\square$

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