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First we prove the Krein-Milman theorem in the required setting. If $K$ is empty the conclusion is immediate, so assume it is nonempty. A face of a convex set is a convex subset $F$ with the property that an interior point of a segment in $K$ belongs to $F$ only if both endpoints do. Consider all nonempty weakly compact faces of $K$, ordered by reverse inclusion. A chain has a nonempty intersection by compactness and the finite intersection property; that intersection is again a compact face. The Zorn lemma gives a minimal compact face $F$.

If $F$ contained distinct points, a bounded linear functional separating them would be nonconstant on $F$. Its maximizer set is a nonempty proper compact face of $F$, hence a face of $K$, contradicting minimality. Therefore $F$ is a singleton and its member is an extreme point of $K$. The same reasoning applies to each nonempty compact face of $K$, so each such face contains an extreme point of $K$.

Let $H$ be the norm-closed convex hull of the extreme points of $K$. A weakly compact subset of a Banach space is weakly closed, hence norm closed, so $H\subseteq K$. If $x\in K\setminus H$, the Hahn-Banach separation theorem gives $\ell \in E^{\prime }$ with $\ell (x)>{\sup }_H\ell$. The maximizer face of $\ell$ on $K$ contains an extreme point $e$ of $K$. Then $\ell (e)\ge \ell (x)>{\sup }_H\ell$, contradicting $e\in H$. We concludeNorm and weak closed convex hulls coincide by the same separation theorem. The printed phrase “closed convex cover” is understood in this standard closed-convex-hull sense.

Now work in the real space of continuous functions on a compact space $C(C)$ on the Cantor set. The extreme points of a real continuous-function unit ball are exactly the continuous sign functions:If $|f(x_0)|<1$, continuity supplies a neighbourhood where $|f|\le 1-\epsilon$. The Cantor cylinder sets form a clopen base, so choose a nonempty cylinder $D$ inside that neighbourhood. Its indicator function is continuous, and $f\pm \epsilon 1_D$ are distinct members of $B$ with midpoint $f$. Hence $f$ is not extreme. Conversely, if $f$ is pointwise sign-valued and $f=(g+h)/2$ with $g,h\in B$, equality at the endpoint of the scalar interval $[-1,1]$ forces $g(x)=h(x)=f(x)$ at every point.

To prove the closed-hull assertion without assuming weak compactness, take $f\in B$ and $\epsilon >0$. A sufficiently fine finite partition of $C$ into Cantor cylinders has oscillation of $f$ less than $\epsilon$ on each cell, by uniform continuity. Choose a value $a_j\in [-1,1]$ on each cell and let $h$ be the corresponding continuous step function. Then $\Vert f-h{\Vert }_{\infty }<\epsilon$. For each sign vector $s\in \{-1,1{\}}^m$, let $e_s$ take value $s_j$ on cell $j$, and assign the weightThese weights are nonnegative, sum to one, and satisfy ${\sum }_s{w}_s{s}_j=a_j$. Thus $h={\sum }_s{w}_s{e}_s$ is a convex combination of extreme points. This is clopen sign approximation in the real Cantor unit ball, provingNevertheless $B$ is not weakly compact. The suggested functions $f_n(x)=\min (3^{n}x,1)$ lie in $B$ and converge pointwise to the function equal to zero at $0$ and one at every other point of $C$. It is discontinuous at zero, since $2\cdot 3^{-j}\in C$ tends to zero. If $B$ were weakly compact, the sequence, viewed as a net, would have a weakly convergent subnet with limit in $C(C)$. Point evaluations are bounded linear functionals, so that subnet would have the same pointwise limit; its indices are cofinal in the original sequence. The limit would therefore be the discontinuous function just described, a contradiction. This discontinuous pointwise limit obstruction to weak compactness gives the required failure of weak compactness, despite the closed-hull equality.

The Riesz-Markov-Kakutani representation theorem says that a positive linear functional on $C(K)$ has the form $f\mapsto {\int }_{K}fd\nu$ for a unique finite positive regular Borel measure $\nu$, with norm $\nu (K)$. Its complex form says that every bounded complex linear functional is represented by a unique finite regular complex measure $\mu$, andThe extension from positive to arbitrary linear functionals follows by positive/negative decomposition of real linear functionals and then real/imaginary decomposition. The last quantity is the total variation norm of a measure, so this identifies the dual isometrically.

An extreme point $e$ of a convex set $C$ cannot be written as $e=ta+(1-t)b$ with $0<t<1$ and distinct $a,b\in C$. The Krein-Milman theorem, applied with the underlying real locally convex weak-star topology, states

We next prove Milman's converse to the Krein-Milman theorem. Suppose an extreme point $e$ were outside the weak-star closure of $S$. A basic weak-star neighborhood of $e$ disjoint from $S$ uses finitely many real coordinates: real and imaginary parts of evaluations at elements of $X$. Its complement is the union of finitely many closed half-spacesIntersect these with $C$, discard empty intersections, and call the resulting compact convex sets $C_1,\dots ,C_m$. They cover $S$, and none contains $e$.

The convex hull of their union is compact. Every point in it can be written ${\sum }_{i=1}^m{t}_i{c}_i$ with $(t_i)$ in the finite simplex and $c_i\in C_i$, by combining terms from the same convex set. The map from the simplex times ${\prod }_i{C}_i$ to that sum is weak-star continuous, so its image is compact and closed. It therefore contains ${\overline{\mathrm{conv}S}}^{w^{\ast }}=C$, in particular $e$. But extremality forces every $c_i$ having a positive coefficient in a representation of $e$ to equal $e$, contradicting $e\notin C_i$. Hence

Assume $K\ne \varnothing$. We claim that the extreme points of the dual unit ball of C(K) areA measure of norm less than one is not extreme, since it admits a small nonzero perturbation $\pm \eta {\delta }_t$ within the ball. For a measure $\mu$ of norm one, suppose $|\mu |$ is not a point mass. There is a Borel set $E$ with $0<a=|\mu |(E)<1$: if the measure support has two points, choose disjoint neighborhoods of positive mass; a regular probability measure supported at just one point is the corresponding point mass. Thenis a convex combination of distinct norm-one measures. Thus an extreme measure must have variation concentrated at one point, and must be $\alpha {\delta }_t$ with $|\alpha |=1$.

Conversely, if $\alpha {\delta }_t=(\nu +\eta )/2$ with $\Vert \nu \Vert ,\Vert \eta \Vert \le 1$, thenEquality throughout forces both measures to have all their variation at $t$, and forces their phases to be $\alpha$. Hence $\nu =\eta =\alpha {\delta }_t$, proving extremality. If $K=\varnothing$, the dual ball is $\{0\}$ and its sole extreme point is $0$.

Every finite Borel measure on $[0,1]$ is regular, so the given $\mu$ belongs to the dual unit ball of $C[0,1]$. Apply Banach-Alaoglu theorem and Krein-Milman theorem to that ball. It is the weak-star closed convex hull of these phased point masses. The unit ball of the finite-dimensional vector subspace $F$ is norm compact. Choose a finite $\epsilon /4$-net $f_1,\dots ,f_m$ in it. There is a convex combinationwhose integrals differ from those of $\mu$ by less than $\epsilon /2$ on every $f_j$. Put $t_i=a_i{\alpha }_i$. Then ${\sum }_i|t_i|=1$ and $\Vert \nu \Vert \le 1$. For any $f$ in the unit ball of $F$, choose $f_j$ with $\Vert f-f_j\Vert <\epsilon /4$. The linear functional $L_{\mu }-L_{\nu }$ has norm at most two, soScaling yields the requested estimate for every $f\in F$. This is atomic approximation on finite-dimensional spaces of continuous functions. Repeated nodes are allowed: keeping their individual terms preserves the exact sum of coefficient magnitudes even if their phases cancel. If $F=\{0\}$, one point with coefficient one suffices.

Use the standard setting of a compact metrizable convex set $K$ in a Hausdorff locally convex real topological vector space, with its metrizable topology. Write $A(K)$ for the continuous affine real functions on $K$. The affine upper envelope of a bounded real function isConstants make this infimum finite, and $f\le \overline{f}$. An infimum of affine continuous majorants is concave and upper semicontinuous, hence Borel. For continuous $f$ it is the upper concave envelope appropriate to barycentric measures; it is not the pointwise maximum of $f$ and a selected affine function.

For a fixed probability $\mu$, define $p(g)={\int }_K\overline{g}d\mu$ on real $C(K)$. Affine majorants showThus $p$ is sublinear and $p(a)=\int ad\mu$ for affine $a$. On the span of $f$, the linear functional taking $f$ to $p(f)$ is dominated by $p$: the negative-scalar condition follows from $-p(f)\le p(-f)$. For $f=0$ start from the zero subspace. The Hahn-Banach theorem extends it to a linear functional $L$ on $C(K)$ with $L\le p$ and $L(f)=p(f)$.

If $g\ge 0$, then $p(-g)\le 0$, so $L(g)\ge 0$. Also $p(1)=1$ and $p(-1)=-1$, forcing $L(1)=1$. Positivity gives $|L(g)|\le \Vert g{\Vert }_{\infty }$, and the Riesz-Markov-Kakutani representation theorem produces a Borel probability $\nu$ with $L(g)=\int gd\nu$. ThereforeFor affine $a$, testing both $a$ and $-a$ gives $\int ad\nu =\int ad\mu$: the two measures have the same barycenter. This proves the requested supporting measure lemma for affine upper envelopes.

Choquet's theorem: every $x\in K$ has a Borel probability measure $\lambda$ concentrated on the extreme points of $K$ whose barycenter is $x$; equivalently,Concentration is a measure-one assertion, not a claim that the topological support must be a closed subset of $\mathrm{Ex}K$.

To prove it, let ${\mathcal{M}}_x$ be the measures satisfying all the displayed affine equalities. It is nonempty because it contains ${\delta }_x$, and it is weakly closed in the compact space $P(K)$, hence compact. Let $h\in C(K)$ be strictly convex, as permitted. Choose $\lambda \in {\mathcal{M}}_x$ maximizing $\int hd\lambda$. Apply the supporting measure lemma with $\mu =\lambda$ and $f=h$. It gives $\nu$ with the same affine integrals, so $\nu \in {\mathcal{M}}_x$, andThus $\overline{h}-h\ge 0$ has integral zero. If $z$ is not extreme, write $z=ty+(1-t)w$ with $0<t<1$ and distinct $y,w\in K$. Strict convexity and every affine majorant giveTherefore the nonnegative gap is strictly positive at every nonextreme point. It is Borel, and $\mathrm{Ex}K$ is Borel by the allowed G-delta set assertion. Its zero integral forces $\lambda (K\setminus \mathrm{Ex}K)=0$, proving Choquet's theorem by strict convexity. No uniqueness is asserted for the representing measure.

For the real $L^{\infty }$ example, give its closed unit ball $K$ the weak-star topology $\sigma (L^{\infty },L^1)$, not the norm topology. The Banach-Alaoglu theorem makes it compact, and separability of $L^1[0,1]$ makes this ball metrizable. Its extreme points are exactly the classes $h$ satisfying $|h|=1$ almost everywhere. Indeed, if $|h|\le 1-\epsilon$ on a positive-measure set, adding and subtracting $\epsilon$ times its indicator decomposes $h$ nontrivially inside the ball. Conversely, if $|h|=1$ almost everywhere and $h=(u+v)/2$ with $|u|,|v|\le 1$, pointwise equality at the endpoints of $[-1,1]$ forces $u=v=h$ almost everywhere. This is the extreme-point criterion for the L-infinity unit ball.

For the hinted case $f=1_A-1_B$, put $C=[0,1]\setminus (A\cup B)$ and $h_{\pm }=1_A-1_B\pm 1_C$. Then $h_{\pm }$ are extreme andhas barycenter $f$. If $C$ is null, the two point masses coincide.

For a general real $f$, choose a measurable representative in $[-1,1]$ and set, for $0\le t\le 1$,Every $H_t$ is extreme. The map into the weak-star compact ball is Borel: for each $u\in L^1$, the function $t\mapsto \int u(s)H_t(s)ds$ is measurable by joint measurability and integration; a countable dense family of such tests generates the ball's topology and Borel sigma-algebra. The measure is independent of changes to $f$ on a null set. For each $s$,The integrand paired with $u$ is dominated by $|u|$, so Fubini's theorem yieldsThese continuous linear tests define the weak-star barycenter, hence that barycenter is $f$. Together with $\nu (\mathrm{Ex}K)=1$, this is the required threshold Choquet representation in L-infinity.

If $L^{\infty }$ is instead taken over complex scalars, its extreme points satisfy the same unit-modulus condition. Write $f(s)=r(s)\zeta (s)$, with $r=|f|$ and $|\zeta |=1$, choosing $\zeta =1$ where $f=0$. Replace the threshold family by $\zeta (s)(21_{\{t\le (1+r(s))/2\}}-1)$. Its members have unit modulus and its average is $f$, so the same pushforward and Fubini argument gives a representing measure in the real locally convex interpretation of the complex ball.

All vector spaces in this solution are complex, while convex combinations use real coefficients. An extreme point $x$ of a convex set $C$ is one for which $x=ty+(1-t)z$, $y,z\in C$ and $0<t<1$, forces $y=z=x$. Equivalently, $x$ is not the midpoint of two distinct points of $C$.

The Krein-Milman theorem says that every nonempty compact convex set $K$ in a Hausdorff locally convex space is the closed convex hull of its extreme points. Here is a proof. A face of a convex set $F\subseteq K$ is a convex set such that whenever an interior point of a segment in $K$ belongs to $F$, both endpoints belong to $F$. Consider nonempty compact faces, ordered by reverse inclusion. A chain has nonempty intersection by compactness and the finite intersection property; that intersection is again a compact face. The Zorn lemma therefore gives a minimal nonempty compact face $F$.

If $F$ contains distinct $x,y$, a continuous real linear functional $\ell$ on the underlying real locally convex space distinguishes them. Such a linear functional exists because the space is Hausdorff and locally convex, by the Hahn-Banach theorem. The maximizers of $\ell$ on $F$ form a nonempty proper compact face of $F$. A face of a face is a face of $K$, contradicting minimality. Therefore $F$ is a singleton, yielding an extreme point. The same argument inside any nonempty compact face of $K$ supplies an extreme point of $K$ lying in that face.

Let $D$ be the closed convex hull of the extreme points of $K$. It is a nonempty closed subset of compact $K$, hence compact. If $x_0\in K\setminus D$, the Hahn-Banach separation theorem provides a continuous real linear functional $\ell$ with $\ell (x_0)>{\sup }_D\ell$. Its maximizer set on $K$ is a nonempty compact face, which contains an extreme point $e$ of $K$. But $e\in D$ and $\ell (e)\ge \ell (x_0)>{\sup }_D\ell$, a contradiction. Thus $\boxed{K=\overline{\mathrm{co}}(\mathrm{ext}K)}$, proving Krein-Milman theorem.

For a nonempty compact Hausdorff space $K$, the extreme points of the dual unit ball of C(K) areThis is the permitted description without proof, with $C(K)$ denoting the complex space of continuous functions on a compact space equipped with the supremum norm. If $K$ is empty, $C(K)=\{0\}$ and the closed unit ball of its continuous dual space has the single extreme point $0$ instead.

The complex Banach–Stone theorem states that a surjective complex-linear isometric isomorphism of normed spaces $T:C(K)\to C(L)$ has the formwhere $u\in C(L)$ and $\phi :L\to K$ is a homeomorphism. Conversely, every such map is a surjective complex-linear isometric isomorphism of normed spaces for the supremum norm.

To prove this, suppose first that $K,L$ are nonempty. The Banach-space adjoint $T^{\ast }$ is a bijective isometric isomorphism of normed spaces on the continuous dual spaces, so it bijects their closed unit balls and preserves extreme points. The displayed extreme point description gives uniquelyUniqueness follows by evaluating at the constant function $1$, and then using that continuous functions separate points of a compact Hausdorff space. Evaluation gives the required formula for $Tf$, and $u=T1$ is continuous. Surjectivity of $T^{\ast }$ on extreme points proves surjectivity of $\phi$: the preimage of any ${\delta }_x$ is $\alpha {\delta }_y$ for some $y$. If $\phi (y_1)=\phi (y_2)$, every function in the range of $T$ has equal values at these two points after division by $u$; surjectivity of $T$ and separation of points force $y_1=y_2$. Thus $\phi$ is bijective.

For every $f\in C(K)$, $f\circ \phi =(Tf)/u$ is continuous. The evaluation map $K\to {\mathbb{C}}^{C(K)}$, $x\mapsto (f(x){)}_f$, is a continuous injection of a compact Hausdorff space into a Hausdorff product topology, hence a homeomorphism onto its image. Continuity of every coordinate $f\circ \phi$ proves continuity of $\phi$. A continuous bijection between compact Hausdorff spaces is a homeomorphism. Conversely the weighted-composition formula plainly preserves the supremum norm, and its inverse isIf one compact space is empty, a surjective isometric isomorphism of normed spaces forces the other to be empty, and the empty homeomorphism gives the corresponding trivial case. This completes Banach–Stone theorem.

Neither the space of sequences converging to zero $c_0$ nor $L^1[0,1]$ can be isometrically a continuous dual space of a Banach space. Indeed, every nonzero continuous dual space has a nonempty weak-star compact closed unit ball by Banach-Alaoglu theorem, and Krein-Milman theorem then guarantees an extreme point. A bijective linear isometry preserves extreme points of closed unit balls.

The closed unit ball of $c_0$ has no extreme points. Given $x\in c_0$ with $\Vert x{\Vert }_{\infty }\le 1$, choose $n$ with $|x_n|<1$ and $0<\epsilon <1-|x_n|$. The two distinct elements $x\pm \epsilon e_n$ remain in that closed unit ball and have midpoint $x$.

The closed unit ball of the complex Lp space $L^1[0,1]$ also has no extreme points. An element of norm less than one can be perturbed by a sufficiently small nonzero Lp space element in both directions. If $\Vert f{\Vert }_1=1$, the non-atomic measure $|f(t)|dt$ admits a measurable set $A$ of mass $1/2$; for example the continuous function $s\mapsto {\int }_0^s|f(t)|dt$ attains $1/2$. Put $h=f(1_A-1_{A^c})$. For $0<\epsilon <1$, the distinct functions $f\pm \epsilon h$ both have Lp normwith the two coefficients interchanged for the minus sign. Their midpoint is $f$. Thus neither proposed space is isometrically a Banach dual.

Finally, $[0,1]$ is a connected space, whereas $[0,1]\cup [2,3]$ is disconnected. They cannot be homeomorphic. By Banach–Stone theorem, $C[0,1]$ and $C([0,1]\cup [2,3])$ are not isometrically isomorphic as complex Banach spaces.

An extreme point of a convex set cannot be written as a nontrivial convex combination of two distinct members. If a permutation matrix $P=\theta B+(1-\theta )C$ with $0<\theta <1$ and $B,C$ doubly stochastic, each zero entry of $P$ forces the corresponding entries of $B,C$ to be zero by nonnegativity. The unique possible nonzero entry in each row must then be one by the row sum. Thus $B=C=P$, proving that every permutation matrix is extreme.

Conversely, let $A$ be a doubly stochastic matrix that is not a permutation matrix. At least one entry lies strictly between zero and one. Form a bipartite graph whose two vertex classes are rows and columns, with edges precisely at these fractional entries. Every incident row has at least two fractional entries: a single fractional entry, with all other entries zero or one, could not give row sum one. The same holds for columns.

A finite nonempty graph whose incident vertices all have degree at least two contains a cycle. In a bipartite graph that cycle has even length. Assign alternating signs $+1,-1$ to its entries, giving a nonzero matrix $D$ with every row and column sum zero. Choose $\epsilon >0$ smaller than the distance of each cycle entry from both zero and one. Then $A+\epsilon D$ and $A-\epsilon D$ remain doubly stochastic matrices, are distinct, and satisfySo $A$ is not extreme. ThereforeThis alternating-cycle perturbation of a doubly stochastic matrix proves the extreme-point part of the Birkhoff-von Neumann theorem directly.