TheoremBase

Sketch: openness at 0 gives a ball inside U, which contains x/t once t > ‖x‖/r; convexity with 0 in U makes the set closed upwards.

Proof

Throughout, balls and openness in XX refer to the norm metric dXd_{X}, which is a metric by The Norm Metric of a Real Normed Space (ii), and for y∈Xy\in X we use dX(0X,y)=∥0X−y∥=∥y∥d_{X}(0_{X},y)=\lVert0_{X}-y\rVert=\lVert y\rVert (The Norm Metric of a Real Normed Space (i); here 0X−y=−y0_{X}-y=-y by The Zero Vector, Negatives and Differences in a Vector Space (iii), Vector Space over a Field (ii) and The Zero Vector, Negatives and Differences in a Vector Space (i), and ∥−y∥=∥(−1)y∥=∥y∥\lVert -y\rVert=\lVert(-1)y\rVert=\lVert y\rVert by Elementary Identities in a Vector Space (iv) and Norms and Real Normed Spaces (iii)).

Since UU is open and 0X∈U0_{X}\in U, Open Subset of a Metric Space (i) gives a real r>0r>0 with B(0X,r)⊆UB(0_{X},r)\subseteq U. Now let r>0r>0 be any such radius, let x∈Xx\in X and let t>r−1∥x∥t>r^{-1}\lVert x\rVert. Then t>0t>0, and by Norms and Real Normed Spaces (iii)

dX(0X,t−1x)=∥t−1x∥=t−1∥x∥<r,d_{X}(0_{X},t^{-1}x)=\lVert t^{-1}x\rVert=t^{-1}\lVert x\rVert<r,

so t−1x∈B(0X,r)⊆Ut^{-1}x\in B(0_{X},r)\subseteq U by Open Ball in a Metric Space (ii). Thus t∈Txt\in T_{x}, which proves (i).

Next let x∈Xx\in X, s∈Txs\in T_{x} and t>st>s; then t>0t>0, and we put θ=s/t∈(0,1)\theta=s/t\in(0,1). By Vector Space over a Field (v) and Elementary Identities in a Vector Space (iii),

t−1x=θ (s−1x)+(1−θ) 0X,t^{-1}x=\theta\,(s^{-1}x)+(1-\theta)\,0_{X},

a convex combination of s−1x∈Us^{-1}x\in U and 0X∈U0_{X}\in U. So t−1x∈Ut^{-1}x\in U by Convex Subset of a Real Vector Space (i), and t∈Txt\in T_{x}. This proves (ii).

Finally, by (i) the number r−1∥x∥+1r^{-1}\lVert x\rVert+1 lies in TxT_{x}, so Tx≠∅T_{x}\neq\emptyset. Every element of TxT_{x} is positive, so 00 is a lower bound of TxT_{x}. Hence TxT_{x} has an infimum by The Real Numbers, with the Natural Numbers, Integers and Rationals Identified with Subsets of the Reals, and Completeness (viii), and inf⁡Tx≥0\inf T_{x}\ge0 because the infimum is the greatest lower bound (Bounds, Least and Greatest Elements, Suprema and Infima for a Partial Order (iv)). This proves (iii).

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