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Functions with Closed Superlevel Sets: Sequential Characterisation, Semicontinuity, Perturbation and Limits

Having closed superlevel sets in the ambient space is characterised by a sequential condition, implies upper semicontinuity, is preserved by subtracting a continuous function, and forces the limit of a convergent sequence of values to be dominated by the value at the limit point.

Statement

In the setting of The Real Numbers: Standing Notation and Background, let (X,d)(X,d) be a metric space, let A⊆XA\subseteq X and let u:A→Ru:A\to\mathbb{R}. Superlevel sets and the property of having closed superlevel sets in XX are as defined there, and a sequence in XX is said to converge when it converges in (X,d)(X,d). Then the following hold.

1. (Sequential characterisation) The function uu has closed superlevel sets in XX if and only if the following condition holds: whenever (xm)m∈N(x_{m})_{m\in\mathbb{N}} is a sequence in AA converging to a point x∈Xx\in X and t∈Rt\in\mathbb{R} satisfies t≤u(xm)t\le u(x_{m}) for every m∈Nm\in\mathbb{N}, one has x∈Ax\in A and t≤u(x)t\le u(x).

2. (Upper semicontinuity) If uu has closed superlevel sets in XX, then uu is upper semicontinuous on AA.

3. (Subtracting a continuous function) Suppose uu has closed superlevel sets in XX and let g:X→Rg:X\to\mathbb{R} be continuous on XX, the metric on R\mathbb{R} being dRd_{\mathbb{R}}. Then the function A→RA\to\mathbb{R} whose value at x∈Ax\in A is u(x)−g(x)u(x)-g(x) has closed superlevel sets in XX.

4. (Limits of values) Suppose uu has closed superlevel sets in XX, let (xm)m∈N(x_{m})_{m\in\mathbb{N}} be a sequence in AA converging to a point x∈Xx\in X, and suppose that the sequence (u(xm))m∈N(u(x_{m}))_{m\in\mathbb{N}} converges to L∈RL\in\mathbb{R}. Then x∈Ax\in A and L≤u(x)L\le u(x).

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