不动点定理,一般均衡及纳什均衡笔记.pdfVIP

Notes of Fixed Point Theorem with Applications Ruan Rui School of Economics,Shandong University Sep. 2, 2014 For My College Life. 1 Banach Fixed Point Theorem Definition 1. Let X be any metric space. A self-map Φ on X is said to be a contraction (or a contraction self-map) is there exists a real number 0 K 1 such that d(Φ(x), Φ(y)) Kd(x, y) for all x, y ∈ X. (1) In this case, the infimum of the set of all such K is called the contraction coefficient of Φ Lemma 1 (Blackwell). Let T be a non-empty set, and X a non-empty subset of B(T ) that is closed under addition by positive constant functions. Assume that Φ is an increasing self-map on X. If there exists a 0 δ 1 such that Φ(f + α) Φ(f ) + δα forall(f, α) ∈ X × R , (2) then Φ is a contraction. Definition 2 (Complete metric space). A metric space M is called complete (or a Cauchy space) if every Cauchy sequence of points in M has a limit that is also in M. Theorem 2 (The Banach Fixed Point Theorem or the Contraction Mapping Theorem). Let X be a complete metric space. If Φ ∈ X is a contraction, then there exists a unique x ∈ X such that Φ(x ) = x A Ruan Rui 1 Typeset by A S-L T X M E Proof. Assume that Φ ∈ X is a contraction. Let us first prove the existence of a fixed point for Φ. Pick any x ∈ X and define (x ) ∈ X recursively as x := Φ(x ), m = 0, 1, · · · We claim that this sequence is Cauchy. To see this, let K be the contraction coefficient of Φ, and notice