Let $\Gamma: [0, 1] \to \mathbb{R}$ be a compact- and convex-valued, upper hemi-continuous correspondence. Prove that the graph of $\Gamma$ is a connected set. Is it path-connected?
This is what I have so far:
Proof $\space$ We first show that $Gr(\Gamma)$ is connected. Assume to the contrary that $Gr(\Gamma)$ is not connected. Then $Gr(\Gamma) = A \cup B$ where $\overline{A} \cap B = \phi$ and $A \cap \overline{B} = \phi$, $A \neq \phi$, and $B \neq \phi$. Since $\Gamma$ is compact- and convex-valued, $\Gamma(x)$ us a closed interval or a singleton for all $x \in [0, 1]$. Since $\Gamma$ is upper hemi-continuous, $Gr(\Gamma)$ is closed. Let $(x, y)$ be a limit point of $Gr(\Gamma)$. Without loss of generality, assume $(x, y) \in A$, where $y \in \Gamma(x)$. Then $(x, y) \notin \overline{B}$. Take a sequence $\{x_n\}$ such that $x_n \to x$. Then there exists a subsequence ${x_{n_k}}$ such that $(x_{n_k}, y_{n_k}) \in \overline{B}$, $y_{n_k} \in \Gamma(x_{n_k})$, and $x_{n_k} \to x$. However, no subsequence of $\{y_{n_k}\}$ can converge to $y$, for otherwise $(x, y)$ would be in $\overline{B}$. This contradicts the sequential characterization of upper hemi-continuous correspondence. Therefore, $Gr(\Gamma)$ is connected.
I would really appreciate it if someone could check if my proof of the connectedness is correct.
In addition, I have difficulties to determine whether $Gr(\Gamma)$ is path-connected or not. I tried to use the $Gr(\Gamma)$ = Deleted Comb Space as a counterexample, but it turns out that $Gr(\Gamma)$ is not closed, because its closure is the Comb Space. By the closed-graph theorem, if $\Gamma$ is upper hemi-continuous, $Gr(\Gamma)$ would be closed. Hence $\Gamma$ is not upper hemi-continuous, a contradiction.
This is a question about set-valued analysis and topological spaces. I would like to provide some related definitions and results first, because they are usually not covered in a standard math course in analysis or topology:
Definition $\space$ Let $X$ and $Y$ be two sets. If with each element $x$ of $X$ we associate a subset $\Gamma(x)$ of $Y$, we say that the correspondence $x \to \Gamma(x)$ is a mapping of $X$ into $Y$; the set $\Gamma(x)$ is called the image of $x$ under the mapping $\Gamma$.
Definition $\space$ Let $\Gamma$ be a mapping of a topological space $X$ into a topological space $Y$, and let $x_0$ be any point of $X$. We say that $\Gamma$ is lower hemi-continuous at $x_0$ if for each open set $G$ meeting $\Gamma(x_0)$, there is a neighborhood $U(x_0)$ such that \begin{equation} x \in U(x_0) \Longrightarrow \Gamma(x) \cap G \neq \phi. \end{equation} We say that $\Gamma$ is upper hemi-continuous at $x_0$ if for each open set $G$ containing $\Gamma(x_0)$ there exists a neighborhood $U(x_0)$ such that \begin{equation} x \in U(x_0) \Longrightarrow \Gamma(x) \subset G. \end{equation} We say that the mapping $\Gamma$ is continuous at $x_0$ if it is both lower and upper hemi-continuous at $x_0$.
Definition $\space$ We say that $\Gamma$ is lower hemi-continuous in $X$ (l.h.c. in $X$) if it is lower hemi-continuous at each point of $X$. We say that $\Gamma$ is upper hemi-continuous in $X$ (u.h.c. in $X$) if it is upper hemi-continuous at each point of $X$ and if, also, $\Gamma(x)$ is a compact set for each $x$. If $\Gamma$ is both lower hemi-continuous in $X$ and upper hemi-continuous in $X$, then it will be called continuous in $X$.
Definition $\space$ The correspondence $\Gamma$ is closed-valued if for each $x \in X$, $\Gamma(x)$ is closed in $Y$.
Definition $\space$ The correspondence $\Gamma$ is compact-valued if for each $x \in X$, $\Gamma(x)$ is compact in $Y$.
Definition $\space$ The correspondence $\Gamma$ is convex-valued if for each $x \in X$, $\Gamma(x)$ is a convex set in $Y$.
Definition $\space$ The graph of the correspondence $\Gamma$ is the set $Gr(\Gamma) = \{(x, y) \in X \times Y | y \in \Gamma(x)\}$.
Lemma $\space$ [Sequential characterization of lower hemi-continuous] A correspondence $\Gamma: X \to Y$ is lower hemi-continuous at $x_0 \in X$ if and only if, for any sequence $\{x_m\}$ converges to $x_0$ and any $y \in \Gamma(x_0)$, there exists a sequence $\{y_m\}$ converges to $y$ such that $y_m \in \Gamma(x_m)$ for all $x_m$.
Lemma $\space$ [Sequential characterization of upper hemi-continuous] Let $\Gamma: X \to Y$ be a correspondence. If, for every sequence $\{x_m\}$ in $X$ that converges to $x_0 \in X$ and for every sequence $\{y_m\}$ such that $y_m \in \Gamma(x_m)$, there exists a subsequence of $\{y_m\}$ that converges to a point in $\Gamma(x_0)$, then $\Gamma$ is upper hemi-continuous at $x_0$. If $\Gamma$ is compact-valued, then the converse is true.
Theorem $\space$ [Closed graph theorem] Let $\Gamma: X \to Y$ be a correspondence. If $\Gamma$ is closed-valued and upper hemi-continuous, then $Gr(\Gamma)$ is closed.
\newcommand{\gr}{\operatorname{Gr}}at the start and then whenever you write\grlater in the post you get a nicer render (of $\operatorname{Gr}$) – FShrike Jul 04 '23 at 10:12\emptysetworks for $\emptyset$, rather than $\phi$ – FShrike Jul 04 '23 at 10:43