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The Banach-valued simple integral is well defined

Statement

The integral of an integrable Banach-valued simple function is independent of its disjoint measurable representation. It is linear, is unchanged when the integrand is changed on a null set, and satisfies

∥∫Es dμ∥≤∫E∥s∥ dμ

for every measurable E.

Facts & Assumptions

[L1]

An integrable X-valued simple function and its proposed integral are as in Banach-valued simple function and integral.

[L2]

A measure is countably, hence finitely, additive on disjoint measurable families and assigns measure zero to the empty set (Measures on sigma-algebras).

[L3]

The nonnegative simple integral is the coefficient--measure sum, with 0⋅∞=0 (The integral of a nonnegative simple function).

Proof

technique · direct

Given: Integrable simple functions on a measure space with values in a Banach space, as in the Statement.

1.1givenL1algebra

Form a finite common refinement. [given, L1] Suppose s=∑j=1mxj1Aj=∑k=1nyk1Bk are two representations from [L1]. Because every displayed coefficient is nonzero, both unions ⋃jAj and ⋃kBk are the same set {ω:s(ω)≠0}. Hence the cells Cjk=Aj∩Bk with 1≤j≤m and 1≤k≤n partition every Aj and every Bk. On every nonempty Cjk, pointwise equality gives xj=yk.

2.1L1L2step 1.1

Compare the two integral sums. By finite additivity in [L2], step 1.1 gives

∑jμ(Aj)xj=∑j,kμ(Cjk)xj=∑j,kμ(Cjk)yk=∑kμ(Bk)yk.

Every Cjk lies in the finite-measure cells Aj and Bk, so every scalar-vector product in this display is defined. No complement cell and no 0⋅∞ convention is used. This proves representation independence.

3.1L1step 2.1algebra

Prove linearity. [L1, step 2.1] For integrable s,t and scalars a,b, refine their finite level partitions. On each refined cell as+bt has coefficient axj+byk. Every cell on which this coefficient is nonzero lies in the union of the finite-measure supports of s and t, so as+bt is integrable. Applying step 2.1 and distributing the finite vector sum yields ∫E(as+bt)=a∫Es+b∫Et.

4.1L2step 3.1algebra

Prove null-insensitivity. [L2, step 3.1] If integrable simple functions s,t agree off a null set N, refine their level partitions as above. A refined cell on which their coefficients differ is contained in N, hence has measure zero by [L2]. Its contribution to ∫E(s−t) is zero, and linearity from step 3.1 gives ∫Es=∫Et.

5.1L1L3

Prove the norm inequality and conclude. [L1, L3, step 4.1] Write s=∑jxj1Aj in its nonzero disjoint-level form. The triangle inequality in X, [L3], and the finite-measure support rule give

∥∫Es dμ∥=∥∑jμ(E∩Aj)xj∥≤∑jμ(E∩Aj)∥xj∥=∫E∥s∥ dμ.

This also covers the empty representation and E=∅: both sides are zero. ∎

Depends on

Used by

Cited to discharge well-definedness by Banach-valued simple function and integral.

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