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On a finite-measure space, a bounded Lp functional is integration against its Radon-Nikodym density

Statement

Let (X,A,μ) be a finite measure space, let 1p<, and let Λ:Lp(μ)R be a bounded linear functional. Then there exists a density gL1(μ) such that for every bounded measurable representative u with class [u]Lp(μ), Λ([u])=ugdμ. In particular the equality holds for every simple function.

Facts & Assumptions

Given: A finite measure space (X,A,μ), an exponent 1p<, and a bounded linear functional Λ on Lp(μ).

[L1]
[L2]

A finite absolutely continuous signed measure has an L1 density by the Radon-Nikodym theorem (A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density).

[L3]

Measurable functions admit dominated simple approximants (Every measurable function admits simple approximations dominated by its absolute value).

[L4]

Dominated convergence applies to integrable majorants (Dominated convergence).

[L5]

The Lebesgue integral is linear on L1(μ) (The Lebesgue integral is linear on L1(μ)).

Proof

technique · Apply Radon-Nikodym to the measure $\nu(E)=\Lambda(\mathbf 1_E)$, identify the pairing first on indicators and simple functions, and then extend to bounded measurable representatives by dominated convergence
1.1

By [L1] and [L2], choose gL1(μ) such that ν(E)=Egdμ(EA). Since ν(E)=Λ([1E]), this means Λ([1E])=1Egdμ(EA).

L1L2givenchoose
1.2

Let u be bounded and measurable, with uM. By [L3], choose simple functions (sn) such that snM for every n and snu pointwise. Since μ(X)<, snup(2M)p1X, and the majorant is integrable. Therefore [L4] gives [sn][u]pp=snupdμ0, so continuity of Λ yields Λ([sn])Λ([u]).

L3L4givenchoose
2.1

For each simple approximant sn, step 1.1 and linearity give Λ([sn])=sngdμ. Thus the formula already holds for every simple function, and in particular for the chosen sequence (sn).

L5step 1.1step 1.2givenalgebra
3.1

Because gL1(μ) and (snu)g2Mg with 2MgL1(μ), [L4] gives sngdμugdμ. Combining this with step 1.2 and step 2.1 yields Λ([u])=ugdμ. So the Radon-Nikodym density represents Λ on every bounded measurable representative.

L4step 1.2step 2.1

Depends on

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