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The essential supremum is attained as the least essential bound
Statement
Let be measurable on a measure space , and suppose . Then
Moreover, if and almost everywhere, then
So is the least essential bound of .
Facts & Assumptions
Given: A measurable real-valued function with finite essential supremum .
The essential supremum is the infimum of the essential bounds (The essential supremum of a measurable function with respect to a measure).
Absolute values and threshold sets of measurable functions are measurable (Closure properties of measurable functions used by the integral).
Countable subadditivity bounds the measure of a countable union (Finite and countable subadditivity of measures).
Proof
Proof technique: Take the countable family of bad sets ; each is null by minimality of the infimum. Their union is null, giving almost everywhere, and leastness is built into the definition.
For each , the number is strictly larger than the infimum in [L1], so it is an essential bound. Therefore the measurable set [L1, L2, given] has measure .
If and almost everywhere, then is one of the essential bounds in [L1], so the infimum satisfies .
Put . Then is measurable and [step 1.1, L3, algebra] If , then for every , hence . Therefore almost everywhere.
Step 2.1 proves that itself is an essential bound, and step 1.2 proves that no smaller essential bound exists. Thus is the least essential bound.
Depends on
Used by
- Convergence in Lᵖ implies convergence in measure Corollary
- Null functions form a linear subspace and are exactly the zero-seminorm class Proposition
- Finite-measure Lʳ includes into Lᵖ for p < r Theorem
- Generalized Holder inequality puts products into Lʳ Theorem
- Holder's inequality for integrals, including the endpoint cases Theorem
- Lᵖ and L^∞ are vector spaces for p ≥ 1 Theorem
- Lᵖ norms converge to the essential supremum for essentially bounded Lʳ functions Theorem
- Minkowski's inequality for integrals, including p = ∞ Theorem
- Riesz-Fischer completeness of Lᵖ for 1 ≤ p ≤ ∞ Theorem
- The Lᵖ norm descends to the quotient and makes Lᵖ a normed space for 1 ≤ p ≤ ∞ Theorem
Dependency tree · two levels
9 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory, Definition 7.3 and discussion (standard reference, not scraped)
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral, Chapter 8 (standard reference, not scraped)