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and are vector spaces for
Statement
Let be a measure space.
- For each , the class is a real vector space under pointwise addition and scalar multiplication.
- The class is a real vector space under the same operations.
Facts & Assumptions
Given: A measure space .
and are the classes defined in The function space for and The space of essentially bounded measurable functions.
Sums, scalar multiples, and absolute values of measurable real-valued functions are measurable (Closure properties of measurable functions used by the integral).
Minkowski's inequality holds for integrals (Minkowski's inequality for integrals, including ).
A finite essential supremum is an attained essential bound (The essential supremum is attained as the least essential bound).
Countable unions of measurable null sets are measurable and null (Finite and countable subadditivity of measures).
A vector space over means the structure defined in Vector space over a field.
Proof
Proof technique: For , use Minkowski to keep sums in and homogeneity of the integral to keep scalar multiples. For , intersect the two essential-bound sets and use countable-union stability of null sets.
Fix and let and . Then and are measurable, and Minkowski plus homogeneity give [L1, L2, L3, given] so . The zero function is in , and additive inverses are scalar multiples by .
Let with and . There are measurable null sets such that on and on . With , is measurable and null, and on one has [L1, L2, L4, L5, given] Thus and are essentially bounded; measurability again comes from [L2].
The pointwise addition and scalar-multiplication identities are inherited from real-valued functions. Hence [L6] makes a real vector space for every .
The pointwise identities are again inherited from real-valued functions, so [L6] makes a real vector space.
Depends on
- The function space $\mathcal{L}^p(\mu)$ for $0 < p < \infty$
- The space $L^\infty(\mu)$ of essentially bounded measurable functions
- Minkowski's inequality for integrals, including $p = \infty$
- The essential supremum is attained as the least essential bound
- Closure properties of measurable functions used by the integral
- Vector space over a field
- Finite and countable subadditivity of measures
Used by
Dependency tree · two levels
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Sources
- John K. Hunter, Measure Theory, Theorem 7.5 and Section 7.1 (standard reference, not scraped)
- Sheldon Axler, Measure, Integration & Real Analysis, Section 7B (standard reference, not scraped)