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Every L^1 function admits dominated complex simple approximations
Statement
Let be a measure space and let . Then there exists a sequence of complex simple functions such that:
- for every ;
- .
Facts & Assumptions
Given: A measure space and an integrable function .
An integrable complex function has measurable real and imaginary parts and integrable modulus. (Integrable real and complex functions, and their integrals)
The positive and negative parts satisfy and . (The positive and negative parts of a function)
Arithmetic and lattice operations preserve measurability. (Arithmetic and lattice operations preserve measurability whenever they are defined)
Every nonnegative measurable function admits increasing simple approximations. (Every nonnegative measurable function admits an explicit increasing sequence of simple approximations)
Monotone convergence passes increasing limits through the integral. (Monotone convergence for the integral)
Proof
Write with and . [L1, L2, L3] By [L1], the real functions and are measurable and satisfy and , hence are integrable. By [L2] and [L3], the four functions and are nonnegative measurable.
Apply [L4] to choose increasing nonnegative simple functions [L2, L3, L4, step 1.1] and . Put Then each is a complex simple function, and
By [L5], the four increasing simple approximations in step 2.1 satisfy [L2, L5, step 2.1] and . Therefore and similarly . Hence
Steps 2.1 and 3.1 give the required dominated complex simple [step 2.1, step 3.1] ∎ approximations.
Depends on
- Complex simple functions as finite sums of measurable indicators
- Integrable real and complex functions, and their integrals
- The positive and negative parts of a function
- Arithmetic and lattice operations preserve measurability whenever they are defined
- Every nonnegative measurable function admits an explicit increasing sequence of simple approximations
- Monotone convergence for the integral
Used by
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Sources
- Sheldon Axler, Measure, Integration & Real Analysis, §3A and §6B (standard reference, not scraped)
- John K. Hunter, Measure Theory, §4.6 and §7.3 (standard reference, not scraped)