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Simple functions with finite-measure support are dense in Lp(μ) for 1≤p<∞

Statement

Let (X,A,μ) be a measure space and let 1≤p<∞. Then every element of Lp(μ) can be approximated in Lp by simple functions whose supports have finite measure.

Facts & Assumptions

Given: A measure space, an exponent 1≤p<∞, and f∈Lp(μ).

[L1]

Every measurable function admits dominated simple approximations (Every measurable function admits simple approximations dominated by its absolute value).

[L2]

Dominated convergence applies in L1 (Dominated convergence).

[L3]

Elements of Lp(μ) are almost-everywhere classes, so one may choose a measurable representative when making pointwise constructions (The space Lp(μ) as the quotient by null functions).

Proof

technique · direct
1.1L1L3givenchooseconstruct

Choose a measurable representative u of f by [L3]. For each [L1, L3, given, choose, construct] m∈N≥1, [L1] gives a simple function sm with ∣sm∣≤∣u∣ and sm(x)→u(x) for every x. Define tm:=sm 1{∣u∣≥1/m}. Then each tm is simple and supp⁡(tm)⊆{∣u∣≥1/m}.

2.1step 1.1algebra

Since ∣u∣p is integrable, [step 1.1, algebra] μ({∣u∣≥1/m})≤mp∫∣u∣p dμ<∞, so every tm has finite-measure support. Also tm(x)→u(x) for every x: if u(x)=0 then eventually both sides are 0, and if u(x)≠0 then 1{∣u(x)∣≥1/m}=1 for all large m. Finally ∣u−tm∣p≤(2∣u∣)p, whose right-hand side is integrable.

3.1L2step 2.1∎

Applying [L2] to ∣u−tm∣p gives [L2, step 2.1] ∥f−tm∥pp=∫∣u−tm∣p dμ⟶0. So the simple functions with finite-measure support are dense in Lp(μ).

Depends on

Used by

Dependency tree · two levels

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Sources