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The Spaces Holder Minkowski and Riesz Fischer
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convexity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Finite Counting, Factorials and Binomial Coefficients
- Foundations of the Real Numbers for Analysis
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Modes of Convergence Egorov and Lusin
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Real Gamma and Beta Functions
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
This first page fixes the quotient-first convention used everywhere later: elements of are almost-everywhere classes, not pointwise functions. It proves the three structural landmarks the later pages actually consume: Holder, Minkowski, and Riesz-Fischer; records the finite-counting-space agreement seams against the published finite-dimensional inequalities; and keeps the comparison block together with the deliberately small appendix.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Conjugate exponents, including the endpoint conventions
Definition
Numbers are conjugate exponents when
with the convention . Thus the endpoint pairs and are conjugate, and if then the conjugate of is
No other endpoint pair is conjugate: gives , while gives .
The essential supremum of a measurable function with respect to a measure
Definition
Let be a measure space, and let be measurable. The essential supremum of with respect to is
When the measure is fixed from context, this is written . The phrase essentially bounded means .
The later proposition The essential supremum is attained as the least essential bound proves that when , the inequality itself holds almost everywhere and that this bound is the least essential bound.
The function space for
Definition
Let be a measure space and let be a real number with . Write for the measurable functions . For define the extended-valued -functional
The finite power uses Real powers for positive bases, with the zero-base positive-exponent convention, while the second clause avoids applying real powers to the extended value . The integral is the nonnegative Lebesgue integral of The nonnegative Lebesgue integral.
The class
is the measurable-function space used on this page before passing to almost-everywhere equivalence classes.
For , the pointwise operations make a real vector space by and are vector spaces for .
The space of essentially bounded measurable functions
Definition
Let be a measure space. The class
of essentially bounded measurable functions is the page's space. Its size is measured by the essential-supremum functional of The essential supremum of a measurable function with respect to a measure.
The later theorem and are vector spaces for proves that is a real vector space under pointwise addition and scalar multiplication.
The null subspace of measurable functions that vanish almost everywhere
Definition
Let be a measure space. Define
This is the family of null representatives that will be quotiented out of each and of . The linear-subspace claim implicit in that phrasing is proved in Null functions form a linear subspace and are exactly the zero-seminorm class.
The space as the quotient by null functions
Definition
Let be a measure space.
- For , define an equivalence relation on by and write for the set of classes .
- For , define the same relation on and again write for the set of classes.
Thus an element of is an almost-everywhere equivalence class of measurable representatives.
When , the displayed set quotient agrees with the usual quotient-vector-space construction of The quotient vector space and its canonical projection.
For , the same class notation is used, but the later item The distance for is a complete translation-invariant metric supplies the metric structure rather than a normed-space structure.
Elements of are equivalence classes, so pointwise statements require a representative
Elements of The space as the quotient by null functions are classes , not chosen functions. So formulas such as "" or "" are not meaningful until a representative is named. Quantities invariant under changing on a null set, such as , are meaningful on the quotient; pointwise assertions are not.
is the space of counting measure
Remark
On with counting measure, every function is measurable. Writing , one has
by the counting-measure integral dictionary, so is exactly the usual sequence class . Also
because a subset of has counting measure zero only when it is empty. Hence the quotient by almost-everywhere equality does nothing: for counting measure on , equality almost everywhere means equality everywhere.
Holder's inequality for integrals, including the endpoint cases
Statement
Let be a measure space, let be conjugate exponents, and let be measurable real-valued functions.
- If and with and , then
- If and with and , then
- If and with and , then
In every case the right-hand side is finite, so is integrable.
Facts & Assumptions
Given: A measure space , conjugate exponents , and measurable real-valued functions in the spaces named in the relevant clause of the Statement.
Conjugate exponents are defined in Conjugate exponents, including the endpoint conventions.
For , membership in means , while means finite essential supremum (The function space for , The space of essentially bounded measurable functions).
A nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
If , then almost everywhere (The essential supremum is attained as the least essential bound).
Young's inequality says for when are conjugate (Young's inequality for conjugate real exponents).
The nonnegative integral is monotone and homogeneous (Monotonicity and nonnegative homogeneity of the nonnegative integral).
The nonnegative integral is additive (Additivity of the nonnegative Lebesgue integral).
Proof
Assume first , and put and . If or , then the corresponding power integral is , so the corresponding function vanishes almost everywhere and . Thus only the case remains.
For the endpoint pair , let . Then [L2, L4, L6, given] Indeed, [L4] gives a measurable null set with on , so almost everywhere.
In the remaining strict-exponent case, Young's inequality applied pointwise to and gives [step 1.1, L1, L2, L5, L6, L7, algebra] Integrating and using additivity, monotonicity, homogeneity, and the definitions of and yields
The case is identical after exchanging and . [step 1.2, given]
Step 2.1 proves the strict-exponent case, and steps 1.2 and 2.2 prove the two endpoint cases. In every case the right-hand side is finite by [L2], so is integrable.
Equality in Holder's inequality for
Statement
Let , let be its conjugate exponent, and let and . Then equality holds in Holder's inequality
if and only if at least one of is zero almost everywhere, or there is a constant such that
Facts & Assumptions
Given: A measure space, an exponent , its conjugate exponent , and functions , .
Holder's inequality for integrals has already been proved (Holder's inequality for integrals, including the endpoint cases).
Young's inequality is the scalar step used in that proof (Young's inequality for conjugate real exponents).
A nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
Membership in and means finiteness of the corresponding power integrals (The function space for ).
Proof
Proof technique: Trace where equality can occur in the normalized Young-inequality proof. Equality in Young forces the normalized powers and to be proportional almost everywhere, and conversely that proportionality makes the inequality an equality.
If or , then the corresponding function is zero almost everywhere, and Holder's inequality becomes equality with both sides .
Assume now that and . The proof of [L1] integrated the nonnegative function [L1, L2, L3] If equality holds in Holder, then , so almost everywhere. Thus equality holds in Young's inequality pointwise almost everywhere for and .
Equality in Young's inequality for conjugate exponents means . Applying that to step 1.2 gives [step 1.2, L2] so almost everywhere.
Conversely, if almost everywhere for some , then after normalizing by the two norms the two sides in Young's inequality agree almost everywhere, so the integrated Holder proof becomes an equality.
Step 1.1 handles the zero-function case, step 2.1 proves the strict necessity, and step 3.1 proves sufficiency. These are exactly the alternatives in the Statement.
Generalized Holder inequality puts products into
Statement
Let satisfy
with the convention . If and lie in the corresponding measurable-function spaces ( or according to whether the exponent is finite or infinite), then lies in the corresponding space for and
Facts & Assumptions
Given: Exponents with and measurable functions in the spaces named in the Statement.
Holder's inequality for integrals, including the endpoint cases, is available (Holder's inequality for integrals, including the endpoint cases).
Conjugate exponents include the endpoint convention (Conjugate exponents, including the endpoint conventions).
For , means , and means finite essential supremum (The function space for , The space of essentially bounded measurable functions).
If , then almost everywhere (The essential supremum is attained as the least essential bound).
Proof
Proof technique: Raise to the -th power and apply Holder to and with conjugate exponents and .
If , then , so by [L2]. Hence [L2, L3, L4, given] almost everywhere, and taking essential suprema gives
If and , then . The pointwise bound and the definition of give [L2, L3, L4, given] Indeed, [L4] gives almost everywhere, so almost everywhere. Taking -th roots yields the claim. The case is symmetric.
Assume now that and . Then [L1, L2, L3, given, algebra] so the exponents and are conjugate. Because and , [L1] applied to these two functions gives
Step 1.1 covers , step 1.2 covers the one-infinite endpoint cases, and step 1.3 covers the fully finite case. [step 1.1, step 1.2, step 1.3] In each case , so lies in the stated -space. ∎
Cauchy-Schwarz inequality for
Statement
If , then
Equality holds if and only if at least one of is zero almost everywhere, or there is a constant with
Facts & Assumptions
Given: Functions .
Holder's inequality holds for conjugate exponents (Holder's inequality for integrals, including the endpoint cases).
The strict-exponent equality criterion for Holder has already been proved (Equality in Holder's inequality for ).
Proof
Proof technique: Specialize Holder to , and inherit the equality clause from the strict-exponent equality theorem.
The exponent is conjugate to itself, so [L1] with gives [L1]
Because , the equality clause is exactly the specialization of [L2] to [L2, step 1.1] . ∎
Finite counting measure recovers finite Holder and implies the signed Cauchy-Schwarz inequality
Via is the space of counting measure, the measure space with counting measure identifies with the published -norm structure of The -norms for rational , and . Under that identification, Holder's inequality for integrals, including the endpoint cases becomes Holder's inequality for finite sums and conjugate real exponents for . At , Cauchy-Schwarz inequality for gives the stronger absolute-product estimate
The real triangle inequality then gives , recovering the signed estimates in The Cauchy-Schwarz inequality for finite sums and Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation. Thus the integral and finite forms are compatible, but the absolute-product and signed left sides are not identical.
Minkowski's inequality for integrals, including
Statement
Let be a measure space.
- If and , then
- If , then
Facts & Assumptions
Given: A measure space and functions in the spaces named in the relevant clause of the Statement.
Holder's inequality for integrals is available (Holder's inequality for integrals, including the endpoint cases).
Membership in and is defined in The function space for and The space of essentially bounded measurable functions.
If , then almost everywhere (The essential supremum is attained as the least essential bound).
The nonnegative integral is monotone and homogeneous (Monotonicity and nonnegative homogeneity of the nonnegative integral).
The nonnegative integral is additive (Additivity of the nonnegative Lebesgue integral).
Holder's inequality for finite sums gives, for nonnegative reals , when (Holder's inequality for finite sums and conjugate real exponents).
Proof
If , then pointwise, so [L4, L5, given]
Assume and let . Then [L1, L2, L4, L5, L6, given, algebra] Indeed, [L6] applied pointwise to the two-term families and gives so pointwise. Thus . Put . If , the claim is immediate. Otherwise Because , the function lies in and has -norm . Integrating and applying [L1] with conjugate exponents and to each term yields Since , this becomes If , divide by to obtain the claim.
For , let and . Then [L2, L3, given] Indeed, outside the union of the two null exceptional sets supplied by [L3], one has and . Therefore .
Steps 1.1, 1.2, and 1.3 prove the , , and cases.
Equality in Minkowski's inequality for
Statement
Let and let . Then equality holds in Minkowski's inequality
if and only if at least one of is zero almost everywhere, or there is a constant such that
Facts & Assumptions
Given: An exponent and functions .
Minkowski's inequality has already been proved (Minkowski's inequality for integrals, including ).
The equality case in Holder has already been proved (Equality in Holder's inequality for ).
A nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
The nonnegative integral is additive (Additivity of the nonnegative Lebesgue integral).
Proof
Proof technique: Examine the Holder step in the standard proof of Minkowski. Equality forces the nonnegative functions and to be proportional almost everywhere, and the pointwise triangle inequality then forces the same sign.
If at least one of is zero almost everywhere, then equality is immediate.
If almost everywhere for some , then [L1, given] almost everywhere, so
Conversely, assume equality in Minkowski and that neither nor is zero almost everywhere. [L1, L2, L3, L4] The proof of [L1] showed that equality in Minkowski can only occur when both inequalities and and its -analogue are equalities. The second and third equalities force the pairs and to satisfy Holder equality. By [L2], this makes and proportional almost everywhere. The first inequality then forces to have integral ; [L3] and [L4] therefore give
Let almost everywhere with . Then [step 1.3, algebra] on the set where , step 1.3 gives equality in the real triangle inequality for and , so they have the same sign there. Hence almost everywhere on , and on both sides vanish. Thus almost everywhere for .
Steps 1.1 and 1.2 prove sufficiency, while steps 1.3 and 2.1 prove necessity.
On a finite counting space, Minkowski agrees with the published finite theorem for
Under the finite counting-measure identification of is the space of counting measure, the integral Minkowski inequality of Minkowski's inequality for integrals, including becomes the published finite-sum theorem Minkowski's inequality for finite sums and real exponent p greater than one for real on the same coordinates. The integral theorem's and clauses also specialize to the corresponding elementary finite-sum inequalities, but those endpoints are outside the cited theorem's statement. This is an agreement seam, not a second construction.
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.
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.
Null functions form a linear subspace and are exactly the zero-seminorm class
Statement
Let be a measure space.
- For each , the set is a linear subspace of , and for one has
- The set is a linear subspace of , and for one has
Facts & Assumptions
Given: A measure space .
The null functions are those that vanish almost everywhere (The null subspace of measurable functions that vanish almost everywhere).
and are vector spaces in the relevant ranges ( and are vector spaces for ).
A countable union of measurable null sets is null (Finite and countable subadditivity of measures).
A linear subspace means the three closure conditions of Linear subspace of a vector space.
For , a nonnegative measurable function has integral exactly when it vanishes almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
If , then almost everywhere (The essential supremum is attained as the least essential bound).
Proof
Proof technique: Use countable-union stability of null sets for addition and scalar multiplication. For , the -seminorm vanishes exactly when the integral of is zero; for , vanishing means the essential supremum is zero.
Fix . If , choose measurable null sets outside which and . Their union is null, and on its complement one has and for every . Because is a vector space, [L4] makes a linear subspace.
If , then almost everywhere, so [L1, L5] hence . Conversely, if , then the same theorem [L5] forces almost everywhere and therefore almost everywhere.
If , then is an essential bound for , so . Conversely, if , then [L6] gives almost everywhere, hence almost everywhere.
If , the same null-set union argument as in step 1.1 shows that and vanish almost everywhere, and [L2] places them in . Therefore [L4] makes a linear subspace.
Steps 1.1 and 2.1 prove the two subspace claims, and steps 1.2 and 1.3 identify the zero-seminorm class in every range.
The norm descends to the quotient and makes a normed space for
Statement
Let be a measure space.
- For , the rule is well defined on the quotient classes.
- For , the rule is well defined.
- In either case, with the quotient vector-space operations of Coset equality, well-defined quotient operations, and the canonical projection with kernel , the resulting pair is a normed space in the sense of A norm on a real vector space, the induced metric, and the dictionary with the metric axioms.
Facts & Assumptions
Given: A measure space and an exponent .
The quotient spaces are those of The space as the quotient by null functions.
The null representatives are exactly the zero-seminorm class (Null functions form a linear subspace and are exactly the zero-seminorm class).
Minkowski's inequality supplies the triangle inequality for the representative seminorms (Minkowski's inequality for integrals, including ).
The essential supremum is an attained essential bound (The essential supremum is attained as the least essential bound).
The quotient operations are well defined and produce a vector space (Coset equality, well-defined quotient operations, and the canonical projection with kernel ).
A normed space means a real vector space with separation, homogeneity, and triangle inequality (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Proof
Proof technique: Use the previous proposition to identify the null functions as the kernel of the seminorm. Hence the seminorm is constant on cosets and separates points on the quotient, while Minkowski and homogeneity descend from representatives.
Suppose first and . Then . Applying Minkowski twice yields [L2, L3] so . Thus is well defined.
For , if then almost everywhere. Any essential bound for is therefore an essential bound for and conversely, so . Thus is well defined.
For separation, means , and then [L2] gives or . Hence . The converse is immediate because the zero representative has norm .
By [L1] and [L5], each quotient is already a real vector space. The representative functionals are homogeneous, and [L3] supplies the triangle inequality on representatives; steps 1.1 and 1.2 show that these formulas depend only on the class, so homogeneity and triangle inequality descend to the quotient.
Steps 2.1 and 1.3 verify the three norm axioms named in [L6]. Therefore is a normed space for every .
Riesz-Fischer completeness of for
Statement
Let be a measure space and let . Then , with the norm of The norm descends to the quotient and makes a normed space for , is complete. Equivalently, the metric induced by that norm is a complete metric in the sense of Complete metric space: every Cauchy sequence converges in the space.
Moreover, if a sequence in converges in norm, then some subsequence admits measurable representatives converging almost everywhere in the sense of Convergence almost everywhere relative to a measure.
Facts & Assumptions
Given: A measure space and an exponent .
is a normed space, so it has the norm metric (The norm descends to the quotient and makes a normed space for , Complete metric space: every Cauchy sequence converges in the space).
Minkowski's inequality holds in (Minkowski's inequality for integrals, including ).
Monotone convergence and dominated convergence are available (Monotone convergence for the integral, Dominated convergence).
Pointwise limits of measurable functions are measurable (Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable).
Sums and absolute values of measurable functions are measurable (Closure properties of measurable functions used by the integral).
Countable unions of measurable null sets are measurable and null (Finite and countable subadditivity of measures).
Finite essential suprema are attained almost everywhere (The essential supremum is attained as the least essential bound).
Proof
Proof technique: For , choose a rapidly Cauchy subsequence by least indices, sum the successive differences with monotone convergence and Minkowski, and recover the limit by dominated convergence. For , union the exceptional null sets and take the pointwise limit outside them.
Assume and let be Cauchy in . Choose by least indices a strictly increasing sequence such that [L2, L3, L4, L5, given, choose] For representatives of , put . Then each is measurable, belongs to , and satisfies If , then so each lies in . Monotone convergence then gives a measurable pointwise limit with .
Assume now and let be Cauchy in . Choose least indices with [L4, L6, L7, given, choose] Choose representatives of . By [L7], for each there is a measurable null set such that With , [L6] makes measurable and null, and for and , So is Cauchy in , hence converges to some value . Defining arbitrarily on , [L4] makes it measurable.
Because almost everywhere, outside a measurable null set the series converges. Hence the telescoping sums converge pointwise almost everywhere to a measurable function , and [step 1.1, L3, L4] Dominated convergence in [L3] therefore gives . So the subsequence converges to , and its representatives converge to almost everywhere.
For , the same tail estimate gives [step 1.2] Therefore . Given , choose with for , then choose with and . Hence so in .
Since is Cauchy, for every there is with whenever . Choose with and from step 2.1. Then for every , [step 2.1, L2] So the whole sequence converges to . This proves completeness for .
Step 2.1 proves the almost-everywhere convergent subsequence clause in the finite- case, and step 2.2 gives the same for . Steps 3.1 and 2.2 prove completeness in every case, which by [L1] is exactly completeness of the norm metric.
-convergent sequences have almost-everywhere convergent subsequences
Statement
Let . If in , then some subsequence of admits measurable representatives converging almost everywhere to a measurable representative of .
Facts & Assumptions
Given: A norm-convergent sequence in .
Riesz-Fischer completeness already states that every norm-convergent sequence in has an almost-everywhere convergent subsequence of representatives (Riesz-Fischer completeness of for ).
Proof
Proof technique: Choose a rapidly convergent subsequence from an -convergent sequence and re-use the subsequence construction inside Riesz-Fischer.
The sequence is Cauchy because it converges in norm. Applying [L1] to that Cauchy sequence gives an limit together with an almost-everywhere convergent subsequence of representatives. Because metric limits are unique, the limit supplied by [L1] must be the given .
That subsequence is the required one.
Convergence in implies convergence in measure
Statement
Let , let , and choose measurable representatives . If , then in measure.
Facts & Assumptions
Given: Representatives of classes with .
Convergence in measure means the bad-set measures tend to for every (Convergence in measure).
The class norm agrees with the representative norm (The norm descends to the quotient and makes a normed space for ).
Chebyshev-Markov gives for nonnegative measurable (Chebyshev-Markov inequality for the integral).
If , then almost everywhere (The essential supremum is attained as the least essential bound).
Proof
Proof technique: For , apply Chebyshev-Markov to . For , the essential-supremum bound makes the bad set null for all large .
Assume and fix . Apply [L3] to [L2, L3, given, algebra] and : By [L2], the right-hand side tends to .
Assume and fix . Because , [L2, L4, given] for all large one has . Then [L4] gives almost everywhere, so Hence the bad-set measures are eventually .
Step 1.1 proves the finite- case and step 1.2 proves the [step 1.1, step 1.2, L1] case, so [L1] gives convergence in measure. ∎
Finite-measure includes into for
Statement
Let be a measure space with .
- If and , then and
- If and , then and
Facts & Assumptions
Given: A finite measure space .
Holder's inequality for integrals is available (Holder's inequality for integrals, including the endpoint cases).
Conjugate exponents are defined in Conjugate exponents, including the endpoint conventions.
and are the measurable-function spaces of The function space for and The space of essentially bounded measurable functions.
If , then almost everywhere (The essential supremum is attained as the least essential bound).
Proof
Proof technique: Write as and apply Holder with exponents and . The finite total measure contributes the factor .
Suppose and put [L1, L2, L3, given, algebra] Then and , so [L2] makes them conjugate. Apply [L1] to the functions and : Taking -th roots gives the claimed bound.
If , then [L3, L4, given, algebra] Indeed, almost everywhere by [L4]. Thus and .
Steps 1.1 and 1.2 prove the finite-measure inclusion laws.
includes into for
Statement
Let . If , then . When one has
and when one has
Facts & Assumptions
Given: A real sequence in .
is of counting measure on ( is the space of counting measure, Counting measure on an arbitrary set, Counting measure is a measure).
Real powers obey the usual laws, and for fixed base the map is strictly increasing (Real powers for positive bases, with the zero-base positive-exponent convention, The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents, The exponential function is strictly increasing).
Proof
Proof technique: For counting measure, only finitely many terms can exceed when a sequence lies in . Split the series at that finite set and compare to on the tail where .
If , then for each , [L1] so taking -th roots gives . Hence .
Assume . Because , only finitely many indices can satisfy ; otherwise the -series would dominate the divergent sum of infinitely many 's. Thus for all sufficiently large . Since , one has on that tail, so converges.
For every , [step 1.1, step 1.2, L1, algebra] Using step 1.1, this becomes Letting yields , hence .
Step 1.1 proves the endpoint , and step 2.1 proves the finite- estimate.
Lyapunov interpolation inequality for norms
Statement
Let and let satisfy
If , then and
Facts & Assumptions
Given: Exponents and a function .
Holder's inequality for integrals is available (Holder's inequality for integrals, including the endpoint cases).
Conjugate exponents are defined in Conjugate exponents, including the endpoint conventions.
Membership in means finiteness of the -power integral (The function space for ).
Proof
Proof technique: If , rewrite as the product and apply Holder with conjugate exponents and .
Put [L1, L2, L3, given, algebra] Then so [L2] makes and conjugate exponents. Also Applying [L1] to the factors and therefore yields
Taking -th roots yields the Lyapunov interpolation inequality, and the right-hand side is finite by [L3], so .
Lyapunov inequality is equivalent to log-convexity of the reciprocal-exponent norm profile
Fix a measurable and an interval of exponents on which every is finite and positive. Write
Then Lyapunov interpolation inequality for norms says exactly that
whenever . Equivalently,
So the map is log-convex in the sense of Log-convex positive functions on the reciprocal-exponent interval, and conversely that log-convexity is exactly the Lyapunov interpolation statement.
norms converge to the essential supremum for essentially bounded functions
Statement
Let , let , and put . Then for every finite and
Facts & Assumptions
Given: A real exponent and a function .
If , then almost everywhere and is the least essential bound (The essential supremum is attained as the least essential bound).
Membership in and is defined in The function space for and The space of essentially bounded measurable functions.
The nonnegative integral is monotone and homogeneous (Monotonicity and nonnegative homogeneity of the nonnegative integral).
Proof
If , then [L1] gives almost everywhere, so for every finite . Hence for all such , and the conclusion follows in this case.
Assume from now on that . For every finite , one has because [L1] gives almost everywhere. Thus and In particular,
Fix with . Because is the least essential bound, the set has positive measure. For every finite , step 1.2 gives , so forces . Therefore and letting gives
Because was arbitrary in the case , step 2.1 yields . Combined with step 1.2, this proves , while step 1.1 already handled the case .
The parallelogram law in
Statement
For one has
Facts & Assumptions
Given: Classes with measurable representatives .
The norm is well defined on quotient classes (The norm descends to the quotient and makes a normed space for ).
Products of two functions lie in (Generalized Holder inequality puts products into ).
The Lebesgue integral is linear on (The Lebesgue integral is linear on ).
Proof
Proof technique: Expand pointwise to and integrate.
Because , step [L2] puts in , so every term [L2, L3, given, algebra] in the algebraic expansions below is integrable. Pointwise, Integrating and using [L3] gives
Rewriting the four integrals as , , [step 1.1, L1] , and is legitimate by [L1]. That yields the parallelogram identity. ∎
The -functional need not be a norm for
Statement
Let . Then the functional
on need not satisfy the triangle inequality. Consequently it is not a norm in general in the sense of A norm on a real vector space, the induced metric, and the dictionary with the metric axioms.
Facts & Assumptions
Given: A real exponent .
Real powers are defined for positive bases and obey the exponent laws; for fixed base , the map is strictly increasing (Real powers for positive bases, with the zero-base positive-exponent convention, The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents, The exponential function is strictly increasing).
A norm must satisfy the triangle inequality (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).
Counting measure on a two-point set is a measure (Counting measure on an arbitrary set, Counting measure is a measure).
Proof
Proof technique: Use two disjoint equal-mass indicators, so the triangle inequality becomes the scalar inequality , which fails because .
Work on the two-point counting space from [L3]. Let [L3, given] and . Then
Because , one has . Strict monotonicity in [L1] therefore [L1, step 1.1] gives So
The triangle inequality from [L2] fails on this concrete measure space, so [L2, step 2.1] the -functional is not a norm in general for . ∎
The distance for is a complete translation-invariant metric
Statement
Let and let denote the set of almost-everywhere classes of functions in . Define
Then is a translation-invariant metric on , and is complete.
Facts & Assumptions
Given: A measure space and an exponent .
The class notation means almost-everywhere equivalence classes of representatives (The space as the quotient by null functions).
A metric and a complete metric space are defined in Metric space: iff , symmetry, and the triangle inequality; pseudometric and ultrametric and Complete metric space: every Cauchy sequence converges in the space.
Monotone convergence, dominated convergence, and measurability of pointwise limits are available (Monotone convergence for the integral, Dominated convergence, Sequential suprema, infima, limsup, liminf, and pointwise limits of measurable functions are measurable).
Zero nonnegative integral means zero almost everywhere (A nonnegative measurable function has integral exactly when it vanishes almost everywhere).
Sums, scalar multiples, absolute values, and pointwise limits of measurable functions are measurable (Closure properties of measurable functions used by the integral).
Countable unions of measurable null sets are measurable and null (Finite and countable subadditivity of measures).
For and nonnegative reals , Indeed, if the claim is trivial. Otherwise set , , and . Then and . If , then , so because ; strict increase of the exponential and the definition of real power therefore give . The same holds for . Hence (Real powers for positive bases, with the zero-base positive-exponent convention, Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm, The exponential function is strictly increasing) [given]
Proof
Proof technique: Because for , defines a metric on quotient classes and is translation invariant. Completeness follows by repeating the Riesz-Fischer telescoping argument without taking -th roots.
If and , then and vanish almost everywhere. Outside the union of those two null sets, one has , so almost everywhere. Hence is well defined. The same union-of-null-sets argument shows that addition and scalar multiplication descend to the quotient classes, and the inequality in [L7] shows that is closed under those operations.
Symmetry of is immediate. If , then , so almost everywhere and hence . For the triangle inequality, the pointwise inequality from [L7] gives [L2, L4, L7] and integrating yields Thus [L2] makes a metric.
Let be Cauchy in . Choose by least indices a subsequence with [L3, L5, given, choose] Choose representatives of and define Each is measurable and integrable, and [L3] gives a measurable pointwise limit with Hence almost everywhere.
Translation invariance is pointwise: [step 1.1]
Fix outside the null set where . Then , so the terms tend to . Thus for all large , and then [step 1.3, L3, L7] So the real series converges by comparison with , which makes converge to some real value . By [L3], the resulting function is measurable. Also Integrating and using monotone convergence on the tails yields
Because is Cauchy, given choose with for , then choose with and from step 2.2. The triangle inequality from step 1.2 gives for all . Hence is complete.
Steps 1.2 and 2.1 prove that is a translation-invariant metric, and step 3.1 proves completeness.
The -power triangle inequality for nonnegative functions when
Statement
Let and let be nonnegative. Then
Equivalently,
Facts & Assumptions
Given: An exponent and nonnegative functions .
For and nonnegative reals one has (The distance for is a complete translation-invariant metric).
The nonnegative integral is monotone and additive (Monotonicity and nonnegative homogeneity of the nonnegative integral, Additivity of the nonnegative Lebesgue integral).
Proof
Proof technique: For nonnegative numbers and one has . Apply this pointwise to and and integrate.
The scalar inequality [L1] applied pointwise gives [L1, given]
Integrating and using monotonicity and additivity from [L2] yields [step 1.1, L2] This is exactly the displayed inequality. ∎
completeness and the Banach-property wording
Riesz-Fischer completeness of for proves the mathematics this page needs: with the descended norm, is complete for . Later functional-analysis pages supply the vocabulary seam by naming a complete normed space a Banach space. The terminology is deferred; the completeness proof is not.
5 · Examples, counterexamples and false statements
None yet.
Sources
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- Sheldon Axler, Measure, Integration & Real Analysis, Section 7A
- John K. Hunter, Measure Theory, Definition 7.3
- John K. Hunter, Measure Theory, Section 7.1
- Sheldon Axler, Measure, Integration & Real Analysis, Definition 7.15
- Sheldon Axler, Measure, Integration & Real Analysis, Definition 7.17
- John K. Hunter, Measure Theory, Section 7.4
- Sheldon Axler, Measure, Integration & Real Analysis, Section 7B
- Richard L. Wheeden and Antoni Zygmund, Measure and Integral, Chapter 8
- Sheldon Axler, Measure, Integration & Real Analysis, Example 2.55 and Chapter 7
- Sheldon Axler, Measure, Integration & Real Analysis, Holder's Inequality
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- Sheldon Axler, Measure, Integration & Real Analysis, Minkowski's Inequality
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