This document defines L1 spaces and shows that:
1) L1(X, μ) is a metric space with the metric d(f,g) defined as the integral of the absolute value of the difference between f and g.
2) L1(X, μ) is also a Banach space, meaning it is complete with respect to the metric. This is shown by taking a Cauchy sequence in L1 and constructing its limit.
3) The limit construction uses a subsequence argument and the Lebesgue dominated convergence theorem to show the sequence of partial sums of the subsequence converges in the L1 norm.
This document defines L1 spaces and shows that:
1) L1(X, μ) is a metric space with the metric d(f,g) defined as the integral of the absolute value of the difference between f and g.
2) L1(X, μ) is also a Banach space, meaning it is complete with respect to the metric. This is shown by taking a Cauchy sequence in L1 and constructing its limit.
3) The limit construction uses a subsequence argument and the Lebesgue dominated convergence theorem to show the sequence of partial sums of the subsequence converges in the L1 norm.
This document defines L1 spaces and shows that:
1) L1(X, μ) is a metric space with the metric d(f,g) defined as the integral of the absolute value of the difference between f and g.
2) L1(X, μ) is also a Banach space, meaning it is complete with respect to the metric. This is shown by taking a Cauchy sequence in L1 and constructing its limit.
3) The limit construction uses a subsequence argument and the Lebesgue dominated convergence theorem to show the sequence of partial sums of the subsequence converges in the L1 norm.
This document defines L1 spaces and shows that:
1) L1(X, μ) is a metric space with the metric d(f,g) defined as the integral of the absolute value of the difference between f and g.
2) L1(X, μ) is also a Banach space, meaning it is complete with respect to the metric. This is shown by taking a Cauchy sequence in L1 and constructing its limit.
3) The limit construction uses a subsequence argument and the Lebesgue dominated convergence theorem to show the sequence of partial sums of the subsequence converges in the L1 norm.
� We define L(µ, F) = {f : X → R|measurable and E |f |dµ < ∞}. Then we define L1 (X, µ) = {x ∈ L(µ, F)}/a.e.. f ∈ L1 (X, µ) is an equivalence class of elements of L(µ, � F), that is f = [g] = {g � ∈ L(µ, F)|g − g � = 0 off a set of measure 0}. We know E |f |dµ = 0 ⇒ |f | = 0 except on a set of measure 0. We want to show that the equivalence class defined above is in fact an equivalence class. We check that f − g = 0 on X \ E for some set E, µ(E) = 0 is an equivalence relation. We check transitivity f − g = 0 on X \ E, µ(E) = 0 and g − h = 0 on X \ F , µ(F ) = 0, then f − h = 0 on X \ (E ∪ F ), µ(E ∪ F ) = 0. So in fact L1 (X, µ) = {[f ]a.e. |f ∈ L(µ, F)}.
� Theorem. L1 (X, µ) is a metric space with the metric d(f, g) = E |f − g|dµ. 1. d : L� × L� → [0, ∞), d([f ], [g]) = E |f − g|dµ, f ∈ [f ], g ∈ [g]. It is clear that � Proof. working with equivalence classes doesn’t matter so its well defined (also d(f, g) = 0 ⇒ [f ] = [g])
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2. d(f, g) = d(g, f ), clear from definitions.
� 3. d(f, g) ≤ d(f, h) + d(h, g), ∀f, g, h ∈ L1 (X, µ). We write �f �L1 = X |f |dµ. So we would like to show that �f − g�L1 ≤ �f − h�L1 + �h − g�L1 . Set f � = f − h, g � = h − g so �f � + g � �L1 ≤ �f �L1 + �g � �L1 . This is true by monotonicity and linearity of the integral.
We go ahead and do the same sort of construction but for complex functions. We have (X, F, µ). Now f : X → C. We have the following definitions 1. f : X → C is measurable ⇔ f = u + iv, u, v are measurable. � 2. f integrable iff |f | = (|u|2 + |v |2 )1/2 is integrable over E, i.e. E |f |dµ < ∞. If f is integrable and complex valued we say f ∈ L(X, µ). Its a linear space for all of the same reasons as L1 . � � � � Theorem. f ∈ L ⇒ f ∈ L and E f dµ = E f dµ, and | E f dµ| ≤ E |f |dµ. � Proof. Let a = E f dµ ∈ C, then � � a a |a| = f dµ = f dµ |a| E E |a| � � � Write this in the form udµ + i vdµ, but i vdµ = 0 (because its an absolute value), so � � � � udµ ≤ |u|dµ ≤ |g |dµ = |f |dµ E E E E
We defined the normed space L1 (X, µ). This is also a metric with metric d(f, g) = �f −g�. We can ask questions like is this complete? Definition. A Banach Space is a complete normed space. i.e. every Cauchy sequence in L1 (X, µ) is convergent. Theorem. L1 (X, µ) is a Banach Space.
26 Proof. A Cauchy sequence is a sequence with its limit point stolen, so we want to construct a limit for the sequence fj ∈ L1 (X, µ) to show that it exists. For fj and ∀�, ∃N such that n, m ≥ N then �fn − fm � < �. Lemma. If ∃ a convergent subsequence of a Cauchy sequence then the Cauchy sequence converges. Proof. trivial First a corollary of the Lebesgue dominated convergence theorem. Corollary. If ∞ � � �∞ n=1 E |fn |dµ < ∞ then n=1 fn converges absolutely a.e. on E.
Proof. Let g = ∞ � n=1 |fn | Then
� ∞ � � gdµ = |fn |dµ < ∞ E n=1 E
so g ∈ L1 and g is finite a.e. on E. So
∞ � fn n=1
converges absolutely on E. Suppose we have a sequence fi such that �fn − fm � < � for n, m ≥ N . Choose a −n subsequence fk such that��fn+1 − fn � ≤ 2� . Set g1 = f1 , g2 = f2 − f1 and in general n n gn = fn − fn−1 and fn = k=1 gk (x). Now, k=1 �gk �1 converges, since n n � � 1 �gk �1 ≤ �g1 �1 + 2−k ≤ �f1 � + , ∀n k=1 n=2 2
Now define ∞ � g(x) = |gk (x)| i=1
this exists as an extension of the real numbers and most importantly
� ∞ � � ∞ � � � |g |dµ = |gk (x)|dµ = |gk |dµ = �gk � < ∞ X X k=1 k=1 X
so g ∈ L1 . So in fact the sum converges pointwise and off a set of measure 0. Define a new function g˜ which is just g, but define it as 0 where g does not exist. Then obviously g˜ ∈ L1 . Now the series � N gk (x) = fN k=1
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converges pointwise and absolutely. And furthermore, | N
� k=1 gk (x)| ≤ g̃. Suppose the series converges to f . By the lebesgue dominated convergence theorem
