Page 81 - DMTH505_MEASURE_THEOREY_AND_FUNCTIONAL_ANALYSIS
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Measure Theory and Functional Analysis




                    Notes                                       1
                                   In particular, m > n      f  –  f   <   k  .
                                                  k    m   n k  2
                                   Obviously n  < n  < n  … < n  < …
                                            1   2   3     k
                                   i.e. <n > is a monotonic increasing sequence of natural numbers.
                                        k
                                   Set g  =  f , then from above, we have
                                      k   n k
                                                                           1
                                                         g  – g    =  f  f  ,
                                                         2  1  p   n 2  n 2 p  2
                                                                           1
                                                         g  – g    =  f  f   ,
                                                         3  2  p   n 3  n 2 p  2 2
                                                        …   …    …     …   …
                                                        …   …    …     …   …

                                                                             1
                                                       g   – g    =  f  f      .
                                                       k + 1  k  p  n k 1  n k p  k
                                                                            2
                                                        …   …    …     …   …
                                                        …   …    …     …   …

                                   Adding these inequalities, we get

                                                                     1
                                                      g  k 1  g  k p  <   k  1                             … (i)
                                                   k 1            k 1  2

                                   Thus    g    g   is convergent. Define g such that
                                            k 1  k  p
                                        k 1


                                                           g (x) =  g (x)  g  k 1  g k  if R.H.S. is convergent  … (ii)
                                                                   1
                                                                        k 1       p
                                   and g (x) =  , if right hand side is divergent.
                                                                                         1
                                                     b               b       n           p
                                                          p
                                   Now,              |g(x)| dx  =  lim  |g (x)  g   g  p
                                                                 n      1        k 1  k  dx
                                                     a               a       k 1
                                                                            n
                                   or                        g   =  lim  g    g    g    (By Minkowski’s inequality)
                                                              p        1 p     k 1  k
                                                                 n                   p
                                                                           k 1

                                                               =   g   +   g  k 1  g  k  p  <   g   + 1,  [by (i)]
                                                                   1  p                1  p
                                                                        k 1
                                                                      p
                                                         g  <     g   L  [a, b].
                                                           p
                                   Let                        E = {x  [a, b] : g (x) =  }.






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