Normed Linear Spaces
Let 𝐸 be a measurable set of real numbers.
Let 𝐹 be the collection of measurable extended real valued function on 𝐸 that
are finite a.e. on 𝐸.
Let’s define two functions in 𝐹 to be equivalent, 𝑓 ≅ 𝑔, if 𝑓 (𝑥 ) = 𝑔(𝑥) for
almost all 𝑥 ∈ 𝐸.
≅ is an equivalence relation (i.e. it’s reflexive, symmetric, and transitive).
So we can partition 𝐹 into 𝐹⁄≅ , equivalence classes of functions.
Notice that 𝐹⁄≅ is a linear space: 𝛼𝑓 + 𝛽𝑔 ∈ 𝐹 if 𝑓, 𝑔 ∈ 𝐹 and
𝛼, 𝛽 ∈ ℝ, and the zero element is the class of functions that are 0 a.e. on 𝐸.
Def. 𝑳𝒑 (𝑬) = {𝑓 ∈ 𝐹⁄≅ | ∫𝐸 |𝑓|𝑝 < ∞}; 1 ≤ 𝑝 < ∞.
Notice that 𝐿𝑝 (𝐸 ) is a linear subspace of 𝐹⁄≅ since for any 𝑎, 𝑏 ∈ ℝ:
|𝑎 + 𝑏| ≤ |𝑎| + |𝑏| ≤ 2max {|𝑎|, |𝑏|}
So |𝑎 + 𝑏|𝑝 ≤ 2𝑝 (max{|𝑎|, |𝑏|})𝑝 ≤ 2𝑝 (|𝑎|𝑝 + |𝑏|𝑝 ).
Thus if 𝑓, 𝑔 ∈ 𝐿𝑝 (𝐸 ) then 𝛼𝑓 ∈ 𝐿𝑝 (𝐸 ) because
∫𝐸 |𝛼𝑓|𝑝 = |𝛼|𝑝 ∫𝐸 |𝑓|𝑝 < ∞.
And 𝑓 + 𝑔 ∈ 𝐿𝑝 (𝐸 ) because |𝑓 + 𝑔|𝑝 ≤ 2𝑝 (|𝑓 |𝑝 + |𝑔|𝑝 )
So ∫𝐸 |𝑓 + 𝑔|𝑝 ≤ ∫𝐸 2𝑝 (|𝑓 |𝑝 + |𝑔|𝑝 ) = 2𝑝 (∫𝐸 |𝑓 |𝑝 + ∫𝐸 |𝑔|𝑝 ) < ∞.
, 2
So 𝛼𝑓 + 𝛽𝑔 ∈ 𝐿𝑝 (𝐸 ).
Clearly 𝑓 = 0 a.e. on 𝐸 is also in 𝐿𝑝 (𝐸 ).
Notice that 𝐿1 (𝐸 ) is just the integrable functions over 𝐸.
Def. 𝑓 ∈ 𝐹 is called essentially bounded if there is come 𝑀 ≥ 0 such that
|𝑓(𝑥 )| ≤ 𝑀 for almost all 𝑥 ∈ 𝐸. 𝑀 is called an essential upper bound for 𝑓.
1
Ex. 𝑓 (𝑥 ) = if 𝑥 ∈ ℚ, 𝑥 ≠ 0
𝑥
= 2 if 𝑥 ∉ ℚ, 𝑥 ≠ 0
Is essentially bounded on (−∞, ∞) because |𝑓 (𝑥 )| ≤ 2 a.e..
1
Ex. 𝑓(𝑥 ) = if 𝑥 ∉ ℚ, 𝑥 ≠ 0
𝑥
= 2 if 𝑥 ∈ ℚ, 𝑥 ≠ 0
Is not essentially bounded on (−∞, ∞).
Def. 𝑳∞ (𝑬) is the set of essentially bounded function on 𝐸.
𝐿∞ (𝐸 ) is also a linear subspace of 𝐹⁄≅.
Def. Real valued functions whose domain is a linear space such as 𝐿𝑝 (𝐸 ) are
called functionals.