Bourbaki

Exercise 15, § 5

Integration, V, p. 102

Bourbaki marks this one as harder than the rest.

Let H be a bounded subset of the space L1(T,μ)\mathscr{L}^1(T, \mu), H~\widetilde{H} its canonical image in the Banach space L1(T,μ)L^1(T, \mu). Show that the following conditions are equivalent:

α\alpha The following set of two conditions holds: α1\alpha_1 for every ε>0\varepsilon > 0, there exists a compact set L⊂TL \subset T such that ∫T−L∣f∣ dμ≤ε\int_{T - L} |f| \, d\mu \leq \varepsilon for all f∈Hf \in H; α2\alpha_2 for every ε>0\varepsilon > 0, there exists an η>0\eta > 0 such that, for every open set U of T such that μ∗(U)≤η\mu^*(U) \leq \eta, one has ∫U∣f∣ dμ≤ε\int_U |f| \, d\mu \leq \varepsilon for all f∈Hf \in H.

β\beta Both condition α1\alpha_1 and the following condition β2\beta_2 hold: β2\beta_2 for every compact set K⊂TK \subset T and every ε>0\varepsilon > 0, there exists an open neighborhood U of K such that ∫U−K∣f∣ dμ≤ε\int_{U - K} |f| \, d\mu \leq \varepsilon for all f∈Hf \in H.

γ) For every sequence (gn)(g_n) of functions in L∞\mathscr{L}^\infty, uniformly bounded and convergent in measure to a function gg, one has lim⁡n→∞∫fgn dμ=∫fg dμ\lim_{n \to \infty} \int f g_n \, d\mu = \int f g \, d\mu uniformly as ff runs over H\mathrm{H}.

δ) For every sequence (hn)(h_n) of functions continuous on T\mathrm{T} and tending to 0 at the point at infinity, uniformly bounded and such that lim⁡n→∞hn(t)=0\lim_{n \to \infty} h_n(t) = 0 for every t∈Tt \in \mathrm{T}, one has lim⁡n→∞∫fhn dμ=0\lim_{n \to \infty} \int f h_n \, d\mu = 0 uniformly as ff runs over H\mathrm{H}.

ζ) For every infinite sequence (Un)(\mathrm{U}_n) of pairwise disjoint open sets of T\mathrm{T}, one has lim⁡n→∞∫Unf dμ=0\lim_{n \to \infty} \int_{\mathrm{U}_n} f \, d\mu = 0 uniformly as ff runs over H\mathrm{H}.

(To show that ζ) implies β) and that β) implies α), use a 'gliding hump method' in the same way as in Exer. 13 b). Then prove that α) implies γ), that γ) implies δ), and that δ) implies ζ).)

If it is assumed moreover that, for every t∈Tt \in \mathrm{T} such that μ({t})≠0\mu(\{t\}) \neq 0, the set of f(t)f(t) is bounded in R\mathbf{R} as ff runs over H\mathrm{H}, show that the preceding conditions are equivalent to the condition:

θ) H~\widetilde{\mathrm{H}} is a relatively compact subset of L1L^1 for the weakened topology σ(L1,L∞)\sigma(L^1, L^\infty).

(To show that θ) implies β), argue by contradiction, using Šmulian's theorem (TVS, IV, §5, No. 3, Th. 2) and a 'gliding hump method'. To show that α) implies θ), show that H\mathrm{H} is bounded in L1\mathscr{L}^1, then apply Eberlein's theorem (TVS, IV, §5, No. 3, Th. 1), and make use of Exer. 14.)

Solution

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