Bourbaki

Proposition 4

Tag 08QT, permanent. Cite it as [Bourbaki, Tag 08QT].

Integration, IV, p. 21, § 3. LP spaces

Let B\mathscr{B} be a filter base on FFp\mathscr{F}_\mathbf{F}^p. Assume that there exists a compact set K⊂XK \subset X such that, for every set M∈BM \in \mathscr{B}, all of the mappings f∈Mf \in M have their support contained in K. Under these conditions, if B\mathscr{B} converges uniformly in X to f0f_0, then f0f_0 belongs to FFp\mathscr{F}_\mathbf{F}^p and B\mathscr{B} converges in mean of order pp to f0f_0.

It comes to the same thing to say that, on the set of mappings f∈FFpf \in \mathscr{F}_\mathbf{F}^p whose support is contained in a fixed compact set, the topology of uniform convergence is finer than the topology of convergence in mean of order pp.

For, let hh be a continuous mapping of X into [0,1][0,1], with compact support, equal to 1 on K (Ch. III, §1, No. 2, Lemma 1). For every ε>0\varepsilon > 0, there exists an M∈BM \in \mathscr{B} such that, for every mapping f∈Mf \in M, ∣f(x)−f0(x)∣≤εh(x)|f(x) - f_0(x)| \leq \varepsilon h(x) for all x∈Xx \in X. From this, it follows that Np(f−f0)≤εNp(h)N_p(f - f_0) \leq \varepsilon N_p(h), whence the proposition.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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