Bourbaki

Corollary

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

Integration, chapter IV, § 3. LP spaces

— Let AA be a set of indices, filtered by a filter F\mathfrak{F} having a countable base. If (fα)α∈A(f_\alpha)_{\alpha \in A} is a family of functions in LFp\mathscr{L}_F^p that, with respect to the filter F\mathfrak{F}, converge pointwise almost everywhere to a function ff, and if, moreover, there exists a numerical function g≥0g \geq 0 such that ∫∗gpd∣μ∣<+∞\int^* g^p d|\mu| < +\infty and ∣fα(x)∣≤g(x)|f_\alpha(x)| \leq g(x) almost everywhere in XX for each α∈A\alpha \in A, then the function ff is pp-th power integrable and fαf_\alpha tends in mean of order pp to ff with respect to the filter F\mathfrak{F}.

For, let (An)(A_n) be a decreasing countable base of F\mathfrak{F}, and let αn\alpha_n be any element of AnA_n; the sequence (fαn)(f_{\alpha_n}) converges pointwise to ff almost everywhere in XX, thus Th. 6 shows that ff is pp-th power integrable and that lim⁡n→∞Np(f−fαn)=0\lim_{n \to \infty} N_p(f - f_{\alpha_n}) = 0. Since F\mathfrak{F} is the intersection filter of the elementary filters associated with all such sequences (αn)(\alpha_n) (GT, I, §6, No. 8, Prop. 11), lim⁡FNp(f−fα)\lim_{\mathfrak{F}} N_p(f - f_\alpha) exists and is equal to the common limit 0 of all of the sequences (Np(f−fαn))(N_p(f - f_{\alpha_n})).

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

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Cites

  • I, §6, No. 8, Prop. 11 not yet on this site
  • Th. 6
Transcribed from the printed volume. Not translated.