Bourbaki

Proposition 20

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

Integration, chapter IV, § 5. Measurable functions and sets

— Let F be a Banach space, equipped with the uniform structure defined by its norm.

(i) For every μ\mu-measurable subset A of X, the topology of convergence in measure is compatible with the vector space structure of S(A,μ;F)\mathscr{S}(A, \mu; F).

(ii) The space K(X;F)\mathscr{K}(X; F) is dense in S(X,μ;F)\mathscr{S}(X, \mu; F).

(iii) For every real number p≥1p \geq 1, the topology induced on the space LFp(X,μ)\mathscr{L}_F^p(X, \mu) by the topology of convergence in measure is coarser than the topology of convergence in mean of order pp.

(i) For every μ\mu-integrable subset B of A and every δ>0\delta > 0, denote by T(B,δ)T(B, \delta) the set of f∈S(A,μ;F)f \in \mathscr{S}(A, \mu; F) for which the set C of x∈Bx \in B such that ∣f(x)∣≥δ|f(x)| \geq \delta satisfies the relation ∣μ∣(C)≤δ|\mu|(C) \leq \delta; it is clear that if VδV_\delta is the entourage of F formed by the pairs (y,z)(y, z) such that ∣y−z∣≤δ|y - z| \leq \delta, the entourage W(Vδ,B,δ)W(V_\delta, B, \delta) is the set of pairs (f,g)(f, g) of measurable mappings of A into F such that f−g∈T(B,δ)f - g \in T(B, \delta). It is clear that the sets T(B,δ)T(B, \delta) are symmetric, and that T(B,δ)+T(B,δ)⊂T(B,2δ)T(B, \delta) + T(B, \delta) \subset T(B, 2\delta) and T(B,∣α∣δ)⊂αT(B,δ)T(B, |\alpha|\delta) \subset \alpha T(B, \delta) for every nonzero scalar α\alpha such that ∣α∣≤1|\alpha| \leq 1; it therefore suffices to verify that the sets T(B,δ)T(B, \delta) are absorbent (TVS, I, §1, No. 5, Prop. 4). Now, if ff is a μ\mu-measurable mapping of A into F, the numerical function ∣f∣|f| is also μ\mu-measurable (No. 3, Cor. 6 of Th. 1). Let CnC_n be the set of x∈Bx \in B such that ∣f(x)∣≥n|f(x)| \geq n; the CnC_n form a decreasing sequence of integrable sets whose intersection is empty; therefore there exists an integer nn such that ∣μ∣(Cn)≤δ|\mu|(C_n) \leq \delta (§ 4, No. 5, Cor. of Prop. 7); we can moreover suppose that nn is taken sufficiently large that 1/n≤δ1/n \leq \delta; then f/n2∈T(B,δ)f/n^2 \in T(B, \delta), which completes the proof of assertion (i).

(iii) The relation ∫∣f∣pd∣μ∣≤δp+1\int |f|^p d|\mu| \leq \delta^{p+1} implies that if CC is the set of x∈Xx \in X such that ∣f(x)∣≥δ|f(x)| \geq \delta, then

δp∣μ∣∗(C)≤∫∣f∣pd∣μ∣≤δp+1, \delta^p |\mu|^*(C) \leq \int |f|^p d|\mu| \leq \delta^{p+1},

whence ∣μ∣∗(C)≤δ|\mu|^*(C) \leq \delta, which proves (iii).

(ii) In view of (iii), it suffices to show for example that LF1\mathscr{L}_F^1 is dense in SF\mathscr{S}_F, since by definition H(X;F)\mathscr{H}(X; F) is dense in LF1\mathscr{L}_F^1 for the topology of convergence in mean. Now, let ff be any element of SF\mathscr{S}_F and let T(B,δ)T(B, \delta) be a neighborhood of 0 in this space; we see as in (i) that there exists an integrable subset CC of BB such that ∣μ∣(C)≤δ|\mu|(C) \leq \delta and such that ff is bounded on B−CB - C; denoting then by gg the function equal to ff on B−CB - C and to 0 on X−(B−C)X - (B - C), it follows from No. 6, Th. 5 that gg is integrable, and obviously f−g∈T(B,δ)f - g \in T(B, \delta).

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

Cited by

Cites

Transcribed from the printed volume. Not translated.