Bourbaki

Remark

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

Integration, chapter IV, § 6. Convexity inequalities

— 1) Every bounded continuous function ff on XX with values in FF belongs to LF∞\mathscr{L}_F^\infty, and

N∞(f)≤∥f∥=sup⁡x∈X∣f(x)∣. N_\infty(f) \leq \| f \| = \sup_{x \in X} |f(x)| .

In order that N∞(f)=∥f∥N_\infty(f) = \|f\| for every bounded continuous function ff, it is necessary and sufficient that the support of the measure μ\mu be equal to XX. For, if there exists a continuous function ff with negligible compact support and not identically zero, then N∞(f)=0N_\infty(f) = 0 and ∥f∥>0\|f\| > 0. Conversely, if the support of μ\mu is equal to XX then, for every bounded continuous function ff and every number α<∥f∥\alpha < \|f\|, the set of x∈Xx \in X such that ∣f(x)∣>α|f(x)| > \alpha is open and nonempty, hence has outer measure >0> 0, which shows that N∞(f)=∥f∥N_\infty(f) = \|f\|.

When the support of μ\mu is equal to XX, we may therefore identify the normed space Cb(X;F)C^b(X; F), of bounded continuous functions on XX with values in FF, with a subspace of the space LF∞L_F^\infty. Since LF∞L_F^\infty is not in general Hausdorff, the subspace Cb(X;F)C^b(X; F) is not in general closed in LF∞L_F^\infty, but its canonical image in LF∞L_F^\infty is a closed subspace of LF∞L_F^\infty (which can moreover be identified with Cb(X;F)C^b(X; F) in the case contemplated). In general, Cb(X;F)C^b(X; F) is distinct from LF∞L_F^\infty, that is, for an arbitrary bounded measurable function ff, there does not in general exist a continuous function gg equal to ff locally almost everywhere (§ 5, Exer. 12). This implies that the space H(X;F)\mathscr{H}(X; F) of mappings of XX into FF, continuous with compact support, is in general not dense in LF∞L_F^\infty, whereas it is dense in each of the spaces LFpL_F^p for 1≤p<+∞1 \leq p < +\infty (§ 3, No. 4. Def. 2).

2) It is immediate that the topology defined by the semi-norm N∞N_\infty is finer than the topology induced on LF∞L_F^\infty by the topology of convergence in measure (§ 5, No. 11).

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

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Cites

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