1
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1answer
48 views

Complex Measures: Integration

Disclaimer: This thread is meant as record and written in Q&A style. Additional answers are heartly welcome, too! Integration w.r.t. complex measure usually is defined via the Radon-Nikodym ...
0
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1answer
50 views

Spectral Measures: Integration

Given a Hilbert space $\mathcal{H}$ and spectral a measure $E:\Sigma(\Omega)\to\mathcal{B}(\mathcal{H})$. How to define the integral for unbounded measurable functions: ...
1
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1answer
66 views

Bochner: Lebesgue Obsolete?

Bochner's notion of integral: $$F\text{ Bochner integrable}:\iff \exists S_n\in\mathcal{S}:\quad \int\|S_m-S_n\|\mathrm{d}\mu\to 0\quad(S_n\to F)$$ This version totally circumvents Lebesgue's notion ...
0
votes
2answers
52 views

Extending Positive Functionals: Linearity

How does regularity provide linearity? Given the full Banach space of bounded functions over a suitable set: $$\mathcal{B}:=\{f:\Omega\to \mathbb{C}:\|f\|_\Omega<\infty\}$$ and a linear subspace ...
2
votes
2answers
54 views

Banach Space: Open Unit Ball Totally Bounded?

Just to be sure: In an infinite dimensional Banach space the open unit ball cannot be totally bounded, right? The context is that I need this in order to find a lack in here...
18
votes
1answer
496 views

Reinventing The Wheel - Part 2: The Lebesgue Integral

Disclaimer After struggling for some time to find an appropriate definition for the notion of integration I came across another attempt for which I would need your help deciding to what extend this ...
1
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0answers
25 views

Helffer-Sjöstrand-Formula: Idea behind?

I have to present the Helffer-Sjöstrand-Formula. Now I'm wondering: Why does it include a factor $\chi(y\langle x\rangle^{-1})$ for some bump function $\chi$ and the chinese symbol ...
1
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1answer
38 views

Finite Measure Space: Integral Closure = Bochner Integral

I can't sleep for so long time as the integral gives me headaches. I was looking for so many approaches. Now another one. Hope this works... Let $\Omega$ be a finite measure space and $E$ a Banach ...
2
votes
1answer
53 views

Simple Functions: Uniform Convergence

In the proof to proposition 4.2 of 'The Riemann Integral' it is stated that the net of simple functions converges uniformly for continuous functions. This question aims to prove this in a general ...
2
votes
1answer
32 views

Exercise on L^p spaces

Let $f$ be a function of $L^p([0,2]) \>\> \forall p \in [1, \infty )$ and suppose $||f||_p \leq 1$. Show that $f$ belongs to $L^{\infty}([0,2])$ and $||f||_{\infty} \leq 1$.
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0answers
41 views

Holomorphic Functional Calculus

Framework: Consider a Banach space: $$(E,\|\cdot\|)$$ Given an unbounded operator: $$T:\mathcal{D}(T)\to E\qquad\mathcal{D}(T)\subseteq E$$ together with its resolvent map: ...
8
votes
2answers
476 views

Reinventing The Wheel - Part 1: The Riemann Integral [closed]

Preface The core of any notion of integral is some sort of weighted sum: $$\sum b\mu(A)$$ Depending on wether the domain or range is decomposed these split into Riemann and Lebesgue type ones: ...
7
votes
2answers
213 views

Integration in Banach spaces - interesting, nice and non-trivial examples needed

I am interested in $\textbf{Integration in Banach spaces}$. Here is a little motivation for my question: Let $\left(X,\|\cdot\| \right)$ be a Banach space, $a,b \in \mathbb{R}$ with $a<b$ and $f ...
3
votes
1answer
53 views

Convergence in $L^1$ of a sequence of functions

I have to see if the following sequence of functions is convergent in the space $L^1[(0,\infty)]$ $$f_n(x)= n\frac{\exp\left(-\frac{n}{2x^2}\right)}{x^3}$$ By definition, $f_n(x)$ is convergent in ...
4
votes
2answers
122 views

Banach space integral via defining it in $X^{**}$ and then proving it's in $X$

Vector-valued integration is something I generally try not to think about very much. I have the impression that it can be a sort of "rabbit hole" of a subtlety if one allows it to be. So, I tend to ...
1
vote
1answer
28 views

$K(t,x)=\inf_{x=a+b,\ a\in X,\ b\in Y}\{\|a\|_X+t\|b\|_Y\}$ and $\int_0^\infty \frac{|K(t,x)|^p}{t}dt<\infty$ implies $x=0$?

Let $X,Y$ be two Banach spaces with respective norms $\|\cdot\|_X$ and $\|\cdot\|_Y$. Suppose that $X$ and $Y$ are subsets of a vector space $Z$. Define $K(t,x)$ for $t\in (0,\infty)$ and $x\in X+Y$ ...
2
votes
1answer
78 views

$F_N(t)=\int_{-1/N}^0\overline{f}(t+h)dh$ implies $\|F_N\|_{L^2((0,T); X)}\leq\|f\|_{L^2((0,T); X)}$?

Let $f\in L^2((0,T); X)$ where $X$ is a Banach space and $0<T<\infty$. Define $F_N: \mathbb{R}\to X$ by $$F_N(t)=\int_{-1/N}^0\overline{f}(t+h)dh$$ where $\overline{f}$ is the extension by $0$ ...
1
vote
1answer
131 views

$L_p$ spaces and convergence

The Riesz-Fischer Theorem implies that Lp-convergence implies pointwise a.e. convergence of a subsequence. There is an example that shows that the converse may not be true... Let E = [0, 1], $1 ...
1
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0answers
73 views

(Real Analysis) Integration of two functions

Note ($\Omega,A,\mu)$ is a finite additive space. Let $f\in \bar S(A, \mathbb{R})$ and $y\in Y$ where $Y$ is Banach space. Prove $\int _\Omega yf d\mu = y \int _\Omega f d\mu$. Also, for any $X\in A$, ...
2
votes
1answer
79 views

Tensoring subspaces

Let $X$ be a Banach space, $E\subset X$, be a subspace and let $\hat{\otimes}$ denote the projective tensor product. Denote $L_1 = L_1 [0,1]$. Does $E\hat{\otimes} L_1$ embed into $X \hat{\otimes} ...
12
votes
2answers
594 views

Isomorphic embedding of $L^{p}(\Omega)$ into $L^{p}(\Omega \times \Omega)$?

Let $(\Omega,\mu)$ be a finite measure space such that $\mu(\Omega)=1$. Suppose $1\leq p \leq \infty$. Let $\psi \colon L^p(\Omega) \to L^p(\Omega \times \Omega)$ be the map which maps $f$ onto the ...
2
votes
1answer
58 views

$a\mapsto \log\left(\lVert f\lVert_{1/a}\right)$ is a convex map

Proof for $a\in (0,1)$ that $a\to F(a)= \log\left(\lVert f\lVert_{1/a}\right)$ is a convex map, if $f\in L^p(X)$ for all $p\geq1$ in some measure space $(X,\mu)$. I'd like to prove that for all ...
3
votes
0answers
137 views

What is the Dunford Integral and why is it useful?

Wikipedia defines the Pettis Integral for Banach space valued functions on a measure space by duality. Apparently there is a Dunford integral which specializes to the Pettis integral. What is its ...
0
votes
1answer
69 views

reference for conditional expectation

Suppose $1\leq p<\infty$. Let $E$ be a Banach space. Consider a filtration $F_n$ on some probability space $\Omega$. Let $X\in L^p(\Omega,E)$ where $L^p(\Omega,E)$ denote the Bochner space. In ...
3
votes
2answers
308 views

The Radon–Nikodým theorem for vector valued measures

I am looking for a proof of the Radon–Nikodým theorem in the case of vector valued measures. Many textbooks cover the scalar case. The book I am reading mentions the vector valued case but does not ...
10
votes
1answer
369 views

Proof of Hölder inequality by differentiation

I need a reference where we can read a proof of the inequality $\|f\|_r\leq \|f\|_p^{1-\theta}\|f\|_q^\theta$ where $\frac{1}{r}=\frac{1-\theta}{p}+\frac{\theta}{q}$ for $L^p$-spaces of a measure ...