For questions about $L^p$ spaces, that is, given a measure space $(X,\mathcal F,\mu)$, the vector space of equivalence class of measurable functions with $p$-th power of the absolute value integrable. Question can be about properties of elements of these spaces, or when the ambient space on a ...

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4
votes
2answers
36 views

p-norm of a function

Let $f\in L^1(\mu)\cap L^\infty(\mu)$. I have proved for any $1<p<\infty$, $f\in L^p(\mu)$, $w(p)=||f||_p$ is continuous w.r.t. $p$, and $\lim_{p\to \infty}||f||_p=||f||_\infty$. Is $w(p)$ ...
2
votes
0answers
19 views

Preliminaries of the Martingale Representation Theorem

I cannot understand why we are taking a dense subset of $[0,T]$. Furthermore, I cannot see a result that would allow each such $g_n(B_{t_1},\ldots,B_{t_n})$ to be approximated in ...
0
votes
1answer
23 views

An application of Holder's inequality to show one norm is smaller than another

Let $p(s) = r(s) + m-1$ where $r:[0,T) \to [q,\infty)$ where $q \geq 2$ and $m > 1$ is fixed. Let $\text{Vol}(\Omega) = 1$. Then can we show that $$\lVert u \rVert_{L^{r(s)}(\Omega)} \leq ...
1
vote
1answer
27 views

Proving that weak limit in $L^p$ and strong limit in $H^{-1}$ are the same

Let $\Omega \subset \mathbb{R}^n$ be a bounded domain. Let $p \geq 1$ and suppose that $u_n \rightharpoonup u$ in $L^p(\Omega)$ and $u_n \to v$ in $H^{-1}(\Omega)$. How to show that $u=v$? I can do ...
1
vote
1answer
36 views

If $u_n^p \rightharpoonup v$ in $L^1$, then does it follow that $u_n \rightharpoonup v^{\frac 1p}$ in $L^p$?

Let $\Omega$ be a bounded domain. Suppose that $u_n^p \rightharpoonup v$ in $L^1(\Omega)$. Does it follow that $u_n \rightharpoonup v^{\frac 1p}$ in $L^p(\Omega)$?
2
votes
2answers
38 views

Monotonically approximate $L^p$ function by step function

It is a classical fact that a $L^p(R^d)$ ($1\leq p<+\infty$) function can be approximated by step functions with compact support, but my question will be, can we require that the step function is ...
1
vote
0answers
42 views

Prove that $f\in L^p[0,1]$ for all $p\in[1,2)$:

Given that $f:[0,1]\to[0,\infty)$ in $L^1$ such that $\int_E f$ $dm\leq\sqrt{m(E)}$ for every $E\subseteq[0,1]$ measurable, prove that $f\in L^p[0,1]$ for all $p\in[1,2)$. This is a qualifying ...
3
votes
1answer
32 views

need to prove an inequality with absolute value to the power of positive number

I need help to prove the inequalities in the following cases $ ||x|^p-|y|^p|\leq \begin{cases} |x-y|^p & \mathrm{if} \, 0<p<1\\ p|x-y|(x^{p-1}+y^{p-1}) & \mathrm{if} \, 1\leq p<\infty ...
2
votes
2answers
32 views

Closed subspaces of $L^2(0,1)$

I would like to prove that the almost-everywhere constant functions, and the functions whose integral is 0 are closed subspaces of $L^2(0,1)$. It's readily seen that they are subspaces. I'm finding ...
2
votes
1answer
64 views

An amazing inequality of the integration of two functions.

Let $f:[0,1]\longrightarrow\mathbb{R}$ be measurable and $g\in L^1[0,1]$ such that for all $t>0$, $$ \int_{|f(x)|>t}|g(x)|~\mathrm{d}x\leq \frac{3}{t^2}. $$ Prove that for $1<p<2$, $$ ...
0
votes
0answers
18 views

Pointwise weak convergence of a sequence in Bochner space; I only have a.e. pointwise

Let $\Omega$ is a bounded domain in $\mathbb{R}^n$. Let $\lVert b_n \rVert_{L^\infty((0,T);L^\infty(\Omega))} \leq C$ for all $n$. Suppose $b_n \rightharpoonup b$ in $L^q((0,T);L^q(\Omega))$ (for ...
1
vote
0answers
28 views

Differentiate a log of $L^p$ norm, don't understand this result

I'm reading this paper. In it, the authors show this lemma: And then they prove this lemma My question is: I have no idea how they get the result in Lemma 3.2. Do we not get $$\frac{d}{ds}\log ...
1
vote
0answers
63 views

Prove that $L^p+L^r$ is a Banach Space [closed]

all fine? If $1 \leq p < r \leq \infty,$ prove that $L^p + L^r$ is a Banach space with norm $\|f\|=\inf\{\|g\|_p + \|h\|_r ; f = g+h\},$ and if $p<q<r$, the inclusion map $L^q \to L^p + L^r$ ...
0
votes
1answer
33 views

Minkowski inequality for $l_p$ norm.

I'm trying to prove the Minkowski inequality for the $l_p$ norm: $$ \| f + g\|_p \le \|f\|_p + \|g\|_p $$ where $f,g : \mathbb{R}^n \rightarrow \mathbb{R}$ are Lebesgue measurable functions and $p ...
1
vote
1answer
20 views

Show with an example that this inclusion is not true if I has infinite measure. [closed]

If I has a finite measure, $L^q(I) \subset L^p(I)$ if $q>p$. Show with an example that this inclusion is not true if I has infinite measure.
0
votes
1answer
40 views

Prove an identity without using Hölder's inequality

How to prove the following without using Hölder's inequality : $$ \|f\|_{p} = \sup_{\|g\|_q =1} \int |fg| d\mu ; \frac{1}{p} + \frac{1}{q} =1$$
-1
votes
0answers
65 views

Norm inequality? [on hold]

What are best possible constants $K_1,K_2,K_3$ would the inequality \begin{align} K_1||f||_2||g||_2 \le K_2||f||_p||g||_q \le K_3||f||_1||g||_{\infty} \end{align} holds? for all $p>1$ with ...
3
votes
1answer
38 views

a function with infinity L^p norm

Let $1\leq p<\infty$, $1/p+1/q=1$. For a function $f$ with $||f||_q=\infty$, can we write $$ ||f||_q=\sup_{g\in L^p(\Omega),||g||_p\neq 0}\frac{\int_\Omega |fg|}{||g||_p}? $$ or $$ ...
7
votes
1answer
87 views

What information is contained in the function $p\mapsto ||f||_p$?

Given a measurable function $f:\mathbb{R}\rightarrow\mathbb{R}$, we obtain a function $\nu_f:(0,\infty)\rightarrow [0,\infty]$ defined by $\nu_f(p):=||f||_p$ This function $\nu_f$ will not ...
3
votes
0answers
40 views

Is $L^p$ separable?

Whether a $L^p(X,\mu)$ space is separable? I understand that the answer depends on $p$ and $X$. It seems to me that it is separable when $1\leq p < \infty, X=\mathbb{R}^n$ or $X=\mathbb{N}$. ...
1
vote
1answer
35 views

If $\| \psi \|_2=1$ can I say something about $\| \psi' \|_2$?

If I have a differentiable $L^2$ function $\psi:\mathbb R\rightarrow \mathbb C$ which is normalised $$ \int |\psi(x)|^2\;\text d x = 1 $$ can I say anything about the order of $$ \int ...
0
votes
0answers
34 views

Dense subsets in $L^1(\mathbb{R})$

Which of the following are dense subsets in metrical space $L^1(\mathbb{R})$? set of smooth functions $C_0^{\infty}(\mathbb{R})$ with compact supports; set of above-mentioned functions' derivatives ...
3
votes
1answer
85 views

Prove that $L^1(\mathbb{N})$ is a Banach space.

I'm trying to prove that $L^1(\mathbb{N}) := \left\{ (x_n)_{n=1}^{\infty} : \sum\limits_{n=1}^{\infty}\left|x_n\right| < \infty \right\} $, the space of all sequences over the field $\mathbb{C}$ ...
2
votes
2answers
58 views

Properties of a sequence of iid rv's

I cannot do part a), and Im fairly sure that b) and c) will follow from it. If possible could I please have a solution to part a) and hints if you feel necessary to parts b) and c).
2
votes
2answers
46 views

Weak convergence of partial sums

I recently came across an interesting problem on weak convergence in $\ell^2 (\Bbb N)$. Suppose that we have canonical basis $\{e_i\}$ in $\ell^2 (\Bbb N)$. We need to prove that the sequence ...
0
votes
2answers
24 views

Let $u_n \to u$ in $L^1(\Omega)$. Does $u_n^p \to u^p$ in $L^1(\Omega)$ if we know $u_n^p \in L^1(\Omega)$?

Suppose $u_n \to u$ in $L^1(\Omega)$ where $\Omega$ is a bounded domain. Suppose that $u_n^p \in L^1(\Omega)$ (actually $L^\infty(\Omega)$ for each $n$). Fix $p \in [1,\infty)$. So $u_n(x) \to u(x)$ ...
3
votes
1answer
30 views

Find a sequence of r.v's satisfying the following conditions

I think part a) can be solved by using $X_n=\frac{1}{n}\chi_{[0,n^2]}$ Not sure about part b).
0
votes
1answer
31 views

If $u_n \rightharpoonup u$ in $L^2(\Omega)$, does $u_n^+ \rightharpoonup u^+$ in $L^2(\Omega)$?

Let $\Omega$ be a bounded domain. If $u_n \rightharpoonup u$ in $L^2(\Omega)$, does $u_n^+ \rightharpoonup u^+$ in $L^2(\Omega)$ where $u_n^+ = \max(0,u_n)$. Note all convergences are weak. My ...
1
vote
2answers
33 views

Are bounded linear functionals on $L^{\infty}$ of “bounded variation?”

Let $(X,\mathscr M,\mu)$ be a measure space and let $L^{\infty}$ be the set of (equivalence classes of) essentially bounded measurable functions on it. Suppose that $\phi\in (L^{\infty})^*$; that is, ...
2
votes
1answer
43 views

Increasing sequence of closed subspaces of $L^2$

Not sure how to start on this question. Writing out a decomposition didnt seem to lead to anything. I think you might have to guess the answer the question first before starting a proof. Please ...
2
votes
1answer
24 views

$L_p$ spaces and tail estimates

I can prove the main identity in this question. Not sure how the "and deduce" bit works. I think $O(\lambda^{-q})$ is some kind of tail estimate.
0
votes
0answers
24 views

How about integral version of Holder's inequality?

In light of the fact that Minkowski's inequality have integral version, I thought there might be one for Holder's as well. I cannot find any through searching (there is an infinite product version in ...
1
vote
1answer
19 views

Unique extension of operators

Let $p,q$ be conjugate exponents with $p\in(1,\infty]$ and consider a measure space $(X,\mathscr M,\mu)$. Suppose that $S:L^p\to L^p$ and $T:L^p\to L^p$ are both bounded, linear operators. Assume that ...
1
vote
1answer
27 views

Equivalent Definitions of the $L_2$ inner product.

If $g \in L_2(\mathbb{R})$, then we can define the $L_2$ norm to have the following relationship: $\|g\|_2^2 = \int_\mathbb{R} g^2$. If $A\subseteq \mathbb{R}$, then we can define the norm of $L_2(A)$ ...
8
votes
0answers
87 views

Why are $L^p$-spaces so ubiquitous?

It always baffled me why $L^p$-spaces are the spaces of choice in almost any area (sometimes with some added regularity (Sobolev/Besov/...)). I understand that the exponenent allows for convenient ...
-1
votes
1answer
60 views

Example of open operator but not closed [on hold]

Assume that $T:\ell_1\to\ell_2 $ is bounded,linear and one-to-one. Prove that $T(\ell_1)$ is not closed in $\ell_2$
2
votes
1answer
31 views

Convergence in $L^p$ plus bounded gradient implies that the limit belongs to $W^{1,p}$?

I have a question with this problem I have found in the latest edition of the book Functional analysis, Sobolev Spaces author Haim Brezis pag 264 Remark 4 Let $(u_n) \subset W^{1,p} $ such that $u_n ...
0
votes
0answers
22 views

A sufficient condition to be in $\ell^1$ [duplicate]

I would like to show the following, but I'm not sure how exactly to go about it. Let $y = (y_k)_{k \in \mathbb{N}}$ be a sequence in $\mathbb{C}$ such that for all $x = (x_k)_{k \in \mathbb{N}} \in ...
1
vote
1answer
32 views

$L^p$ norm of a measurable function is bounded by its operation on step functions

Let $1\leq p<\infty$, $1/p+1/q=1$. Let $f$ be a measurable function on $[0,1]$ such that for all step functions $g$ on $[0,1]$ $$ \left|\int_0^1 fg d\mu\right|\leq \|g\|_q. $$ Prove that ...
2
votes
1answer
42 views

a condition given by step functions implies the condition holds for L^q space

Let $1\leq p<\infty$, $1/p+1/q=1$. Let $f$ be a measurable function on $[0,1]$ such that for all step functions $g$ on $[0,1]$, $$ |\int_0^1 fg d\mu|\leq ||g||_q. $$ Prove $||f||_p\leq 1$. How ...
0
votes
1answer
47 views

negative Sobolev space contains $L^1$ for a compact domain

I'd like to use something like Aubin-Lions lemma for the following spaces: $$ C^{0, \alpha}(B) \subset L^1(B) \subset W^{-1, q}(B),$$ with $B \subset \mathbb{R}^n$ being a compact, say a closed ball ...
0
votes
1answer
31 views

Isometric isomorphism between $\ell^{1}(\mathbb{R}^{3})$ and $\ell^{\infty}(\mathbb{R}^{3})$

Why is there no isometric isomorphism between $\ell^{1}(\mathbb{R}^{3})$ and $\ell^{\infty}(\mathbb{R}^{3})$? I know that there is such an isomorphism if $\mathbb{R}^{3}$ is replaced with ...
3
votes
1answer
49 views

Another $L^p$ problem, $p\in(0,1)$

Suppose that $0<p<1$. Let $h:(0,1]\to\mathbb C$ be a Lebesgue-measurable function such that $$\int_{x}^1|h(t)|\,\mathrm dt<\infty\quad\forall x\in(0,1].$$ Suppose also that ...
1
vote
1answer
29 views

Functional relation to be in $L^{p}$

Suppose that $f(t)=a(t)g(t)+b(t)$ for $t\geq0$, where $a$ and $b$ are continuous functions. Thus, once can immediately can say that if $b\in{}L^{p}$, $\liminf_{t\to\infty}|a(t)|>0$ and ...
2
votes
2answers
37 views

Rate of divergence of the integral of an $L^q$ function

Let $p,q\in(1,\infty)$ be conjugate exponents (i.e., $1/p+1/q=1$) and let $f:(0,\infty)\to\mathbb R_+$ be a Lebesgue-measurable function such that $\int_0^{\infty} f(x)^q\,\mathrm dx<\infty$. It ...
1
vote
1answer
41 views

Inequality between Fourier coefficients implies inequality for $L^p$ norms on the circle

Given two functions from $L_p [-\pi,\pi]$, where $p\geq 2$, $p$ is an even integer, and $f_n>|g_n|$ for every $n$ (where $f_n$ is the $n$th Fourier coefficient), I need to prove that ...
2
votes
0answers
34 views

Sequence which does not admit weakly convergent subsequences

Let $f_h:[0,1]\to\mathbb{R}$ be defined as $f_h(x)=h$ if $0\le x\le 1$ and $f_h(x)=0$ otherwise. Prove that it does not exist a subsequence $(f_{h_k})_k$ weakly convergent in $L^1(0,1)$. Attempt of ...
0
votes
1answer
32 views

How can you compare two mathematical functions of single variable? [closed]

I have some functions and want to see how close one function is to the other. One way to check is correlation. What are the other ways of checking the "similarness", "closeness" or "nearness"?
1
vote
1answer
33 views

Reference for $f \in L^{p,\infty} \cap L^{q}$ then $f \in L^r$ for $p < r \leq q$

Okay, so I think I've shown that if $f \in L^{p,\infty} \cap L^{q}$ with $p < q$ then $f \in L^r$ for $p < r \leq q$ where $L^{p, \infty}$ denotes the weak $L^p$ space. what I did was I wrote $$ ...
0
votes
0answers
33 views

$L^{p}$ convergence [duplicate]

So... i am a little rusty with measure theory and i need some help with this exercise, if anyone can give me an idea to start Let $(X,\mu)$ a measure space. Let $f_n:X\rightarrow \mathbb{C}$ a ...