[email protected] Real Analysis Analysis_Folland_Ch6.pdfApr 30, 2018 · 2. Prove Theorem 6.8. a. If...
Transcript of [email protected] Real Analysis Analysis_Folland_Ch6.pdfApr 30, 2018 · 2. Prove Theorem 6.8. a. If...
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myweb.ttu.edu/bban
Real Analysis
Byeong Ho BanMathematics and Statistics
Texas Tech University
Chapter 6. Lp spaces(Last update : April 30, 2018)
1. When does equality hold in Minkowski’s inequality? (The answer is different for p = 1 and for 1 < p <∞. What about p =∞?)
Proof. (April 7th 2018)
(1)When p = 1
‖f + g‖1 = ‖f‖1 + ‖g‖1 ⇐⇒∫|f + g| =
∫|f |+
∫|g|
⇐⇒∫
(||f + g| − (|f |+ |g|)|)
⇐⇒ |f + g| = |f |+ |g| a.e.⇐⇒ ∀ almost every x,∃α ≥ 0 such that f(x) = αg(x)
(2) When 1 < p 0(When αx = 0 it is clear.) it is equality iff
|f |p
‖f‖pp=|f + g|
pp−1
‖f + g‖pp−1pp−1
=|f |
pp−1
‖f‖pp−1pp−1
and|g|p
‖g‖pp=|f + g|
pp−1
‖f + g‖pp−1pp−1
=|f |
pp−1
‖f‖pp−1pp−1
a.e.
Thus, (‖g‖p‖f‖p
= αx or αx = 0
)a.e. x
1
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(3) When p =∞
‖f + g‖∞ = ‖f‖∞ + ‖g‖∞ ⇐⇒ ‖f + g‖∞ ≥ |f |+ |g| a.e.⇐⇒ |f + g| ≥ |f |+ |g| a.e.⇐⇒ f = αxg a.e.
where αx ≥ 0. �
2. Prove Theorem 6.8.
a. If f and g are measurable functions on X, then ‖fg‖1 ≤ ‖f‖1 ‖g‖∞. If f ∈ L1 and g ∈ L∞,‖fg‖1 = ‖f‖1 ‖g‖∞ iff |g(x)| = ‖g‖∞ a.e. on the set where f(x) 6= 0.
b. ‖·‖∞ is a norm on L∞
c. ‖fn − f‖∞ → 0 iff there exists E ∈M such that µ(Ec) = 0 and fn → f uniformly on E.
d. L∞ is a Banach space.
e. The simple functions are dense in L∞.
Proof. (April 7th 2018)
a.Observe that
|fg| = |f ||g| ≤ |f | ‖g‖∞ =⇒ ‖fg‖1 =∫|fg| ≤ ‖g‖∞
∫|f | = ‖f‖1 ‖g‖∞
Suppose that f ∈ L1 and g ∈ L∞.Observe that
‖fg‖1 = ‖f‖1 ‖g‖∞ ⇐⇒∫|fg| = ‖g‖∞
∫|f |
⇐⇒∫|f |(||g| − ‖g‖∞ |) = 0
⇐⇒ |g(x)| = ‖g‖∞ a.e. on E = {x : f(x) 6= 0}
b.(1)
‖f‖∞ = 0 ⇐⇒ |f(x)| ≤ 0 a.e.⇐⇒ f = 0 a.e.
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3
(2) if λ = 0, it is obvious, so let’s assume λ 6= 0.
|λf | = |λ||f | ≤ |λ| ‖f‖∞ =⇒ ‖λf‖∞ ≤ |λ| ‖f‖∞|λ||f | = |λf | ≤ ‖λf‖∞ =⇒ |λ| ‖f‖∞ ≤ ‖λf‖∞
(3)
|f + g| ≤ |f |+ |g| ≤ ‖f‖∞ + ‖g‖∞ =⇒ ‖f + g‖∞ ≤ ‖f‖∞ + ‖g‖∞
c. Let � > 0 be given.Suppose that ‖fn − f‖∞ → 0.Let
En = {x : |fn(x)− f(x)| > ‖fn − f‖∞}c E =
∞⋂n=1
En
Note that µ(Ecn) = 0 ∀n. so µ(Ec) = 0.And observe that, there is N ∈ N such that
|fn(x)− f | ≤ ‖fn − f‖∞ < � ∀n ≥ N∀x ∈ E
Therefore, fn → f uniformly on E.
Conversely, suppose that fn → f on E ⊂ X with µ(Ec) = 0. Then, there is N ∈ N such that
|fn(x)− f(x)| < � ∀n ≥ N∀x ∈ E
Then
‖fn − f‖∞ < � ∀n ≥ N
d.Let {fn} ⊂ L∞ such that
∞∑n=1
‖fn‖∞ ‖fn‖∞} E =∞⋂n=1
En
Note that µ(Ecn) = 0, so µ(Ec) = 0 and that
∞∑n=1
|fn(x)| ≤∞∑n=1
‖fn‖∞
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Now, observe that, for any m ∈ N∣∣∣∣∣∞∑
n=m+1
fn(x)
∣∣∣∣∣ ≤∞∑
n=m+1
|fn(x)| ≤∞∑
n=m+1
‖fn‖∞
Since ∥∥∥∥∥∞∑
n=m+1
fn(x)
∥∥∥∥∥∞
≤∞∑
n=m+1
‖fn‖∞ → 0 as m→∞
the series converges in L∞, so L∞ is a Banach space.
e.Let f ∈ L∞, then there exists a sequence of simple functions {fn} such that
fn → f a.e, |fn| ≤ |f |Thus, there exists E such that fn → f uniformly on E and µ(Ec) = 0. Thus, by c.,
‖fn − f‖∞ → 0 as n→∞therefore, the space of simple function is dense in L∞
�
3. If 1 ≤ p ≤ r ≤ ∞, Lp ∩ Lr is a Banach space with norm‖f‖ = ‖f‖p + ‖f‖r
and if p < q < r, the inclusion map Lp ∩ Lr → Lq is continuous.
Proof. (April 8th 2018)
First of all, note that Lp ∩ Lr is a vector space. And observe the following argument.‖f‖ = 0 ⇐⇒ ‖f‖p + ‖f‖r = 0
⇐⇒ ‖f‖p = 0 ∧ ‖f‖r = 0⇐⇒ f = 0
‖λf‖ = ‖λf‖p + ‖λf‖r = |λ|(‖f‖p + ‖f‖r
)= |λ| ‖f‖
‖f + g‖ = ‖f + g‖p + ‖f + g‖r ≤ ‖f‖p + ‖g‖p + ‖f‖r + ‖g‖r = ‖f‖+ ‖g‖
Thus, Lp ∩ Lr is a normed vector space with the norm ‖·‖.Let {fn} ⊂ Lp ∩ Lr be a sequence such that
∞∑n=1
‖fn‖
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Thus, ∥∥∥∥∥∞∑
n=m+1
fn
∥∥∥∥∥p
→ 0
∥∥∥∥∥∞∑
n=m+1
fn
∥∥∥∥∥r
→ 0
as m→∞.Therefore, ∥∥∥∥∥
∞∑n=m+1
fn
∥∥∥∥∥ =∥∥∥∥∥
∞∑n=m+1
fn
∥∥∥∥∥p
+
∥∥∥∥∥∞∑
n=m+1
fn
∥∥∥∥∥r
→ 0
Since∑∞
n=1 fn ∈ Lp ∩ Lr, this space is a Banach space.Furthermore,Observe that, if
‖f − g‖ < �then
‖f − g‖q = ‖f − g‖λp ‖f − g‖
1−λr ≤ ‖f − g‖
λ ‖f − g‖1−λ < � with 1q
=λ
p+
1− λr
Thus, the inclusion map is continuous.�
4. If 1 ≤ p < r ≤ ∞, Lp + Lr is a Banach space with norm‖f‖ = inf{‖g‖p + ‖h‖r : f = g + h}
and, if p < q < r, the inclusion map Lq → Lp + Lr is continuous.
Proof. (April 8th 2018)
Firstly, note that Lp + Lr is, clearly, a vector space. And the given mapping is a norm due to followingargument.
Let f ∈ Lp + Lr be given function. Then there exist {gn} ⊂ Lp and {hn} ⊂ Lr such that
limn→∞
(‖gn‖p + ‖hn‖r
)= ‖f‖ gn + hn = f ∀n ∈ N
‖f‖ = 0 =⇒ inf{‖g‖p + ‖h‖r : f = g + h} = 0
=⇒ limn→∞
(‖gn‖p + ‖hn‖r
)= 0
=⇒ limn→∞
‖gn‖p = 0 = ‖0‖p ∧ limn→∞ ‖hn‖r = 0 = ‖0‖r=⇒ f = 0 + 0 = 0
f = 0 =⇒ ‖0‖p + ‖0‖r ≥ inf{‖g‖p + ‖h‖r : f = g + h}=⇒ ‖f‖ = 0
‖λf‖ = inf{‖g‖p + ‖h‖r : λf = g + h} = |λ| inf{∥∥∥g
λ
∥∥∥p
+
∥∥∥∥hλ∥∥∥∥r
: f =g
λ+h
λ
}= |λ| ‖f‖
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Let f1, f2 ∈ Lp + Lr. Note that, for given � > 0, there exists g1, g2 and h1, h2 such that fi = gi + hii = 1, 2 and
‖g1‖p + ‖h1‖r < ‖f1‖+�
2‖g2‖p + ‖h2‖r < ‖f2‖+
�
2
Then
‖f1 + f2‖ = ‖g1 + g2‖p + ‖h1 + h2‖r ≤ ‖g1‖p + ‖g2‖p + ‖h1‖r + ‖h2‖r < ‖f1‖+ ‖f2‖+ �
Since � > 0 is arbitrary,
‖f1 + f2‖ ≤ ‖f1‖+ ‖f2‖Thus, Lp + Lr is a normed vector space.Let {fn} ⊂ Lp + Lr be a sequence such that
∞∑n=1
‖fn‖
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Proof. (April 10th 2018)
(1) Let
a = inf{µ(E) : E ⊂ X ∧ µ(E) > 0}Suppose a > 0 and, letting f ∈ Lp(µ) and An = {x : |f(x)| > n}, observe that
npµ(An) =
∫An
npdµ <
∫An
|f |pdµ ≤ ‖f‖pp =⇒ µ(An) =‖f‖ppnp
Note that
limn→∞
µ(An) = 0 =⇒ ∃N ∈ N such that µ(An) < a ∀n ≥ N
=⇒ µ(An) = 0 ∀n ≥ N, then, by the definition of An, ‖f‖∞
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Suppose b 1n}), observe that
1
nqµ(Bn) <
∫Bn
|f |qdµ ≤∫|f |qdµ = ‖f‖qq
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If a = 0, let
f =∞∑n=1
2np+1χEn
Then, by MCT,
‖f‖pp =∫|f |pdµ =
∞∑n=1
2npp+1µ(En) <
∞∑n=1
2n(−1p+1) 0 be given and
E = {x : |f(x)| > ‖f‖∞ − �}
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And, ∀q > p, observe that
∞ > ‖f‖qq ≥∫E
|f |qdµ >∫E
(‖f‖∞ − �)qdµ = µ(E)(‖f‖∞ − �)
q =⇒ ‖f‖q > µ(E)1q (‖f‖∞ − �)
=⇒ limq→∞‖f‖q ≥ (‖f‖q − �) limq→∞µ(E)
1q
=⇒ limq→∞‖f‖q ≥ ‖f‖q − �
Since � is arbitrary,
limq→∞‖f‖q ≥ ‖f‖∞
On the other hands, observe that
limq→∞‖f‖q ≤ limq→∞ ‖f‖
pqp ‖f‖
1− pq
∞ = ‖f‖∞
Therefore,
limq→∞‖f‖q = ‖f‖∞
�
8. Suppose µ(X) = 1 and f ∈ Lp for some p > 0, so that f ∈ Lq for 0 < q < p.a. log ‖f‖q ≥
∫log |f |. (Use exercise 42d in §3.5, with F (t) = et.)
b. (∫|f |q − 1)/q ≥ log ‖f‖q, and (
∫|f |q − 1)/q →
∫log |f | as q → 0.
c. limq→0 ‖f‖q = exp(∫
log |f |).
Proof. �
9. Suppose 1 ≤ p 0 be given. Then for any n ∈ N, letEn,� = {x : |fn(x)− f(x)| ≥ �}
Then, observe that
�pµ(En,�) ≤∫En,�
|fn − f |pdµ ≤ ‖fn − f‖pp → 0 =⇒ µ(En,�)→ 0 as n→∞
Therefore, fn → f in measure. Hence, by Theorem 2.30, there is a subsequence {fnj} ⊂ {fn} such thatfnj → f a.e.
On the other hand, suppose that fn → f in measure and |fn| ≤ g ∈ Lp for all n.Note that there is a subsequence {fnk}k such that
fnk → f a.e.so |f | ≤ g and |fn − f | ≤ 2g ∈ Lp and lim infn→∞ |fn − f | = 0.Observe that, by Fatou’s lemma,∫
2pgp =
∫2pgp +
∫|fn − f |p ≤ lim inf
n→∞
∫{2pgp + |fn − f |p} =
∫2pgp + lim inf
n→∞
∫|fn − f |p∫
2pgp =
∫2pgp −
∫|fn − f |p ≤ lim inf
n→∞
∫{2pgp − |fn − f |p} =
∫2pgp − lim sup
n→∞
∫|fn − f |p
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Thus,
lim supn→∞
∫|fn − f |p ≤ 0 ≤ lim inf
n→∞
∫|fn − f |p =⇒ ‖fn − f‖p → 0 as n→∞
�
10. Suppose 1 ≤ p < ∞. If fn, f ∈ Lp and fn → f a.e., then ‖fn − f‖p → 0 iff ‖fn‖p → ‖f‖p. (UseExercise 20 in §2.3. )
Proof. (April 11st 2018)
Suppose ‖fn − f‖p → 0 and, by Minkowski’s Inequality, note that
| ‖fn‖p − ‖f‖p | ≤ ‖fn − f‖p → 0 =⇒ ‖fn‖p → ‖f‖pConversely, suppose ‖fn‖p → ‖f‖p and note that |fn − f |, |fn|+ |f |, 2|f | ∈ Lp and that
|fn|+ |f | → 2|f | a.e. limn→∞
∫(|fn|+ |f |)p → lim
n→∞‖|fn|+ |f |‖pp = 2
p ‖f‖pp
Therefore, by the Exercise 20 in §2.3, since |fn − f | ≤ |fn|+ |f |,
limn→∞
∫|fn − f |p =
∫limn→∞
|fn − f |p = 0
Thus,
‖fn − f‖p → 0 as n→∞�
11.
Proof. �
12.
Proof. �
13. Lp(Rn,m) is separable for 1 ≤ p
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And observe that ∫|f(x)− p(x)χRk |pdm ≤ �pµ(Rk) = �p(2k)n
Thus,
P ′ = {pχRk : p ∈ P and k ∈ N}
is dense in Cc(Rn) in p−norm.Since, if PQ is a set of polynomials of n variables with rational coefficients,
P ′Q = {pχRk : p ∈ PQ and k ∈ N}is countable and for any p ∈ P , there is p′ ∈ PQ such that
|p′(x)− p(x)| < � ∀x ∈ Rn,observe that ∫
|p′(x)− p(x)|pχRkdm ≤ �pm(Rk) = �p(2k)n.
Thus, P ′Q is dense in P′, so is dense in Cc(Rn) and so Lp.
(2) L∞ is not separable.
( =⇒ )For each r ∈ (0,∞), let fr = χBr(0). Then note that
‖fr − fs‖∞ = 1 ∀r, s ∈ (0,∞) with r 6= sSuppose that F be a dense subset of L∞, then
B 12(fr) ∩ F 6= ∅ ∀r ∈ (0,∞)
Since
B 12(fr) ∩B 1
2(fs) = ∅,
r 7→ B 12(fr)
is an injective map, so F should be uncountable. �
14. If g ∈ L∞, the operator T defined by Tf = fg is bounded on Lp for 1 ≤ p ≤ ∞. Its operator norm isat most ‖g‖∞, with equality if µ is semifinite.
Proof. (April 12th 2018)
If g = 0,
‖Tf‖p = ‖0‖p = 0 = ‖0‖∞ = ‖g‖∞ ∀f ∈ Lp
When p
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13
|fg| = |f ||g| ≤ ‖f‖∞ ‖g‖∞ =⇒ ‖fg‖∞ ≤ ‖f‖∞ ‖g‖∞thus,
‖T‖ ≤ ‖g‖∞Conversely, when 1 ≤ p ≤ ∞, if µ is semifinite, then ∀� > 0 there is a set A ⊂ X, such that
0 < µ(A) ‖g‖∞ − �Then, note that χA ∈ Lp and
‖TχA‖p =(∫|gχA|pdµ
) 1p
>
((‖g‖∞ − �)
p
∫|χA|pdµ
) 1p
= (‖g‖∞ − �) ‖χA‖p
or
‖TχA‖∞ = ‖gχA‖∞ > (‖g‖∞ − �) ‖χA‖∞Thus,
‖T‖ ≥‖TχA‖p‖χA‖p
> ‖g‖∞ − �
Since � > 0 is arbitrary,
‖T‖ ≥ ‖g‖∞Therefore,
‖T‖ = ‖g‖∞�
15.
Proof. �
16.
Proof. �
17. With the notation as in Theorem 6.14, if µ is semifinite, q 0 and hence Sg is σ−finite.
Proof. .
If not, ∃δ > 0 such thatµ(E�) =∞ ∀0 < � ≤ δ
where
E� = {x : |g(x)| > �}.Let
λ = sup{α > 0 : µ(Eα) =∞}.
(λ exists since µ is semifinite, so {α > 0 : µ(Eα) =∞} is bounded.)
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14
Note that, when f = 1µ(E
λ+ 1n)1pχE
λ+ 1n
sgn(g),
‖f‖p = 1So
Mq(g) ≥∣∣∣∣∫ fg∣∣∣∣ = 1
µ(Eλ+ 1n)1p
∫Eλ+ 1n
|g|dµ > µ(Eλ+ 1n)1−
1p
(λ+
1
n
)then
∞ > Mq(g) ≥ limn→∞
µ(Eλ+ 1n)1−
1p
(λ+
1
n
)= λµ(Eλ)
1− 1p =∞.
And it is a contradiction.�
18.
Proof. �
19.
Proof. �
20. Suppose supn ‖fn‖p 0 such that
∫E|g|p < � whenever µ(E) < δ, (ii)A ⊂ X such that µ(A) 0 be given and let q be the conjugate exponent of p. And let A = supn ‖fn‖p + 1.
Note that
ν(E) =
∫E
|g|q
is a finite measure and is absolutely continuous with respect to µ. Thus, there is δ > 0 such that
∀E with µ(E) < δ =⇒∫E
|g|q =∣∣∣∣∫E
|g|q∣∣∣∣ < 12 ( �4A)q
Now, let
Bn = {x : |g(x)|q ≥1
n} ∀n
then ⋃n
Bn = {x : |g(x)|q > 0} =let= B.
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15
therefore,
limn→∞
∫Bcn
|g|q = limn→∞
(∫|g|q −
∫Bn
|g|q)
=
∫|g|q − lim
n→∞
∫Bn
|g|q =∫|g|q −
∫B
|g|q = 0
Thus, there exists N ∈ N such that ∫BN
|g|q < 12
( �4A
)qNote that, since
µ(BN)
N=
∫BN
1
N≤∫BN
|g|q ≤∫|g|q
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16
which means
|g(fn − f)| ≤ 2|g|M a.e. ∀nThen, by DCT,
limn→∞
∫|g(fn − f)| = 0
Observe that
0 ≤∣∣∣∣∫ gfn − ∫ gf ∣∣∣∣ ≤ ∫ |g(fn − f)|
Therefore,
limn→∞
∣∣∣∣∫ gfn − ∫ gf ∣∣∣∣ = 0.So, when p =∞, if µ is σ−finite, (a) is true.
�
21. If 1 < p
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17
Proof. .
a. Recall that L2 space is a Hilbert space with respect to the inner product
〈f, g〉 =∫[0,1]
fgdm.
And also note that
〈cos 2πnx, cos 2πmx〉 =∫[0,1]
cos 2πnx cos 2πmxdm = 0 if n 6= m.
Therefore { cos 2πnx‖cos 2πnx‖}n is an orthonormal sequence.Then, by Exercise 5.63,
cos 2πnx
‖cos 2πnx‖→ 0 weakly in L2.
Assume that cos 2πnx→ 0 in measure. Then there exists a subsequence (cos 2πnjx)2 → 0 a.e. Observethat, since
|cos 2πnjx|2 ≤ 1 ∀j on [0, 1]and 1 ∈ L2([0, 1]), by DCT,
limj→∞
∫[0,1]
(cos 2πnjx)2dm =
∫[0,1]
0dm = 0.
However,
limj→∞
∫[0,1]
(cos 2πnjx)2dm = lim
n→∞
1
8
(sin 4πnjπnj
+ 4
)=
1
2
Thus, it is a contradiction.
b.Let � > 0 and x ∈ (0, 1] be given and note that ∃N ∈ N such that 1
N< x, then
|fn(x)| = |nχ(0, 1n)(x)| = 0 < � ∀n ≥ N.
Since {0} has measure 0, fn → 0 a.e.Now, let En(�) = {x ∈ [0, 1] : |fn(x)| > �}. Note that
limn→∞
µ({x ∈ [0, 1] : |fn(x)| > �}) = limn→∞
µ({x ∈ [0, 1] : |nχ(0, 1n)(x)| > �}) = 0.
Thus, fn → 0 in measure.
However, for any p, note that 1 ∈ Lq([0, 1]) (q is a conjugate exponent of p) and
limn→∞
∫fndm = lim
n→∞
∫nχ(0, 1
n)dm = 1.
Therefore, fn 6→ 0 weakly in Lp. �
23.
Proof. �
24.
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18
Proof. �
25.
Proof. �
26.
Proof. �
27.
Proof. �
28.
Proof. �
29.
Proof. �
30.
Proof. �
31. (A Generalized Höder Inequality) Suppose that 1 ≤ pj ≤ ∞ and∑n
1 p−1j = r
−1 ≤ 1. If fj ∈ Lpjfor j = 1, . . . , n, then
∏n1 fj ∈ Lr and ‖
∏n1 fj‖r ≤
∏n1 ‖fj‖pj . (First do the case n = 2.)
Proof. .
When n = 1, it is obvious. When n = 2, then with 1 < p1, p2
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19
Now assume that ∥∥∥∥∥n∏1
fj
∥∥∥∥∥r
≤n∏1
‖fj‖pj withn∑j=1
1
pj=
1
r′≤ 1.
And let fn+1 ∈ Lpn+1 and∑n+1
11pj
= 1r≤ 1, so 1
r′+ 1
pn+1= 1
r≤ 1. Observe that, by the case when n = 2,∥∥∥∥∥
n+1∏1
fj
∥∥∥∥∥r
≤
∥∥∥∥∥n∏1
fj
∥∥∥∥∥r
‖fn+1‖pn+1 ≤n+1∏1
‖fj‖pj
Therefore, ∥∥∥∥∥n∏1
fj
∥∥∥∥∥r
≤n∏1
‖fj‖pj ∀n ∈ N
�
32. Suppose that (X,M, µ) and (Y,N , ν) are σ−finite measure spaces and K ∈ L2(µ× ν). If f ∈ L2(ν),the integral Tf(x) =
∫K(x, y)f(y)dν(y) converge absolutely for a.e. x ∈ X; moreover, Tf ∈ L2(µ) and
‖Tf‖2 ≤ ‖K‖2 ‖f‖2.
Proof. .
Observe that K ∈ L2(µ× ν), so by Toneli,∫|K(x, y)|2d(µ× ν) =
∫ (∫|K(x, y)|2dν(y)
)dµ(x)
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20
33. (Exercise 8.5) If s : Rn × Rn → Rn is defined by s(x, y) = x− y, then s−1(E) is Lebesgue measurablewhenever E is Lebesgue measurable. (For n = 1, draw a picture of s−1(E) ⊂ R2. It should be clear thatafter rotation through an angle π
4, s−1(E) becomes F × R where F = {x :
√2x ∈ E}, and Theorem 2.44
can be applied. The same idea works in higher dimensions.)
Proof. .
Observe that, when n = 1,
s−1((a, b)) = {(x, y) ∈ R2 : y = x− c ∀c ∈ (a, b)}.Rotating the set counterclockwise centered at (0, 0) through π
4, you get
(
√2a
2,
√2b
2)× R
With same idea, if E ⊂ R is Lebesgue measurable set, after rotating s−1(E) counterclockwise centeredat the origin, through π
4, we have F × R where F = {x :
√2x ∈ E}. Since F × R is Lebesgue measurable
and measurability is independent of scaling and rotation, s−1(E) is also Lebesgue measurable.
In general, when n is arbitrary natural number, let E ⊂ Rn be a Lebesgue measurable set. Then, withappropriate rotational operator, we rotate s−1(E) and get
(Fn × Rn) =let {x ∈ Rn :√
2nx ∈ E} × Rn
Since Lebesgue measuability is independent of scaling and rotating, Fn is Lebesgue measurable, and sos−1(E) is a Lebesgue measurable set. �
34. (Exercise 8.7) If f is locally integrable on Rn and g ∈ Ck has compact support, then f ∗ g ∈ Ck.
Proof. .
Recall
f ∗ g =∫f(y)g(x− y)dy.
Let Sg = {x : g(x) 6= 0} = supp(g) and let S = {x− y : y ∈ Sg}.Now, observe that, for all 0 ≤ j ≤ k,
∂j
∂xj(f ∗ g) =
∫f(y)
∂jg(x− y)∂xj
dy =
∫S
f(y)∂jg(x− y)
∂xjdy
Since S is reflection and translation of a Lebesgue measurable set Sg, S is also Lebesgue measurable, sof is integrable over S. In addition, since g ∈ Ck, ∂jg is continuous, so is integrable over compact set S.Therefore, fτx(
∂jg∂xj
) is integrable over S. Therefore, ∂j(f∗g)∂xj
is continuous for all 0 ≤ j ≤ k, so
f ∗ g ∈ Ck
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