L^p Spaces and Convergence of Functions

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In summary: This gives you\lim_{n\rightarrow +\infty}{\int_{-\infty}^\infty{2^{p+1}|f|^pd\mu}}=0which proves that the inequality holds in general.
  • #1
tornado28
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This is a functional analysis qualifying exam problem that I can't figure out. Any assistance would be appreciated since I have to take a similar qual soon. I was able to make some limited progress in the p=2 case using Holders inequality.

Suppose [itex]f_n, f\in L^p[/itex] where [itex]1\le p <\infty[/itex] and that [itex] f_n \rightarrow f[/itex] a.e. Show that [itex]\|f_n-f\|_p \rightarrow 0[/itex] iff [itex] \|f_n\|_p \rightarrow \|f\|_p [/itex].
 
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  • #2
Hi tornado28! :smile:

First reduce everything to the case p=1. That is, assume that you know the result for p=1, show that it also holds for p>1.

In reducing this case, you will need the inequality:

For [itex]x,y\geq 0[/itex], then [itex]|x-y|^p\leq |x^p-y^p|[/itex]. Try to prove this.
 
  • #3
tornado28 said:
This is a functional analysis qualifying exam problem that I can't figure out. Any assistance would be appreciated since I have to take a similar qual soon. I was able to make some limited progress in the p=2 case using Holders inequality.

Suppose [itex]f_n, f\in L^p[/itex] where [itex]1\le p <\infty[/itex] and that [itex] f_n \rightarrow f[/itex] a.e. Show that [itex]\|f_n-f\|_p \rightarrow 0[/itex] iff [itex] \|f_n\|_p \rightarrow \|f\|_p [/itex].
This is in fact a difficult question. I had the same when I took my analysis qual a few years ago. Here is how you prove it. First, notice that [itex] \|f_n\|_p =\| f_n-f+f \|_p \leq \| f_n-f \|_p + \| f\|_p[/itex] This implies that [itex] \| f_n\|_p-\| f\|_p \leq \| f_n-f \|_p [/itex]. Thus if lim[itex] (\| f_n-f \|_p)=0 [/itex] then lim[itex] (\| f_n\|_p - \| f \|_p)=0 [/itex]
Next, to show the second part, use the fact that [itex]2^p( |f_n|^p+|f|^p-|f_n - f|^p) \geq 0[/itex] and lim[itex]( 2^p( |f_n|^p+|f|^p-|f_n - f|^p))=2^{p+1}|f|^p [/itex] and apply Fatou's lemma. I will let you finish the rest.
Vignon Oussa
 
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  • #5
Ok, I understand why [itex]\|f_n-f\|_p \rightarrow 0 \Rightarrow \|f_n\|_p \rightarrow \|f\|_p [/itex], but I still don't have a solution for the other direction. In your solution, Vig, it is not necessarily true that [itex]2^p( |f_n|^p+|f|^p-|f_n - f|^p) \geq 0[/itex] since we could, for instance, have [itex]f_n=1[/itex], [itex]f = -1[/itex], and [itex]p=2[/itex].

I think I could do it using Egorov's Theorem in the case that the underlying space is sigma compact, but since both of you seem to think that it can be done in general I wonder if I could have another hint.

I thought I had a proof using the inequality you suggested Micro, but I'm running into the same problem. It's not necessarily the case that [itex]|f_n - f|^p \le \left| |f_n|^p - |f|^p \right|[/itex] when [itex]f_n[/itex] and [itex]f[/itex] have opposite signs.
 
  • #6
tornado28 said:
Ok, I understand why [itex]\|f_n-f\|_p \rightarrow 0 \Rightarrow \|f_n\|_p \rightarrow \|f\|_p [/itex], but I still don't have a solution for the other direction. In your solution, Vig, it is not necessarily true that [itex]2^p( |f_n|^p+|f|^p-|f_n - f|^p) \geq 0[/itex] since we could, for instance, have [itex]f_n=1[/itex], [itex]f = -1[/itex], and [itex]p=2[/itex].

I think I could do it using Egorov's Theorem in the case that the underlying space is sigma compact, but since both of you seem to think that it can be done in general I wonder if I could have another hint.

I thought I had a proof using the inequality you suggested Micro, but I'm running into the same problem. It's not necessarily the case that [itex]|f_n - f|^p \le \left| |f_n|^p - |f|^p \right|[/itex] when [itex]f_n[/itex] and [itex]f[/itex] have opposite signs.

Ok, let's do this in the way I know works (I was trying to find an easy way out). Firstly, establish that

[tex]\lim_{n\rightarrow +\infty}{2^p(|f_n|^p+|f|^p)-|f_n-f|^p}=2^{p+1}|f|^p[/tex]

Now, apply Fatou's lemma to calculate

[tex]\int{2^{p+1}|f|^pd\mu}[/tex]

(note: to be able to apply Fatou's lemma, you'll need to know that [itex]2^p(|f_n|^p+|f|^p)-|f_n-f|^p\geq 0[/itex]. To show that this is the case, apply that the function [itex]\Phi(x)=x^p[/itex] is convex)
 

Related to L^p Spaces and Convergence of Functions

1. What is an L^p space?

An L^p space is a mathematical concept used in functional analysis and measure theory to describe the space of all measurable functions whose pth power is integrable. In simpler terms, it is a space of functions where the integral of the pth power of the function is finite.

2. What is the difference between L^p spaces and other function spaces?

Unlike other function spaces, L^p spaces take into account the integrability of a function rather than just its continuity or differentiability. This allows for a more versatile and comprehensive understanding of functions.

3. What are the applications of L^p spaces?

L^p spaces have various applications in mathematics and other fields such as physics, engineering, and economics. They are used to study and analyze functions, as well as solve problems related to optimization, probability, and statistics.

4. What is the significance of the "p" value in L^p spaces?

The "p" value in L^p spaces represents the exponent or power used in the definition of the space. It determines the type of integrability of the functions in the space and can range from 1 to infinity.

5. How are L^p spaces related to each other?

L^p spaces are related to each other through the inclusion property, where L^p spaces with smaller values of "p" are contained within those with larger values. This means that functions in L^p spaces with larger values of "p" are also part of the spaces with smaller values of "p".

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