1
$\begingroup$

Let $\mathcal{B} = \mathcal{B}_1\oplus\ldots\oplus \mathcal{B}_n$ be a direct sum of Banach spaces $\mathcal{B}_i$ each with norm $\|\cdot\|_{\mathcal{B}_i}$. The Banach space $\mathcal{B}$ has many equivalent norms. For instance, letting $v = (v_1,\ldots,v_n)\in\mathcal{B}, $ $$\|v\|_\infty = \max_{i}\|v_i\|_{\mathcal{B}_i}$$ and $$\|v\|_1 = \|v_1\|_{\mathcal{B}_i} + \ldots + \|v_n\|_{\mathcal{B}_n}.$$ Let $(\Omega,\Sigma,\mathbb{P})$ be a probability space. My question is to do with the Bochner integrability of a measurable function $f:\Omega\rightarrow \mathcal{B}$ of the form $f(\omega) = (f^{(1)}(\omega),\ldots,f^{(n)}(\omega))$.

Claim: A function $f:\Omega\rightarrow\mathcal{B}$ is Bochner integrable if and only if $f^{(i)}:\Omega\rightarrow\mathcal{B}_i$ is Bochner integrable for each $i$.

Proof: Suppose first that each $f^{(i)}$ is Bochner integrable and so let $s^{(i)}_k$ be the corresponding sequences of simple functions. Then, using $\|\cdot\|_1$ we have

$$\lim_{k\rightarrow\infty} \left[\sum_{i=1}^n\int_\Omega\|f^{(i)}-s^{(i)}_k\|_{\mathcal{B}_i}\,\mathrm{d}\mathbb{P}\right] = \lim_{k\rightarrow\infty} \left[\int_\Omega\|f - s_k\|_1\,\mathrm{d}\mathbb{P}\right] = 0,$$ where $s_k = (s^{(1)}_k,\ldots,s^{(n)}_k)$. Thus $f$ is Bochner integrable.

Suppose now that $f$ is Bochner integrable and let $s_k$ be the corresponding sequence of simple functions. Then, now using $\|\cdot\|_\infty$, since for each $i$, $0\leq \|f^{(i)}-s_k^{(i)}\|_{\mathcal{B}_i}\leq \|f-s_k\|_\infty$ and by the squeeze theorem, $$ \lim_{k\rightarrow\infty} \left[\int_\Omega\|f - s_k\|_\infty\,\mathrm{d}\mathbb{P}\right] = 0 \implies \lim_{k\rightarrow\infty} \left[\int_\Omega\|f^{(i)} - s^{(i)}_k\|_{\mathcal{B}_i}\,\mathrm{d}\mathbb{P}\right] = 0.$$ Thus each $f_i$ is Bochner integrable.

Question: Is this proof valid? In particular, am I allowed to freely interchange the choice of norm for $\mathcal{B}$ since they are equivalent?


EDIT: Is the claim also true for a countably infinite product of Banach spaces $\mathcal{B} \subseteq \prod_{i\in \mathbb{N}}\mathcal{B}_i$, where $\mathcal{B}$ consists of elements $v$ such that $\|v\|_\infty$ is finite? Is the claim also true where $\mathcal{B}$ consists of elements $v$ such that $\|v\|_1$ is finite?

$\endgroup$

1 Answer 1

1
$\begingroup$

Yes, you can use either norm in the proof. Note that $\|v\|_{\infty} \leq \|v\|_1\leq n \|v\|_{\infty}$ and $n$ is fixed.

$\endgroup$
4
  • $\begingroup$ Excellent, thanks for the answer! Do you have any idea how to extend this to a countably infinite product of Banach spaces? $\endgroup$ Commented Jun 7, 2020 at 0:06
  • $\begingroup$ In the countably infinite case neither of the two norm is even defined for all elements of the product. $\endgroup$ Commented Jun 7, 2020 at 0:11
  • $\begingroup$ This is true! But I was thinking the subspace of the infinite product such that the 1-norm or $\infty$-norm is finite. $\endgroup$ Commented Jun 7, 2020 at 0:25
  • $\begingroup$ @TimothyHedgeworth In that case $f$ is BI iff each $f^{(i)}$ is BI and $\sum_i \|f^{(i)}\|_1 <\infty$. $\endgroup$ Commented Jun 7, 2020 at 6:16

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .