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-1 votes
0 answers
26 views

Why are limits of $L^p$ sequences defined almost surely? [closed]

I have heard it said that if a sequence of random variables $\{X_n\}$ converges in $ L^p $, then it converges to a limit $ X $ that is defined almost surely. I am trying to understand the precise ...
xy z's user avatar
  • 135
2 votes
0 answers
27 views

If $h_k\to h$ in $L^2(\mathbb{R}^n$ then $(h_k\ast \varphi_{\varepsilon_k})\to h$ in$L^2(\mathbb{R}^n)$

Let $(h_k)_{k\in \mathbb{R}^n}\subset L^2(\mathbb{R}^n)$ converge to some $h$ in $L^2(\mathbb{R}^n)$ and $(\varphi_{\varepsilon_ k})_{k\in \mathbb{N}}$ be the standard mollification sequence. I want ...
user99432's user avatar
  • 890
0 votes
1 answer
30 views

Convergence in $L^\infty$($\Omega$) and almost everywhere

I have a question about the difference between the convergence in $L^\infty$ and convergence almost everywhere. Precisly, let $\mu(\Omega) < \infty$, $f_n \rightarrow f$ in $L^1(\Omega)$, then ...
Annabelle's user avatar
1 vote
0 answers
32 views

Convergence on $L^1$ space

I come across this problem while reading hints for Exercise 3.15 (Brezis): Let $\Omega=(0,1)$ and sequence $f_n$ defined by $f_n(x)=ne^{-nx}$. Prove that: $$\displaystyle \int_{\Omega} \varphi f_n\...
Hải Nguyễn Hoàng's user avatar
0 votes
1 answer
60 views

Convergence in $L^p_{loc}$ implies convergence of a subsequence in $L^\infty$

Let $\Omega \subset \mathbb{R}^n$ be bounded or unbounded. Suppose we have a sequence $\{f_n\} \in L^p_{loc}(\Omega)$ such that $f_n \rightarrow f$ in $L^p_{loc}(\Omega)$ for $f \in L^p_{loc}(\Omega)$....
CBBAM's user avatar
  • 6,275
1 vote
2 answers
180 views

Does $\sin (nx)$ converge in $L^2$?

I was just introduced the concept that if $(f_n)$ converges in $L^2$ topology to $g(x)\in L^2([0,2\pi])$ then $\lim_{n\to\infty}\int^{2\pi}_0|f_n(x)-g(x)|^2dx=0$. I would appreciate any hint to how to ...
Derewsnanu's user avatar
2 votes
1 answer
44 views

Interchanging limits and integrals for Cauchy sequences in $L^p$

NOTE: $U\subseteq \mathbb R^n$ is an open, simply connected set. I am reading L.C Evans's PDE book. I am on page 263. In order to show that Sobolev spaces are a kind of Banach space, we need to show ...
K.defaoite's user avatar
  • 12.5k
1 vote
1 answer
60 views

Why almost sure convergence cannot imply convergence in $L^p$? [closed]

Almost sure convergence cannot imply convergence in $L^p$. However I can't find a rigorous counterexample? Can anybody help me? Any helpful ideas would be greatly appreciated!
DalaBomba's user avatar
1 vote
1 answer
95 views

Brezis' exercise 8.28.11: how to prove $\sum_{k=0}^{\infty} \left | \frac{1}{2} \alpha_k (f) - a \right |^2 < + \infty$?

Let $I$ be the open interval $(0, 1)$ and $H := L^2 (I)$ equipped with the usual inner product $\langle \cdot, \cdot \rangle$. Consider the linear map $T: H \to H$ defined by $$ (Tf) (x) = \int_0^x t ...
Akira's user avatar
  • 17.6k
1 vote
0 answers
111 views

A question about probability theory and a little functional analysis

Consider the sequences of mean zero random variables $(X_n)_{n \in \mathbb N}$ with finite variances, i.e., $E[X_n]=0$ and $E\left[X_n^2\right] =: \sigma_n< \infty$, for each $n$. Moreover, ...
user346624's user avatar
0 votes
0 answers
73 views

Is it possible for a sequence in $L^p$ to converge to an element of $L^q$ ($q>p$) w.r.t. the $q$-norm?

Suppose that $1 \leq p < q \leq \infty$ and that $f_n$ is a sequence in $L^p(\mathbb{R})$. If $f_n$ is a Cauchy sequence with respect to the metric induced by the $L^p$ norm, then (I believe that) ...
tparker's user avatar
  • 6,280
0 votes
0 answers
28 views

Convergence in marginal measure implies that in product measure

Let $T>0$ and $p \in [1, \infty)$, $X :=[0, T]$ and $Y:= \mathbb R^d$, $\cal A$ the Lebesgue $\sigma$-algebra of $X$, $\cal B$ the Lebesgue $\sigma$-algebra of $Y$, $\mu, \nu$ complete finite ...
Analyst's user avatar
  • 5,817
0 votes
0 answers
26 views

If $\rho_{X} (g_n, 0_\mathbb R) \to 0$ then $\rho_Z (f_n, 0_E) \to 0$

Below we use Bochner measurability and Bochner integral. Let $(X, \mathcal A, \mu)$ and $(Y, \mathcal B, \nu)$ be complete finite measure spaces, $(E, | \cdot |)$ a Banach space, $S (X)$ the space of ...
Analyst's user avatar
  • 5,817
0 votes
0 answers
59 views

convergence of $\int_{-1}^1\sin(n\pi x)f(x)dx$ to $0$

I was playing around with this question in my graphic calculator and noticed, that $\int_{-1}^1\sin(n\pi x)f(x)dx\to0$ for $n\to\infty$, where $f\in L^p((-1,1))$ and $1<p<\infty$. While trying ...
algebrah's user avatar
  • 133
2 votes
1 answer
64 views

Showing that $f(\lambda x)\to f(x)$ in $L^4$

I would like to show that for $f\in L^4(\mathbb{R})$, we have that $$\lim_{\lambda\to 1} \int |f(\lambda x)-f|^4\,dx=0. $$ I first used the fact that $C_0^\infty$ is dense in $L^4$ so that, letting $\...
Diffusion's user avatar
  • 5,591

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