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3 votes
1 answer
67 views

Prove that $\int _Xf_ngd\mu \overset{n\to\infty}{\to}\int _Xfgd\mu$ ,$\forall g\in \mathcal{L}^\infty (\mu )$ if it's true $\forall g\in C_b(X)$

Let $X$ be a Polish space and $\mu :\mathfrak{B}_X\to\overline{\mathbb{R}}$ a finite measure on the Borel subsets of $X$. Suppose $(f_n)_{n\in\mathbb{N}}$ is a sequence of $\mathcal{L}^1(\mu )$ and $f\...
rfloc's user avatar
  • 1,209
4 votes
1 answer
61 views

Finding a function which is $L^1$ not $L^2$ and the integral is bounded by the square root.

So I have been trying to solve the following this past exam problem: Find $f\in L^1(\mathbb{R})$, not $L^2(\mathbb{R})$ with the property: $$ \int_{A}|f(x)|dm\leq \sqrt{m(A)}\quad\text{ for all } A\...
Bigalos's user avatar
  • 394
0 votes
0 answers
43 views

Is it possible to define $L^p$ spaces using a non-sigma-finite measure space and a Banach space?

Most often (at least in probability), one defines the $L^p$ space as Let $(\Omega, \mathcal{F}, \mathbb{P})$ be a probability space and let $p\geq 1$ be a real number. Then $$ L^p(\Omega, \mathcal{F},...
Euler_Salter's user avatar
  • 5,247
5 votes
1 answer
78 views

Is the function $x \mapsto \mu(A+x)$ continuous, where $\mu$ is a finite Borel measure on $\mathbb R^n$ and $A \in \mathcal B(\mathbb R^n)$

Let $\mu$ be a finite regular Borel measure on $\mathbb R^n$ and $A$ is a Borel set. I am trying to prove that $x \mapsto \mu(A+x)$ is continuous. Here $\mu$ is regular means it satisfies assumptions ...
ProbabilityLearner's user avatar
2 votes
1 answer
110 views

Let $(X, \mathcal M, \mu)$ be a finite measure space. If $f_n, f$ are $L^1$ functions, $f_n$ unif. integrable, $f_n \to f$, then $f_n \to f$ in $L^1$

Let $(X, \mathcal M, \mu)$ be a measure space with $\mu(X)$ finite, and $f,f_1,f_2,\dots$ be $L^1$ functions. Show that if $\{ f_n \}$ is uniformly integrable and $f_n \to f$ for a.e. $x \in X$, then $...
Squirrel-Power's user avatar
4 votes
1 answer
184 views

Counting measure and integrability condition

Let $\mathcal{A}$ be the $\sigma$-field on $[0,1]$ that consists of all subsets of $[0,1]$ that are (at most) countable or whose complement is (at most) countable. Let $\mu$ be the counting measure on ...
noidea's user avatar
  • 103
2 votes
1 answer
101 views

Separability of $L^p(\mathbb R^n ,\mu)$

Let $\mu$ be a Radon measure in $\mathbb R^n$ it is true that $L^p(\mathbb R^n,\mu)$ is separable? I not find a proof of these fact, I only would know that these is true.
Nick Weber's user avatar
2 votes
1 answer
78 views

Proving $\|fg\|_{L^1} \leq \|f\|_{L^p}^{\alpha} \|g\|_{L^q}^{1-\alpha}$

I am trying to prove the following inequality: $$\|fg\|_{L^1} \leq \|f\|_{L^p}^{\alpha}\|g\|_{L^q}^{1-\alpha}$$ where $$\quad 1= \frac1{p} +\frac1{q}, \quad 1 \leq p, q, \leq \infty.$$ In particular, ...
CBBAM's user avatar
  • 6,277
0 votes
0 answers
44 views

A question on maximal operators on $\mathbb{R}^2$

Let $f\in L^1(\mathbb{R}^d),$ let $\widetilde{M}f$ be the unrestricted maximal function $$\widetilde{Mf}(x_0, y_0) = \sup_{Q}\frac{1}{|Q|}\int_Q |f(x,y)|\,dx\,dy. $$ where the supremum is over all $Q=...
Diffusion's user avatar
  • 5,611
1 vote
0 answers
61 views

An inequality relating to maximal functions and convolutions

For $f\in L^1(\mathbb{R})$, let us denote the restricted maximal function $Mf$ as $$(Mf)(x)=\sup_{0<t<1}\frac{1}{2t}\int_{x-t}^{x+t}|f(z)|\,dz.$$ I would like to show that $$M(f*g)\le M(f)*M(g)$$...
Diffusion's user avatar
  • 5,611
2 votes
2 answers
88 views

If $\Vert f \Vert_p < \infty$ for some $1 < p < \infty$ prove that $\lim_{t\to \infty} t^{-(1-1/p)} \int_0^t f(x) \, dx =0$.

Question: Suppose $f \colon [0,\infty) \to \mathbb{R}$ is measurable so that $\Vert f \Vert_p < \infty$ for some $1 < p < \infty$. Prove that $$\lim_{t\to \infty} t^{-(1-1/p)} \int_0^t f(x) \,...
L-JS's user avatar
  • 707
2 votes
1 answer
71 views

Limits using layer-cake representations for $L^p$ space involving two functions

Question: Let $f,g \colon \mathbb{R} \to \mathbb{R}$ be such that $g \in L_{loc}^1(\mathbb{R})$ and $f$ is measurable. If $\int_\mathbb{R} |f|^p |g| \, dx < \infty, 0 < p < \infty$ show that $...
L-JS's user avatar
  • 707
0 votes
1 answer
65 views

Bochner integration without completing measures?

Consider a positively measured space $(S,\Sigma,\mu)$ and a real or complex Banach space $X$. Is it possible to build the Bochner integral and the Bochner spaces $L^p(S,\Sigma,\mu;X)$ without ...
blamethelag's user avatar
  • 2,007
2 votes
1 answer
85 views

Prove that $\int_{\mathbb{R}^3} f(x, y)g(y, z)h(z, x) dλ_3(x, y, z) ≤ ∥f∥_{L_2(\mathbb{R}^2 )}∥g∥_{L_2(\mathbb{R}^2 )}∥h∥_{L_2(\mathbb{R}^2 )}$

Hey I have this problem where I am stuck on solving it. I Think it is very easy but I dont know how to proceed. The Exercise is Let $f, g, h ∈ L_2(\mathbb{R}^2 )$. To show is: $\int_{\mathbb{R}^3} f(x,...
Marco Di Giacomo's user avatar
1 vote
0 answers
49 views

Hardy's Integral Inequality for $\alpha > -1$ for nonnegative functions with $p \in [1,\infty)$

I want to show that that for $d\mu(x) = x^\alpha dx, d\nu = x^{\alpha + p} dx$ We have $$\int_0^\infty \left(\int_x^\infty f(t)dt\right)^p d\mu(x) \leq c \int_0^\infty f^p(x) d\nu(x) \quad \alpha < ...
Snoobooks's user avatar

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