-Norm
Suppose that is a measure space, , and is measurable. Define
-Space
Suppose that . The -space of is the vector space of equivalence classes of measurable functions such that , where functions equal almost everywhere are identified.
Essential Supremum Norm
Suppose that is measurable. Define
-Space
The -space of is the vector space of equivalence classes of measurable functions such that , where functions equal almost everywhere are identified.
Holder's Inequality
Suppose that and . If and , then and
Minkowski's Inequality
Suppose that . If , then
is Complete
Suppose that . Then , with its -norm, is a Banach space.
Density of Simple Functions in
Suppose that . The simple functions in are dense in .
Density of Continuous Compactly Supported Functions in
Suppose that . Continuous compactly supported functions are dense in .
Riesz-Fischer Theorem
Suppose that . Every Cauchy sequence in converges in .