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Lp-Norm
Suppose that (X,𝒮,μ) is a measure space, p[1,), and f:X𝔽 is measurable. Define fp:=(X|f|pdμ)1/p.
Lp-Space
Suppose that p[1,). The Lp-space of μ is the vector space of equivalence classes of measurable functions f:X𝔽 such that fp<, where functions equal almost everywhere are identified.
Essential Supremum Norm
Suppose that f:X𝔽 is measurable. Define f:=inf{c[0,]:|f(x)|c for almost every xX}.
L-Space
The L-space of μ is the vector space of equivalence classes of measurable functions f:X𝔽 such that f<, where functions equal almost everywhere are identified.
Holder's Inequality
Suppose that p,q[1,] and 1/p+1/q=1. If fLp(μ) and gLq(μ), then fgL1(μ) and fg1fpgq.
Minkowski's Inequality
Suppose that p[1,]. If f,gLp(μ), then f+gpfp+gp.
Lp is Complete
Suppose that p[1,]. Then Lp(μ), with its Lp-norm, is a Banach space.
Density of Simple Functions in Lp
Suppose that p[1,). The simple functions in Lp(μ) are dense in Lp(μ).
Density of Continuous Compactly Supported Functions in Lp
Suppose that p[1,). Continuous compactly supported functions are dense in Lp().
Riesz-Fischer Theorem
Suppose that p[1,]. Every Cauchy sequence in Lp(μ) converges in Lp(μ).