Chapter 24: Function spaces
241
L0 and L0
The linear, order and multiplicative structure of L0; Dedekind
completeness and localizability; action of Borel functions.
242
L1
The normed lattice L1; integration as a linear functional;
completeness and Dedekind completeness; the Radon-Nikodým theorem
and conditional expectations; convex functions; dense subspaces.
243
L∞
The normed lattice L∞; norm-completeness; the duality
between L1 and L∞; localizability, Dedekind
completeness and the identification L∞≅(L1)*.
244
Lp
The normed lattices Lp, for 1<p<∞; Hölder's inequality;
completeness and Dedekind completeness; (Lp)*≅Lq;
conditional expectations; *uniform convexity.
245
Convergence in measure
The topology of (local) convergence in measure on L0; pointwise
convergence; localizability and Dedekind completeness; embedding
Lp in L0; ∥ ∥1-convergence and convergence in
measure; σ-finite spaces, metrizability and sequential
convergence.
246
Uniform integrability
Uniformly integrable sets in L1 and L1; elementary
properties; disjoint-sequence characterizations; ∥ ∥1 and
convergence in measure on uniformly integrable sets.
247
Weak compactness in L1
A subset of L1 is uniformly integrable iff it is relatively weakly
compact.
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