Lp space

Helping orphans the way you would do it

In mathematics, the L^p and l^p spaces are spaces of p-power integrable functions, and corresponding sequence spaces. They form an important class of examples of Banach spaces in functional analysis, and of topological vector spaces. See also root mean square, Hardy space.

Table of contents

1 L^p spaces
2 Special cases
3 Further properties
4 l^p spaces
5 Properties

L^p spaces

Let p be a positive real number and let S be a Euclidean measure space equipped with Lebesgue measure. Consider the set of all measurable functions from S to C (or R) whose absolute value to the p-th power has a finite Lebesgue integral. Identifying two such functions if they are equal almost everywhere, we obtain the set L^p(S). For f in L^p(S), we define

The space L^∞(S), while related, is defined differently. We start with the set of all measurable functions from S to C (or R) which are bounded almost everywhere. By identifying two such functions if they are equal almost everywhere, we get the set L^∞(S). For f in L^∞(S), we set

We can also take S to be a general measure space with measure μ. Then the space L^p(S,μ), sometimes written simply L^p(μ), is the set of equivalence classes of measurable functions f from S to C such that the quantity

is finite, where two functions are equivalent if they agree μ-almost everywhere. Similarly, the space L^∞(S,μ)=L^∞(μ) is the set of equivalence classes of measurable functions f from S to C whose absolute values are bounded on a μ-conull set.

Special cases

The most important case is when p = 2; the space L² is a Hilbert space, having major applications to Fourier series and quantum mechanics, as well as other fields.

If we use complex-valued functions, the space L^∞ is a commutative C*-algebra with pointwise multiplication and conjugation. For many measure spaces, including all sigma-finite ones, it is in fact a commutative von Neumann algebra, since any element of L^∞ defines an operator on the Hilbert space L² by pointwise multiplication.

Further properties

If 1 ≤ p ≤ ∞, then the Minkowski inequality, proved using Hölder's inequality, establishes the triangle inequality in L^p(S). Using the convergence theorems for the Lebesgue integral, one can then show that L^p(S) is complete and hence is a Banach space. (Here it is crucial that the Lebesgue integral is employed, and not the Riemann integral.)

The dual space (the space of all continuous linear functionals) of L^p for 1 < p < ∞ has a natural isomorphism with L^q where q is such that 1/p + 1/q = 1, which associates g ∈ L^q with the functional G defined by

Since the relationship 1/p + 1/q = 1 is symmetric, L^p is reflexive for these values of p: the natural monomorphism from L^p to (L^p)^** is onto, that is, it is an isomorphism of Banach spaces.

If the measure on S is sigma-finite, then the dual of L¹(S) is isomorphic to L^∞(S). However, except in rather trivial cases, the dual of L^∞ is much bigger than L¹. Elements of (L^∞)^* can be identified with bounded signed finitely additive measures on S in a construction similar to the ba space.

If 0 < p < 1, then L^p can be defined as above, but it is not a Banach space since the triangle inequality does not hold in general. However, we can still define a metric by setting d(f,g) = (||f-g||_p)^p. The resulting metric space is complete, and L^p for 0 < p < 1 is the prototypical example of an F-space that is not locally convex. The map sending f to ||f||_p is a quasi-norm, and L^p is a quasi-Banach space, that is, a complete quasi-normed vector space.

l^p spaces

The spaces are of a similar concept. They are a special case of L^p, when the measure used in the integration in the definiton is counting measure and the measure space S is discrete. Thus, for 0 < p < ∞,

is defined as set of sequences

for which the quantity

is finite. As with L^p spaces, the sup norm ||x||_∞ is defined as

If S is the set of natural numbers, the space is usually denoted as (ie., without the space indication).

Closely connected to is the c₀, which is defined as space of all sequences declining to zero, with norm identical to .

Properties

The space is a Hilbert space (and no other is).

The , 1 < p < ∞ spaces are reflexive: , where (1/p) + (1/q) = 1. If the index set S is infinite, then so are , , and c₀.

The dual of c₀ is ; the dual of is . For the case of natural numbers index set, the and c₀ are separable, with the sole exception of .

The spaces can be found embedded into many Banach spaces. The question of whether all Banach spaces have such an embedding was answered negatively by B. S. Tsirelson's construction of Tsirelson space in 1974.

Except for the trivial finite case, an unusual feature of is that it is not polynomially reflexive.