Sequence Spaces & Lebesgue Spaces

The spaces ℓᵖ and Lᵖ turn sequences and measurable functions into Banach spaces. This chapter explains their norms, Hölder and Minkowski inequalities, density, duality, reflexivity, and the measure-dependent inclusion rules that prevent many common mistakes.

Sequence and Lebesgue spaces are the main test bench for functional analysis. They look concrete enough for coordinate calculations but already exhibit the infinite-dimensional phenomena—noncompact balls, inequivalent norms, weak convergence, endpoint duality failures—that operator theory must handle.

The sequence spaces #

For 1≤p<∞1\le p<\infty,

ℓp={x=(xn):∑n=1∞∣xn∣p<∞},∥x∥p=(∑n=1∞∣xn∣p)1/p.\ell^p=\left\{x=(x_n):\sum_{n=1}^{\infty}|x_n|^p<\infty\right\}, \qquad \|x\|_p=\left(\sum_{n=1}^{\infty}|x_n|^p\right)^{1/p}.

Also

ℓ∞={x:sup⁡n∣xn∣<∞},c0={x:xn→0},\ell^\infty=\{x:\sup_n|x_n|<\infty\},\qquad c_0=\{x:x_n\to0\},

both with the sup norm. Each is Banach. The finite-support sequences c00c_{00} are dense in ℓp\ell^p for p<∞p<\infty and in c0c_0, but their closure in ℓ∞\ell^\infty is only c0c_0.

For sequences, 1≤p<q≤∞1\le p<q\le\infty implies ℓp⊆ℓq\ell^p\subseteq\ell^q and ∥x∥q≤∥x∥p\|x\|_q\le\|x\|_p. This direction is special to counting measure; do not transfer it blindly to function spaces.

Lebesgue spaces identify almost-everywhere equality #

On a measure space (Ω,F,μ)(\Omega,\mathcal F,\mu),

Lp(Ω)={f:∫Ω∣f∣p dμ<∞}/a.e. equalityL^p(\Omega)=\left\{f:\int_\Omega |f|^p\,d\mu<\infty\right\}/\text{a.e. equality}

for p<∞p<\infty, and

∥f∥∞=ess supx∈Ω∣f(x)∣.\|f\|_\infty=\mathop{\mathrm{ess\,sup}}\limits_{x\in\Omega}|f(x)|.

An LpL^p element is an equivalence class, not a pointwise function. Evaluation f↦f(x0)f\mapsto f(x_0) is therefore not generally well-defined. Every LpL^p for 1≤p≤∞1\le p\le\infty is Banach (Riesz–Fischer).

Hölder creates the dual pairing #

If 1/p+1/q=11/p+1/q=1, then

∫Ω∣fg∣ dμ≤∥f∥p∥g∥q.\int_\Omega |fg|\,d\mu\le\|f\|_p\|g\|_q.

Young's scalar inequality ab≤ap/p+bq/qab\le a^p/p+b^q/q, applied after normalizing ff and gg, explains the conjugate exponents. Minkowski's inequality

∥f+g∥p≤∥f∥p+∥g∥p\|f+g\|_p\le\|f\|_p+\|g\|_p

then proves that ∥⋅∥p\|\cdot\|_p is a norm. At p=2p=2, Hölder is Cauchy–Schwarz and the norm comes from an inner product.

Inclusion depends on the measure space #

If μ(Ω)<∞\mu(\Omega)<\infty and 1≤q<p≤∞1\le q<p\le\infty, then

Lp(Ω)⊆Lq(Ω),∥f∥q≤μ(Ω)1/q−1/p∥f∥p.L^p(\Omega)\subseteq L^q(\Omega),\qquad \|f\|_q\le \mu(\Omega)^{1/q-1/p}\|f\|_p.

On an infinite-measure space, neither inclusion need hold. On (0,∞)(0,\infty), power behavior near zero and infinity can be chosen so that a function lies in one LpL^p but not another. The correct question is never simply “is Lp⊂LqL^p\subset L^q?”; it includes the underlying measure.

Structural map #

Space Separable? Reflexive? Standard continuous dual
ℓp\ell^p, 1≤p<∞1\le p<\infty yes iff 1<p<∞1<p<\infty (ℓp)∗=ℓq(\ell^p)^*=\ell^q
c0c_0 yes no (c0)∗=ℓ1(c_0)^*=\ell^1
ℓ∞\ell^\infty no no larger than ℓ1\ell^1
LpL^p, 1<p<∞1<p<\infty under standard hypotheses yes LqL^q
L1L^1 often separable generally no L∞L^\infty under standard hypotheses
L∞L^\infty generally no generally no larger than L1L^1

The exact LpL^p separability and endpoint-duality statements depend on the measure space. For a σ-finite measure space, the familiar (L1)∗=L∞(L^1)^*=L^\infty representation holds; the dual of L∞L^\infty contains finitely additive functionals and is not merely L1L^1.

Norm, pointwise, and weak convergence differ #

On [0,1][0,1], let fn=n1/p1[0,1/n]f_n=n^{1/p}\mathbf 1_{[0,1/n]}. Then fn(x)→0f_n(x)\to0 for almost every xx, but ∥fn∥p=1\|f_n\|_p=1. Pointwise convergence does not imply norm convergence. Conversely, norm convergence implies the existence of an almost-everywhere convergent subsequence, not necessarily pointwise convergence of the entire sequence.

In ℓ2\ell^2, the coordinate vectors ene_n satisfy en⇀0e_n\rightharpoonup0 because ⟨y,en⟩=yn→0\langle y,e_n\rangle=y_n\to0 for every y∈ℓ2y\in\ell^2, while ∥en∥2=1\|e_n\|_2=1. Weak convergence records every bounded linear measurement, but it can miss persistent norm.

Practical checks #

  • State the measure space before claiming an LpL^p inclusion.
  • Treat functions modulo almost-everywhere equality.
  • At p=1p=1 and p=∞p=\infty, recheck duality and reflexivity instead of using the 1<p<∞1<p<\infty template.
  • Use truncation to prove density only when the tail norm actually vanishes.
  • Distinguish norm, weak, almost-everywhere, in-measure, and uniform convergence; each preserves different operations.

Sources

  1. bookIntroduction to Functional Analysis: Lecture Notes for 18.102pdfnotes

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