Chapter 10

Banach Spaces

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Problem 10.1.1

Prove that ℓ1\ell^{1} is a vector space and that ∥a∥1=∑k=1∞∣ak∣\left\| a\right\|_{1}=\sum_{k=1}^{\infty }\left|a_{k}\right| defines a norm on ℓ1\ell^{1}.

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Problem 10.1.2

Prove that ℓ∞\ell^{\infty } is a vector space and that ∥a∥∞:=sup⁡n∈N∣an∣\left\| a\right\|_{\infty }:=\sup_{n \in \mathbb {N}}\left|a_{n}\right| defines a norm on ℓ∞\ell^{\infty }.

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Problem 10.1.3

Prove that C[a,b]C[a, b] is a vector space and that ∥f∥max =max⁡{∣f(x)∣:x∈[a,b]}\left\| f\right\|_{\text{max }}=\max \left\{ \left|f(x)\right| : x \in [a, b]\right\} defines a norm on C[a,b]C[a, b].

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Problem 10.1.4

Let AC[0,1]A C[0,1] denote the vector space of absolutely continuous functions on [0,1][0,1]. (See Exercise 9.4.2.) Prove that ∥f∥:=∣f(0)∣+∫01∣f′(t)∣dt\left\| f\right\| :=\left|f(0)\right|+\int_{0}^{1}\left|f^{\prime }(t)\right| d t defines a norm on AC[0,1]A C[0,1].

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Problem 10.1.5

Let BV[0,1]B V[0,1] denote the vector space of functions of bounded variation on [0,1][0,1]. (See Exercise 9.3.15.) Prove that ∥f∥:=∣f(0)∣+V01(f)\left\| f\right\| :=\left|f(0)\right|+V_{0}^{1}(f) defines a norm on BV[0,1]B V[0,1].

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Problem 10.1.6

Let Lip [0,1][0,1] denote the vector space of Lipschitz functions on [0,1][0,1]. For f∈Lip⁡[0,1]f \in \operatorname {Lip}[0,1] define

∥f∥:=∣f(0)∣+sup⁡{∣f(x)−f(y)∣∣x−y∣:x,y∈[0,1],x≠y}. \left\| f\right\| :=\left|f(0)\right|+\sup \left\{ \frac{\left|f(x)-f(y)\right|}{\left|x-y\right|}: x, y \in [0,1], x \neq y\right\} .

Prove that ∥⋅∥\left\| \cdot \right\| is a norm.

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Problem 10.1.7

Let XX be a finite-dimensional vector space with a basis {xk}k=1n\left\{ x_{k}\right\}_{k=1}^{n}. Given x=∑k=1nckxkx=\sum_{k=1}^{n} c_{k} x_{k} define

∥x∥∞=max⁡{∣ck∣:1≤k≤n}. \left\| x\right\| _{\infty }=\max \left\{ \left|c_{k}\right|: 1 \leq k \leq n\right\} .

Prove that ∥⋅∥∞\left\| \cdot \right\|_{\infty } is a norm on XX.

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Problem 10.1.8

Prove that cc is a vector space and that ∥(x1,x2,x3,…)∥=sup⁡{∣xn∣:n∈N}\left\| \left(x_{1}, x_{2}, x_{3}, \ldots \right)\right\| =\sup \left\{ \left|x_{n}\right|: n \in \mathbb {N}\right\} defines a norm on cc.

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Problem 10.1.9

Let XX be a vector space and suppose that ∥⋅∥α\left\| \cdot \right\|_{\alpha } and ∥⋅∥β\left\| \cdot \right\|_{\beta } are both norms on XX. Prove that so is ∥⋅∥:=∥⋅∥α+∥⋅∥β\left\| \cdot \right\| :=\left\| \cdot \right\|_{\alpha }+\left\| \cdot \right\|_{\beta }.

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Problem 10.1.10

Let XX be a normed linear space. Prove that XX is a Banach space if and only if for any {xn}⊂X\left\{ x_{n}\right\} \subset X the convergence of ∑n=1∞∥xn∥\sum_{n=1}^{\infty }\left\| x_{n}\right\| implies the convergence of ∑n=1∞xn\sum_{n=1}^{\infty } x_{n}.

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Problem 10.1.11

Let XX be a normed linear space. Prove that XX is a Banach space if and only if the set {x∈X:∥x∥=1}\left\{ x \in X:\left\| x\right\| =1\right\} is a complete metric space with respect to distance d(x,y):=∥x−y∥d(x, y):=\left\| x-y\right\|.

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Problem 10.1.12

Prove that a normed linear space is complete if and only if every decreasing sequence of closed balls has a nonempty intersection.

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Problem 10.1.13

Let XX be a normed space and VV a closed subspace of XX. Prove that:

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(a)

The relation ∼\sim on XX, defined by x∼yx \sim y if x−y∈Vx-y \in V, is an equivalence relation.

(b)

The quotient space X/∼X / \sim is a vector space with respect to operations [x]+[y]=[x+y][x]+[y]=[x+y] and α[x]=[αx]\alpha [x]=[\alpha x].

(c)

∥[x]∥:=inf⁡{∥x+y∥:y∈V}\left\| [x]\right\| :=\inf \left\{ \left\| x+y\right\| : y \in V\right\} is a norm on X/∼X / \sim.

(d)

If XX is a Banach space then so is X/∼X / \sim with this norm.

(e)

For any ε>0\varepsilon >0 there exists x∈Xx \in X such that ∥x∥=1\left\| x\right\| =1 and ∥[x]∥≥1−ε\left\| [x]\right\| \geq 1-\varepsilon.

Problem 10.1.14

Prove that C1[a,b]C^{1}[a, b] is a vector space and that the formula ∥f∥max =max⁡x∈[a,b]∣f(x)∣\left\| f\right\|_{\text{max }}= \max_{x \in [a, b]}\left|f(x)\right| defines a norm on C1[a,b]C^{1}[a, b], but that it is not a Banach space.

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Problem 10.1.15

Let c0c_{0} denote the subspace of cc consisting of sequences converging to 0. Prove that c0c_{0} is a Banach space with respect to the norm (10.2).

Formula (10.2), from Example 10.1.9: cc is the normed space of convergent sequences of real numbers with norm ∥(x1,x2,x3,…)∥=sup⁡{∣xn∣:n∈N}\left\| (x_{1}, x_{2}, x_{3}, \ldots )\right\| =\sup \left\{ \left|x_{n}\right|: n \in \mathbb {N}\right\}.

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Problem 10.1.16

Let B(X)B(X) be the set of all bounded, real-valued functions on a set XX. Prove that B(X)B(X) is a Banach space with respect to the norm ∥f∥=sup⁡{∣f(x)∣:x∈X}\left\| f\right\| = \sup \left\{ \left|f(x)\right|: x \in X\right\}.

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Problem 10.1.17

For f∈C[a,b]f \in C[a, b] define

∥f∥1=∫ab∣f∣.(10.3) \left\| f\right\| _{1}=\int _{a}^{b}\left|f\right| . \tag {10.3}
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(a)

Show that this is a norm on C[a,b]C[a, b].

(b)

Show that there is no number cc such that

∥f∥max⁡≤c∥f∥1, for all f∈C[a,b]. \left\| f\right\| _{\max } \leq c\left\| f\right\| _{1}, \quad \text{ for all } f \in C[a, b] .
(c)

Show that there is CC such that

∥f∥1≤C∥f∥max⁡, for all f∈C[a,b]. \left\| f\right\| _{1} \leq C\left\| f\right\| _{\max }, \quad \text{ for all } f \in C[a, b] .
(d)

Determine whether C[a,b]C[a, b] is a Banach space with respect to this norm.

Problem 10.1.18

In Exercises 10.1.18-10.1.21, prove that the set of x={xn}x=\left\{ x_{n}\right\} for which ∥x∥<∞\left\| x\right\| <\infty is a Banach subspace of cc (the space of convergent sequences), where:

∥x∥:=∣x1∣+∑n=1∞∣xn−xn+1∣\left\| x\right\| :=\left|x_{1}\right|+\sum_{n=1}^{\infty }\left|x_{n}-x_{n+1}\right|.

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Problem 10.1.19

In Exercises 10.1.18-10.1.21, prove that the set of x={xn}x=\left\{ x_{n}\right\} for which ∥x∥<∞\left\| x\right\| <\infty is a Banach subspace of cc (the space of convergent sequences), where:

∥x∥:=∑n=1∞∣xn−xn+1∣\left\| x\right\| :=\sum_{n=1}^{\infty }\left|x_{n}-x_{n+1}\right|.

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Problem 10.1.20

In Exercises 10.1.18-10.1.21, prove that the set of x={xn}x=\left\{ x_{n}\right\} for which ∥x∥<∞\left\| x\right\| <\infty is a Banach subspace of cc (the space of convergent sequences), where:

∥x∥:=sup⁡n∣∑k=1nxk∣\left\| x\right\| :=\sup_{n}\left|\sum_{k=1}^{n} x_{k}\right|.

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Problem 10.1.21

In Exercises 10.1.18-10.1.21, prove that the set of x={xn}x=\left\{ x_{n}\right\} for which ∥x∥<∞\left\| x\right\| <\infty is a Banach subspace of cc (the space of convergent sequences), where:

∥x∥:=sup⁡n∣∑k=1nxk∣\left\| x\right\| :=\sup_{n}\left|\sum_{k=1}^{n} x_{k}\right| and the space consists of x∈cx \in c for which ∑n=1∞xn\sum_{n=1}^{\infty } x_{n} converges.

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Problem 10.1.22

Let (X,M)(X, \mathfrak {M}) be a measurable space and let M(M)M(\mathfrak {M}) be the vector space of all finite signed measures on M\mathfrak {M}. Prove that:

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(a)

∥ν∥:=∣ν∣(X)\left\| \nu \right\| :=\left|\nu \right|(X) is a norm on M(M)M(\mathfrak {M}).

(b)

With this norm M(M)M(\mathfrak {M}) is a Banach space.

Problem 10.1.23

Prove that ∥f∥:=max⁡x∈[0,1]∣f(x)∣+max⁡x∈[0,1]∣f′(x)∣\left\| f\right\| :=\max_{x \in [0,1]}\left|f(x)\right|+\max_{x \in [0,1]}\left|f^{\prime }(x)\right| defines a norm on C1[0,1]C^{1}[0,1] and that it is a Banach space with respect to the norm.

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Problem 10.1.24

Let XX be a vector space of polynomials on R\mathbb {R} and, for a polynomial p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}, define

∥p∥=∑k=0deg⁡p∣ck∣. \left\| p\right\| =\sum _{k=0}^{\operatorname {deg} p}\left|c_{k}\right| .

Prove that ∥∥\left\| \right\| is a norm and that XX is not complete with respect to this norm.

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Problem 10.1.25

Let X,YX, Y be Banach spaces and for (x,y)∈X×Y(x, y) \in X \times Y define ∥(x,y)∥=∥x∥X+∥y∥Y\left\| (x, y)\right\| = \left\| x\right\|_{X}+\left\| y\right\|_{Y}. Prove that ∥∥\left\| \right\| is a norm on X×YX \times Y which makes X×YX \times Y a Banach space.

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Problem 10.1.26

Let Cb(R)C_{b}(\mathbb {R}) be the set of all bounded functions in C(R)C(\mathbb {R}) Prove that Cb(R)C_{b}(\mathbb {R}) is a Banach space.

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Problem 10.1.27

Let C0(R)⊂C(R)C_{0}(\mathbb {R}) \subset C(\mathbb {R}) be defined by f∈C0(R)f \in C_{0}(\mathbb {R}) if and only if for every ε>0\varepsilon >0 the set {x∈R:∣f(x)∣≥ε}\left\{ x \in \mathbb {R}:\left|f(x)\right| \geq \varepsilon \right\} is compact. Prove that C0(R)C_{0}(\mathbb {R}) is a Banach space.

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Problem 10.1.28

Let XX be a subset of ℓ1\ell^{1} consisting of sequences {an}\left\{ a_{n}\right\} for which ∑n∣an∣<∞\sum n\left|a_{n}\right|<\infty. Prove that XX is a subspace of ℓ1\ell^{1} that is not closed.

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Problem 10.1.29

Let XX be a normed space and V,WV, W two subspaces of XX. Prove that V+WV+W is a subspace of XX and that V+W=∨(V∪W)V+W=\vee (V \cup W).

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Problem 10.1.30

Let XX be a normed space and {Vi}i∈I\left\{ V_{i}\right\}_{i \in I} a collection of subspaces of XX. Prove that ∩i∈IVi\cap_{i \in I} V_{i} is a subspace of XX.

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Problem 10.1.31

Prove that every convergent sequence in a normed space XX is a Cauchy sequence.

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Problem 10.1.32

Let XX be a normed space and f:X→Rf: X \rightarrow \mathbb {R} a uniformly continuous function. Prove that there are A,B>0A, B>0 such that for any x∈Xx \in X,

∣f(x)∣≤A+B∥x∥. \left|f(x)\right| \leq A+B\left\| x\right\| .
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Problem 10.1.33

Prove that the set consisting of the sequence e=(1,1,1,…)e=(1,1,1, \ldots ) and the sequences en=(0,0,…,0,1,0,0,…)e_{n}=(0,0, \ldots , 0,1,0,0, \ldots ) (with 1 in the nnth position) has a dense span in cc. (See Example 10.1.9.)

Example 10.1.9: Let cc denote the normed space of convergent sequences of real numbers with norm ∥(x1,x2,x3,…)∥=sup⁡{∣xn∣:n∈N}\left\| (x_{1}, x_{2}, x_{3}, \ldots )\right\| =\sup \left\{ \left|x_{n}\right|: n \in \mathbb {N}\right\}. This is a Banach space.

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Problem 10.1.34

Let en=(0,0,…,0,1,0,0,…)e_{n}=(0,0, \ldots , 0,1,0,0, \ldots ) (with 1 in the nnth position). Prove that the set {en}n=1∞\left\{ e_{n}\right\}_{n=1}^{\infty } has a dense span in c0c_{0}. (See Exercise 10.1.15.)

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Problem 10.1.35

Let XX be a normed linear space. Prove that the function F:X→RF: X \rightarrow \mathbb {R} defined by F(x)=∥x∥F(x)=\left\| x\right\| is continuous.

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Problem 10.1.36

Let XX be a normed space. Prove that the closed unit ball is a closed subset of XX.

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Problem 10.1.37

Let XX be a normed space. Prove that the closed unit ball is the closure of the open unit ball.

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Problem 10.1.38

Let XX be a normed space. Prove that the unit ball of XX has a unique center and radius.

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Problem 10.1.39

Let XX be a Banach space and define c0(X)c_{0}(X) to be the space of all sequences {xn}⊂X\left\{ x_{n}\right\} \subset X such that lim⁡n∥xn∥=0\lim_{n}\left\| x_{n}\right\| =0. Prove that ∥{xn}∥:=sup⁡n∥xn∥\left\| \left\{ x_{n}\right\} \right\| :=\sup_{n}\left\| x_{n}\right\| defines a norm on c0(X)c_{0}(X) and that it makes c0(X)c_{0}(X) a Banach space.

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Problem 10.2.1

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, and for a function f:X→R∗f: X \rightarrow \mathbb {R}^{*} let [f][f] denote the equivalence class consisting of all functions that are equal to ff a.e. Prove that operations defined by formulas [f]+[g]=[f+g][f]+[g]=[f+g] and [αf]=α[f][\alpha f]=\alpha [f], where α∈R\alpha \in \mathbb {R}, are well defined and the same is true of ∥[f]∥p=∥f∥p\left\| [f]\right\|_{p}=\left\| f\right\|_{p}.

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Problem 10.2.2

Prove Proposition 10.2.5.

Proposition 10.2.5: L∞(X,μ)L^{\infty }\left(X, \mu \right) is a vector space.

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Problem 10.2.3

Prove Proposition 10.2.6.

Proposition 10.2.6: L1(X,μ)L^{1}\left(X, \mu \right) is a normed vector space with the norm defined by ∥f∥1:=∫X∣f∣ dμ\left\| f\right\|_{1} := \int_{X} \left|f\right| \, d\mu.

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Problem 10.2.4

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, and let Lp\mathcal{L}^{p} be the set of all functions such that ∫X∣f∣pdμ<∞\int_{X}\left|f\right|^{p} d \mu <\infty. Prove that d(f,g):=(∫X∣f−g∣p)1/pd(f, g):=\left(\int_{X}\left|f-g\right|^{p}\right)^{1 / p} does not define a distance on Lp\mathcal{L}^{p}. Formulate and prove a similar result for the space of all bounded functions.

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Problem 10.2.5

Verify the assertion made in Example 10.2.16.

Example 10.2.16 (the inclusions Lp2(E)⊂Lp1(E)L^{p_{2}}\left(E\right) \subset L^{p_{1}}\left(E\right) are all proper): Let E=(0,1]E=(0,1], −1/p1<α<−1/p2-1/p_{1} < \alpha < -1/p_{2}, and f(x)=xαf(x)=x^{\alpha }. Then f∈Lp1(E)∖Lp2(E)f \in L^{p_{1}}\left(E\right) \setminus L^{p_{2}}\left(E\right).

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Problem 10.2.6

For f∈L1(a,b)f \in L^{1}\left(a, b\right) define ∥f∥=∫abx2∣f(x)∣dx\left\| f\right\| =\int_{a}^{b} x^{2}\left|f(x)\right| d x. Prove that ∥∥\left\| \right\| is a norm on L1(a,b)L^{1}\left(a, b\right).

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Problem 10.2.7

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space and let f∈L∞(X,μ)f \in L^{\infty }\left(X, \mu \right). Prove that

∥f∥1=lim⁡p→1∥f∥p \left\| f\right\| _{1}=\lim _{p \rightarrow 1}\left\| f\right\| _{p}
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Problem 10.2.8

Show that if f(x)=ln⁡(1/x)f(x)=\ln (1 / x) for x∈(0,1]x \in (0,1], then ff belongs to Lp(0,1]L^{p}(0,1] for all 1≤p<∞1 \leq p<\infty but not to L∞(0,1]L^{\infty }(0,1].

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Problem 10.2.9

Let ff be an absolutely continuous function on [0,1][0,1], such that f(0)=0f(0)=0 and

∫01∣f′(x)∣2dx<∞ \int _{0}^{1}\left|f^{\prime }(x)\right|^{2} d x<\infty

Prove that

lim⁡x→0+f(x)x \lim _{x \rightarrow 0+} \frac{f(x)}{\sqrt{x}}

exists and calculate the value of this limit.

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Problem 10.2.10

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space for which μ(X)=1\mu (X)=1 and let ff be a measurable function on XX. Prove that the function F(p):=∥f∥pF(p):=\left\| f\right\|_{p} is an increasing function on [1,∞)[1, \infty ). Under what circumstances is FF strictly increasing?

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Problem 10.2.11

Prove or disprove: there exists a function ff that is bounded and continuous on (0,+∞)(0,+\infty ) and lim⁡x→∞f(x)=0\lim_{x \rightarrow \infty } f(x)=0 but f∉Lp(0,∞)f \notin L^{p}\left(0, \infty \right) for any p>0p>0.

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Problem 10.2.12

Prove that the equality in Young's Inequality holds if and only if b=ap/qb=a^{p / q}.

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Problem 10.2.13

Prove that the equality holds in Hölder's Inequality, i.e., ∫X∣fg∣=∥f∥p∥g∥q\int_{X}\left|f g\right|= \left\| f\right\|_{p}\left\| g\right\|_{q}, if and only if ∥g∥qq∣f∣p=∥f∥pp∣g∣q\left\| g\right\|_{q}^{q}\left|f\right|^{p}=\left\| f\right\|_{p}^{p}\left|g\right|^{q} a.e.

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Problem 10.2.14

Prove that, for 1<p<∞1<p<\infty, the equality in Minkowski's Inequality (10.7) holds if and only if there are nonnegative numbers a,ba, b, not both zero, such that af=bga f=b g a.e.

Theorem 10.2.12 (Minkowski's Inequality): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and 1≤p≤∞1 \leq p \leq \infty. If f,g∈Lp(X,μ)f, g \in L^{p}\left(X, \mu \right) then so is f+gf+g and

∥f+g∥p≤∥f∥p+∥g∥p.(10.7) \left\| f+g\right\| _{p} \leq \left\| f\right\| _{p}+\left\| g\right\| _{p}. \tag {10.7}
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Problem 10.2.15

Prove that, for p=1p=1, the equality in Minkowski's Inequality (10.7) holds if and only if fg≥0f g \geq 0 a.e.

Theorem 10.2.12 (Minkowski's Inequality): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and 1≤p≤∞1 \leq p \leq \infty. If f,g∈Lp(X,μ)f, g \in L^{p}\left(X, \mu \right) then so is f+gf+g and

∥f+g∥p≤∥f∥p+∥g∥p.(10.7) \left\| f+g\right\| _{p} \leq \left\| f\right\| _{p}+\left\| g\right\| _{p}. \tag {10.7}
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Problem 10.2.16

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<q<r<∞1 \leq p<q<r<\infty, and let f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right). Prove that for every t>0t>0 there are functions g∈Lp(X,μ)g \in L^{p}\left(X, \mu \right) and h∈Lr(X,μ)h \in L^{r}\left(X, \mu \right) such that f=g+hf=g+h and

∥g∥pp≤tp−q∥f∥qq,∥h∥rr≤tr−q∥f∥qq. \left\| g\right\| _{p}^{p} \leq t^{p-q}\left\| f\right\| _{q}^{q}, \quad \left\| h\right\| _{r}^{r} \leq t^{r-q}\left\| f\right\| _{q}^{q} .
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Problem 10.2.17

Prove Proposition 10.2.15.

Proposition 10.2.15: Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a finite measure space and 1≤p1<p2≤∞1 \leq p_{1} < p_{2} \leq \infty. Then Lp2(X,μ)⊂Lp1(X,μ)L^{p_{2}}\left(X, \mu \right) \subset L^{p_{1}}\left(X, \mu \right). Furthermore, ∥f∥p1≤C∥f∥p2\left\| f\right\|_{p_{1}} \leq C \left\| f\right\|_{p_{2}} for all f∈Lp2(X,μ)f \in L^{p_{2}}\left(X, \mu \right), where C=(μ(X))(p2−p1)/(p1p2)C = \left(\mu \left(X\right)\right)^{(p_{2}-p_{1})/(p_{1} p_{2})} if p2<∞p_{2} < \infty and C=(μ(X))1/p1C = \left(\mu \left(X\right)\right)^{1/p_{1}} if p2=∞p_{2} = \infty.

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Problem 10.2.18

Give an example of a measure space and numbers p1>p2≥1p_{1}>p_{2} \geq 1 such that Lp1(X)L^{p_{1}}(X) and Lp2(X)L^{p_{2}}(X) are equal.

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Problem 10.2.19

Verify the assertion made in Remark 10.2.17.

Remark 10.2.17: Let E⊂RE \subset \mathbb {R} be measurable and 1≤p1<p2≤∞1 \leq p_{1}<p_{2} \leq \infty. If m(E)=∞m(E)=\infty, no inclusion holds between Lp1(E)L^{p_{1}}\left(E\right) and Lp2(E)L^{p_{2}}\left(E\right). (By contrast, by Proposition 10.2.15, if m(E)<∞m(E)<\infty then Lp2(E)⊂Lp1(E)L^{p_{2}}\left(E\right) \subset L^{p_{1}}\left(E\right).)

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Problem 10.2.20

Let 0<α≤β0<\alpha \leq \beta and f(x)=1/(xα+xβ)f(x)=1 /\left(x^{\alpha }+x^{\beta }\right). Determine for what values of pp the function ff is in Lp[0,+∞)L^{p}[0,+\infty ).

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Problem 10.2.21

Let p,q,rp, q, r be positive numbers satisfying 1/p+1/q+1/r=11 / p+1 / q+1 / r=1 and suppose that f∈Lp(X,μ),g∈Lq(X,μ),h∈Lr(X,μ)f \in L^{p}\left(X, \mu \right), g \in L^{q}\left(X, \mu \right), h \in L^{r}\left(X, \mu \right). Prove that the function fghf g h is integrable and that ∥fgh∥1≤∥f∥p∥g∥q∥h∥r\left\| f g h\right\|_{1} \leq \left\| f\right\|_{p}\left\| g\right\|_{q}\left\| h\right\|_{r}.

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Problem 10.2.22

Let 1≤p≤r≤q≤∞1 \leq p \leq r \leq q \leq \infty. Prove that

Lp(X,μ)∩Lq(X,μ)⊂Lr(X,μ) L^{p}\left(X, \mu \right) \cap L^{q}\left(X, \mu \right) \subset L^{r}\left(X, \mu \right)

and that, if f∈Lp(X,μ)∩Lq(X,μ)f \in L^{p}\left(X, \mu \right) \cap L^{q}\left(X, \mu \right) then

∥f∥r≤∥f∥pα∥f∥qβ, where α=r−1−q−1p−1−q−1,β=p−1−r−1p−1−q−1 \left\| f\right\| _{r} \leq \left\| f\right\| _{p}^{\alpha }\left\| f\right\| _{q}^{\beta }, \quad \text{ where } \quad \alpha =\frac{r^{-1}-q^{-1}}{p^{-1}-q^{-1}}, \beta =\frac{p^{-1}-r^{-1}}{p^{-1}-q^{-1}}

and q−1q^{-1} is replaced by 0 if q=∞q=\infty.

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Problem 10.2.23

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space and let f∈L∞(X,μ)f \in L^{\infty }\left(X, \mu \right). Prove that

∥f∥∞=lim⁡p→∞∥f∥p=lim⁡p→∞∥f∥p+1p+1∥f∥pp \left\| f\right\| _{\infty }=\lim _{p \rightarrow \infty }\left\| f\right\| _{p}=\lim _{p \rightarrow \infty } \frac{\left\| f\right\| _{p+1}^{p+1}}{\left\| f\right\| _{p}^{p}}
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Problem 10.2.24

Let {fn}\left\{ f_{n}\right\} be a sequence of functions on [0,1][0,1] such that fnf_{n} is absolutely continuous for each n∈Nn \in \mathbb {N}, fn(0)=0f_{n}(0)=0 for each n∈Nn \in \mathbb {N}, and the sequence {fn′}\left\{ f_{n}^{\prime }\right\} converges in L1(0,1)L^{1}\left(0,1\right).

Prove that:

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(a)

the sequence {fn(x)}\left\{ f_{n}(x)\right\} is convergent for all x∈[0,1]x \in [0,1];

(b)

the limit of {fn}\left\{ f_{n}\right\} is absolutely continuous.

Problem 10.2.25

For p∈[1,+∞]p \in [1,+\infty ], find the values of the parameter λ\lambda for which

lim⁡ε→0+1ελ∫0εf=0, for all f∈Lp(0,1) \lim _{\varepsilon \rightarrow 0^{+}} \frac{1}{\varepsilon ^{\lambda }} \int _{0}^{\varepsilon } f=0, \quad \text{ for all } f \in L^{p}\left(0,1\right)
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Problem 10.2.26

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a finite measure space and for a measurable function ff let En={x∈X:n−1≤∣f(x)∣<n}E_{n}=\left\{ x \in X: n-1 \leq \left|f(x)\right|<n\right\}. Prove that f∈Lp(X,μ),1≤p<∞f \in L^{p}\left(X, \mu \right), 1 \leq p<\infty, if and only if

∑n=1∞npμ(En)<+∞ \sum _{n=1}^{\infty } n^{p} \mu \left(E_{n}\right)<+\infty

Is the finiteness of μ\mu necessary?

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Problem 10.2.27

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let 0<p<10<p<1. Prove that ∥⋅∥p\left\| \cdot \right\|_{p} is not a norm on Lp(X,μ)L^{p}\left(X, \mu \right).

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Problem 10.2.28

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space such that μ(X)=1\mu (X)=1, let f,g∈L2(X,μ)f, g \in L^{2}\left(X, \mu \right), and suppose that ∫Xfdμ=0\int_{X} f d \mu =0. Prove that

(∫Xfgdμ)2≤(∫Xg2dμ−(∫Xgdμ)2)∫Xf2dμ \left(\int _{X} f g d \mu \right)^{2} \leq \left(\int _{X} g^{2} d \mu -\left(\int _{X} g d \mu \right)^{2}\right) \int _{X} f^{2} d \mu
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Problem 10.2.29

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space such that μ(X)=1\mu (X)=1. For 1<p<∞1<p<\infty let

Ap={f∈L1(X,μ):∥f∥1=1,∥f∥p=21/p} \mathcal{A}_{p}=\left\{ f \in L^{1}\left(X, \mu \right):\left\| f\right\| _{1}=1,\left\| f\right\| _{p}=2^{1 / p}\right\}

Prove that for each 0<ε<10<\varepsilon <1 there exists δp>0\delta_{p}>0 such that

μ({x∈X:∣f(x)∣>ε})≥δp \mu (\left\{ x \in X:\left|f(x)\right|>\varepsilon \right\} ) \geq \delta _{p}

for each f∈Apf \in \mathcal{A}_{p}.

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Problem 10.2.30

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let ff be a nonnegative measurable function on XX. Suppose that

∫Xf2dμ=∫Xf3dμ=∫Xf4dμ \int _{X} f^{2} d \mu =\int _{X} f^{3} d \mu =\int _{X} f^{4} d \mu

Prove that f=f2f=f^{2} a.e.

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Problem 10.2.31

Let {fn}⊂Lp(0,1),{gn}⊂Lq(0,1),1/p+1/q=1\left\{ f_{n}\right\} \subset L^{p}\left(0,1\right),\left\{ g_{n}\right\} \subset L^{q}\left(0,1\right), 1 / p+1 / q=1, and suppose that {fn}\left\{ f_{n}\right\} converges to ff in Lp(0,1)L^{p}\left(0,1\right) and that {gn}\left\{ g_{n}\right\} converges to gg in Lq(0,1)L^{q}\left(0,1\right). Prove or disprove:

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(a)

The sequence {fngn}\left\{ f_{n} g_{n}\right\} converges to fgf g in L1(0,1)L^{1}\left(0,1\right).

(b)

The sequence {fngn}\left\{ f_{n} g_{n}\right\} converges in measure to fgf g.

Problem 10.2.32

Let {fn}\left\{ f_{n}\right\} be a sequence of functions in L∞(X)L^{\infty }\left(X\right) that converges a.e. to a function ff, and suppose that ∥fn∥∞≤M\left\| f_{n}\right\|_{\infty } \leq M for all n∈Nn \in \mathbb {N}. Prove that ∥f∥∞≤M\left\| f\right\|_{\infty } \leq M.

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Problem 10.2.33

Let EE be a measurable subset of [0,1][0,1] for which m(E)>0m(E)>0, and let p<qp<q. Prove or disprove: There exists a function that belongs to Lp(0,1)L^{p}\left(0,1\right) but not to Lq(E)L^{q}\left(E\right).

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Problem 10.2.34

Let EE be a measurable set and let gg be a function defined on EE. Prove that the product fgf g belongs to L1(E)L^{1}\left(E\right) for every function f∈L1(E)f \in L^{1}\left(E\right) if and only if g∈L∞(E)g \in L^{\infty }\left(E\right).

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Problem 10.2.35

Let ff be a function that belongs to both L4(R)L^{4}\left(\mathbb {R}\right) and L8(R)L^{8}\left(\mathbb {R}\right). Must ff belong to L5(R)L^{5}\left(\mathbb {R}\right) ? To L2(R)L^{2}\left(\mathbb {R}\right) ?

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Problem 10.2.36

Prove or disprove: If f∈L1(0,+∞)f \in L^{1}\left(0,+\infty \right) then there is an interval (a,b)(a, b) such that f∈L2(a,b)f \in L^{2}\left(a, b\right).

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Problem 10.2.37

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space for which μ(X)=1\mu (X)=1 and let p,qp, q be two distinct numbers in [1,+∞][1,+\infty ]. Characterize those measurable, real-valued functions ff for which ∥f∥p=∥f∥q\left\| f\right\|_{p}=\left\| f\right\|_{q}.

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Problem 10.2.38

Let 1≤p<q≤∞1 \leq p<q \leq \infty. Prove that ℓp⊂ℓq\ell^{p} \subset \ell^{q}. Is the inclusion strict?

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Problem 10.2.39

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<q≤∞1 \leq p<q \leq \infty, and suppose that f∈Lr(X,μ)f \in L^{r}\left(X, \mu \right) for all r∈(p,q)r \in (p, q). Prove that

lim⁡r→q−∥f∥r=∥f∥q, and lim⁡r→p+∥f∥r=∥f∥p. \lim _{r \rightarrow q^{-}}\left\| f\right\| _{r}=\left\| f\right\| _{q}, \quad \text{ and } \quad \lim _{r \rightarrow p^{+}}\left\| f\right\| _{r}=\left\| f\right\| _{p} .
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Problem 10.2.40

Let (X,M,ν)(X, \mathfrak {M}, \nu ) be a finite measure space, and let μ\mu be a signed measure on M\mathfrak {M} such that ∣μ∣\left|\mu \right| is σ\sigma-finite and μ≪ν\mu \ll \nu. Prove that dμ/dν∈Lp(X,ν)d \mu / d \nu \in L^{p}\left(X, \nu \right) if and only if there is a constant C>0C>0 such that

∑k=1n∣μ∣(Ak)pν(Ak)p−1≤C \sum _{k=1}^{n} \frac{\left|\mu \right|\left(A_{k}\right)^{p}}{\nu \left(A_{k}\right)^{p-1}} \leq C

for any finite disjoint collection {Ak}⊂M\left\{ A_{k}\right\} \subset \mathfrak {M} satisfying X=∪k=1nAkX=\cup_{k=1}^{n} A_{k} and ν(Ak)>0\nu \left(A_{k}\right)>0, for 1≤k≤n1 \leq k \leq n. Determine the relationship between the smallest such constant CC and ∥dμ/dν∥p\left\| d \mu / d \nu \right\|_{p}.

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Problem 10.2.41

Let 1≤p<∞1 \leq p<\infty and let f∈Lp(R)f \in L^{p}\left(\mathbb {R}\right). Find lim⁡∣y∣→∞∫R∣f(x+y)+f(x)∣pdx\lim_{\left|y\right| \rightarrow \infty } \int_{\mathbb {R}} \left|f(x+y)+f(x)\right|^{p} d x.

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Problem 10.2.42

Let 1≤p<∞1 \leq p<\infty. Prove or disprove: ∩1≤r<pLr(0,1)⊂Lp(0,1)\cap_{1 \leq r<p} L^{r}\left(0,1\right) \subset L^{p}\left(0,1\right).

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Problem 10.2.43

Let 1≤p<∞1 \leq p<\infty. Prove or disprove: ∪r>pLr(0,1)⊃Lp(0,1)\cup_{r>p} L^{r}\left(0,1\right) \supset L^{p}\left(0,1\right).

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Problem 10.2.44

Let 1≤p<∞1 \leq p<\infty. Prove or disprove: ∩r>pLr(R)⊂Lp(R)\cap_{r>p} L^{r}\left(\mathbb {R}\right) \subset L^{p}\left(\mathbb {R}\right).

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Problem 10.2.45

Let 1≤p<∞1 \leq p<\infty. Prove or disprove: ∪1≤r<pLr(R)⊃Lp(R)\cup_{1 \leq r<p} L^{r}\left(\mathbb {R}\right) \supset L^{p}\left(\mathbb {R}\right).

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Problem 10.2.46

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and f∈L∞(X,μ)f \in L^{\infty }\left(X, \mu \right). The essential range of ff is the set RfR_{f} of all y∈Ry \in \mathbb {R} for which the set {x:∣f(x)−y∣<ε}\left\{ x:\left|f(x)-y\right|<\varepsilon \right\} has positive measure for every ε>0\varepsilon >0. Prove that RfR_{f} is compact and that ∥f∥∞=sup⁡{∣y∣:y∈Rf}\left\| f\right\|_{\infty }=\sup \left\{ \left|y\right|: y \in R_{f}\right\}.

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Problem 10.2.47

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space, let 1≤p<∞1 \leq p<\infty, let θ>0\theta >0, and let {fn}\left\{ f_{n}\right\} be a bounded sequence in Lp+θ(X,μ)L^{p+\theta }\left(X, \mu \right) that converges a.e. to a function ff. Prove that {fn}\left\{ f_{n}\right\} converges to ff in the norm of Lp(X,μ)L^{p}\left(X, \mu \right).

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Problem 10.2.48

Prove that cos⁡tsin⁡3t+sin⁡tcos⁡3t≤1\sqrt{\cos t \sin^{3} t}+\sqrt{\sin t \cos^{3} t} \leq 1, for all t∈[0,2π]t \in [0,2 \pi ].

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Problem 10.2.49

Prove that for any 1<p<∞1<p<\infty,

⋃q<pℓq≠ℓp. \bigcup _{q<p} \ell ^{q} \neq \ell ^{p} .
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Problem 10.2.50

For p∈[1,+∞]p \in [1,+\infty ], prove that the closed unit ball of ℓp\ell^{p} is not compact.

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Problem 10.3.1

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space and let {fn}\left\{ f_{n}\right\} be a sequence in L1(X)L^{1}\left(X\right) that converges uniformly to a function ff. Prove that {fn}\left\{ f_{n}\right\} converges to ff in the norm of L1(X)L^{1}\left(X\right). Does this still hold if μ(X)=∞\mu (X)=\infty ?

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Problem 10.3.2

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a finite measure space and let {fn}\left\{ f_{n}\right\} be a sequence in Lp(X,μ)L^{p}\left(X, \mu \right) that it is uniformly Cauchy. Prove that it converges to a function ff that belongs to LpL^{p}.

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Problem 10.3.3

Prove the Riesz-Fischer theorem.

Theorem 10.3.3 (The Riesz-Fischer Theorem): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and 1≤p≤∞1 \leq p \leq \infty. Then Lp(X,μ)L^{p}\left(X, \mu \right) is a Banach space. Moreover, if the sequence {fn}\left\{ f_{n}\right\} converges to ff in Lp(X,μ)L^{p}\left(X, \mu \right), then there is a subsequence {fnk}\left\{ f_{n_{k}}\right\} that converges pointwise a.e. on XX to ff.

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Problem 10.3.4

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and {fn}n=1∞⊂Lp(X,μ),1≤p≤∞\left\{ f_{n}\right\}_{n=1}^{\infty } \subset L^{p}\left(X, \mu \right), 1 \leq p \leq \infty. Suppose that {fn}\left\{ f_{n}\right\} converges to 0 in the norm of LpL^{p}. Prove that it converges to 0 in measure.

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Problem 10.3.5

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space, let {fn}n=1∞\left\{ f_{n}\right\}_{n=1}^{\infty } a sequence of measurable functions that converges in measure to a function ff, and let 1≤p<∞1 \leq p<\infty.

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(a)

If there exists g∈Lp(X,μ)g \in L^{p}\left(X, \mu \right) such that ∣fn∣≤g\left|f_{n}\right| \leq g for all n∈Nn \in \mathbb {N}, prove that {fn}\left\{ f_{n}\right\} converges to ff in the norm of Lp(X,μ)L^{p}\left(X, \mu \right).

(b)

Give an example to show that the implication in (a) is false when p=∞p=\infty.

Problem 10.3.6

Give an example of a sequence that converges in measure but not in the norm of Lp(X,μ),1≤p≤∞L^{p}\left(X, \mu \right), 1 \leq p \leq \infty.

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Problem 10.3.7

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a finite measure space and let {fn}\left\{ f_{n}\right\} be a sequence of nonnegative integrable functions such that lim⁡∫Xfndμ=0\lim \int_{X} f_{n} d \mu =0. Prove or disprove: lim⁡fn=0\lim f_{n}=0 a.e.

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Problem 10.3.8

Give an example of a sequence {fn}\left\{ f_{n}\right\} in L1(0,1)L^{1}\left(0,1\right) that has the following properties:

  1. lim⁡fn(x)=0\lim f_{n}(x)=0 for all x∈[0,1]x \in [0,1];

  2. there is C>0C>0 such that ∫01∣fn∣≤C\int_{0}^{1}\left|f_{n}\right| \leq C, for all n∈Nn \in \mathbb {N};

  3. {fn}\left\{ f_{n}\right\} does not converge in the norm of L1(0,1)L^{1}\left(0,1\right).

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Problem 10.3.9

Give an example to show that Theorem 10.3.5 is false when p=∞p=\infty.

Theorem 10.3.5: Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and 1≤p<∞1 \leq p < \infty. Suppose that {fn}\left\{ f_{n}\right\} is a sequence in Lp(X,μ)L^{p}\left(X, \mu \right) that converges a.e. on XX to a function ff that belongs to Lp(X,μ)L^{p}\left(X, \mu \right). Then lim⁡n∥fn−f∥p=0\lim_{n} \left\| f_{n}-f\right\|_{p} = 0 if and only if lim⁡n∥fn∥p=∥f∥p\lim_{n} \left\| f_{n}\right\|_{p} = \left\| f\right\|_{p}.

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Problem 10.3.10

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and let {fn}∈Lp(X,μ)∩Lr(X,μ)\left\{ f_{n}\right\} \in L^{p}\left(X, \mu \right) \cap L^{r}\left(X, \mu \right), for some p,r∈[1,+∞)p, r \in [1,+\infty ). Suppose that {fn}\left\{ f_{n}\right\} converges to a function gg in the norm of Lp(X,μ)L^{p}\left(X, \mu \right) and to a function hh in the norm of Lr(X,μ)L^{r}\left(X, \mu \right). Prove or disprove: g=hg=h a.e.

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Problem 10.3.11

Let

X=L1(R)+L2(R)={g+h:g∈L1(R) and h∈L2(R)}. X=L^{1}\left(\mathbb {R}\right)+L^{2}\left(\mathbb {R}\right)=\left\{ g+h: g \in L^{1}\left(\mathbb {R}\right) \text{ and } h \in L^{2}\left(\mathbb {R}\right)\right\} .

Given p∈[1,∞)p \in [1, \infty ), define

∥f∥pinf:=inf⁡{(∥g∥1p+∥h∥2p)1/p:f=g+h,g∈L1(R) and h∈L2(R)}. \left\| f\right\| _{p}^{i n f}:=\inf \left\{ \left(\left\| g\right\| _{1}^{p}+\left\| h\right\| _{2}^{p}\right)^{1 / p}: f=g+h, g \in L^{1}\left(\mathbb {R}\right) \text{ and } h \in L^{2}\left(\mathbb {R}\right)\right\} .

Show that ∥f∥pinf\left\| f\right\|_{p}^{i n f} is a norm for each pp, and that XX is a Banach space with each of these norms.

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Problem 10.3.12

Let

X=Lp1(R)+Lp2(R)={g+h:g∈Lp1(R) and h∈Lp2(R)}. X=L^{p_{1}}(\mathbb {R})+L^{p_{2}}(\mathbb {R})=\left\{ g+h: g \in L^{p_{1}}(\mathbb {R}) \text{ and } h \in L^{p_{2}}(\mathbb {R})\right\} .

Given p1,p2∈[1,∞)p_{1}, p_{2} \in [1, \infty ), define

∥f∥p1,p2:=inf⁡{∥g∥p1+∥h∥p2:f=g+h,g∈Lp1(R) and h∈Lp2(R)}. \left\| f\right\| _{p_{1}, p_{2}}:=\inf \left\{ \left\| g\right\| _{p_{1}}+\left\| h\right\| _{p_{2}}: f=g+h, g \in L^{p_{1}}(\mathbb {R}) \text{ and } h \in L^{p_{2}}(\mathbb {R})\right\} .

Show that ∥f∥p1,p2\left\| f\right\|_{p_{1}, p_{2}} is a norm for each pair p1,p2p_{1}, p_{2}, and that XX is a Banach space with each of these norms.

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Problem 10.3.13

Let X=Rn+1X=\mathbb {R}^{n+1} with the product measure mn×mm_{n} \times m on the σ\sigma-algebra Mn⊗M\mathcal{M}_{n} \otimes \mathcal{M}, and let Lp,rL^{p, r} be the space of equivalence classes of jointly measurable functions f(x,t),x∈Rn,t∈Rf(x, t), x \in \mathbb {R}^{n}, t \in \mathbb {R}, for which the norm is defined by

∥f∥p,r=(∫R(∫Rn∣f∣pdmn)r/pdm)1/r \left\| f\right\| _{p, r}=\left(\int _{\mathbb {R}}\left(\int _{\mathbb {R}^{n}}\left|f\right|^{p} d m_{n}\right)^{r / p} d m\right)^{1 / r}

Prove that ∥f∥p,r\left\| f\right\|_{p, r} is a norm for each pair 1≤p,r<∞1 \leq p, r<\infty and that with this norm Lp,rL^{p, r} is a Banach space.

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Problem 10.3.14

Let 1≤p≤r≤q<∞1 \leq p \leq r \leq q<\infty. Prove that Lp(0,1)∩Lq(0,1)L^{p}\left(0,1\right) \cap L^{q}\left(0,1\right) is a dense subspace of Lr(0,1)L^{r}\left(0,1\right). Does the result hold if q=∞q=\infty ?

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Problem 10.3.15

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, and let {fn}∈Lp(X,μ)\left\{ f_{n}\right\} \in L^{p}\left(X, \mu \right). Suppose

0<c=inf⁡k∥fk∥p≤sup⁡k∥fk∥p=C<∞ and fifj=0 for i≠j. 0<c=\inf _{k}\left\| f_{k}\right\| _{p} \leq \sup _{k}\left\| f_{k}\right\| _{p}=C<\infty \quad \text{ and } \quad f_{i} f_{j}=0 \quad \text{ for } i \neq j .

Let {ak}\left\{ a_{k}\right\} be a sequence of real numbers such that ∑k∣ak∣p<∞\sum_{k}\left|a_{k}\right|^{p}<\infty and let f=∑kakfkf=\sum_{k} a_{k} f_{k}. Prove that:

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(a)

f∈Lp(X,μ)f \in L^{p}\left(X, \mu \right);

(b)

∥f∥p≤C(∑k∣ak∣p)1/p\left\| f\right\|_{p} \leq C\left(\sum_{k}\left|a_{k}\right|^{p}\right)^{1 / p};

(c)

∥f∥p≥c(∑k∣ak∣p)1/p\left\| f\right\|_{p} \geq c\left(\sum_{k}\left|a_{k}\right|^{p}\right)^{1 / p}.

Problem 10.3.16

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p≤∞1 \leq p \leq \infty, and let {fn}∈Lp(X,μ)\left\{ f_{n}\right\} \in L^{p}\left(X, \mu \right) such that lim⁡n∥fn∥p=0\lim_{n}\left\| f_{n}\right\|_{p}=0. Prove that there exists a subsequence {fnk}\left\{ f_{n_{k}}\right\} and a nonnegative function h∈Lp(X,μ)h \in L^{p}\left(X, \mu \right) such that ∣fnk∣≤h\left|f_{n_{k}}\right| \leq h a.e. [μ][\mu ] and lim⁡kfnk=0\lim_{k} f_{n_{k}}=0 a.e. [μ][\mu ].

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Problem 10.3.17

Give an example of a sequence {fn}\left\{ f_{n}\right\} in Lp(0,1)L^{p}\left(0,1\right) that converges to a function ff in the norm of Lp(0,1)L^{p}\left(0,1\right) but not pointwise at any point of [0,1][0,1].

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Problem 10.3.18

Let 1≤p<∞1 \leq p<\infty, and let Ep={f∈Lp(R):∫Rfdμ=0}E_{p}=\left\{ f \in L^{p}\left(\mathbb {R}\right): \int_{\mathbb {R}} f d \mu =0\right\}. Prove that EpE_{p} is closed if and only if p=1p=1.

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Problem 10.3.19

Let A={f∈L2(0,1):∃ interval If⊂[0,1],1/2∈If,f=0 a.e. on If}A=\left\{ f \in L^{2}\left(0,1\right): \exists \text{ interval } I_{f} \subset [0,1], 1 / 2 \in I_{f}, f=0 \text{ a.e. on } I_{f}\right\}. Prove or disprove: AA is a closed subset of L2L^{2}.

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Problem 10.3.20

Let F={f∈L2(0,1):f([0,1])⊂[0,1] a.e. }\mathcal{F}=\left\{ f \in L^{2}\left(0,1\right): f([0,1]) \subset [0,1] \text{ a.e. }\right\}. Prove or disprove: F\mathcal{F} is a closed subset of L2L^{2}.

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Problem 10.3.21

Let {fn}⊂AC[0,1]\left\{ f_{n}\right\} \subset A C[0,1], let fn(0)=0f_{n}(0)=0 for all n∈Nn \in \mathbb {N}, and suppose that {fn′}\left\{ f_{n}^{\prime }\right\} is a Cauchy sequence in L1(0,1)L^{1}\left(0,1\right). Prove that there exists f∈AC[0,1]f \in A C[0,1] such that {fn}\left\{ f_{n}\right\} converges to ff uniformly on [0,1][0,1].

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Problem 10.3.22

Let AC[0,1]A C[0,1] denote the normed space of absolutely continuous functions on [0,1][0,1] with the norm ∥f∥:=∣f(0)∣+∫01∣f′(t)∣dt\left\| f\right\| :=\left|f(0)\right|+\int_{0}^{1}\left|f^{\prime }(t)\right| d t. Prove that AC[0,1]A C[0,1] a Banach space with this norm.

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Problem 10.3.23

Let BV[0,1]B V[0,1] denote the normed space of functions of bounded variation on [0,1][0,1] with the norm ∥f∥:=∣f(0)∣+V01(f)\left\| f\right\| :=\left|f(0)\right|+V_{0}^{1}(f). Prove that BV[0,1]B V[0,1] is a Banach space with this norm.

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Problem 10.3.24

Let Lip [0,1][0,1] denote the vector space of Lipschitz functions on [0,1][0,1] with the norm

∥f∥:=∣f(0)∣+sup⁡{∣f(x)−f(y)∣∣x−y∣:x,y∈[0,1],x≠y}. \left\| f\right\| :=\left|f(0)\right|+\sup \left\{ \frac{\left|f(x)-f(y)\right|}{\left|x-y\right|}: x, y \in [0,1], x \neq y\right\} .

Prove that Lip⁡[0,1]\operatorname {Lip}[0,1] is a Banach space with this norm.

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Problem 10.3.25

Prove that ℓp\ell^{p} is a Banach space.

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Problem 10.3.26

Prove that ℓ∞\ell^{\infty } is a Banach space.

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Problem 10.3.27

Let 1≤p<q≤∞1 \leq p<q \leq \infty.

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(a)

Is the closed unit ball of Lp(0,1)L^{p}\left(0,1\right) a closed subset of Lq(0,1)L^{q}\left(0,1\right) ?

(b)

Is the closed unit ball of Lq(0,1)L^{q}\left(0,1\right) a closed subset of Lp(0,1)L^{p}\left(0,1\right) ?

Problem 10.3.28

Let 1≤p≤∞1 \leq p \leq \infty and let {fn}\left\{ f_{n}\right\} be a sequence in Lp(0,1)L^{p}\left(0,1\right) such that

f(x)=∑n=1∞fn(x) a.e. x∈[0,1] and ∑n=1∞∥fn∥p<∞. f(x)=\sum _{n=1}^{\infty } f_{n}(x) \quad \text{ a.e. } x \in [0,1] \quad \text{ and } \quad \sum _{n=1}^{\infty }\left\| f_{n}\right\| _{p}<\infty .
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(a)

Prove that for a.e. x∈[0,1]x \in [0,1]

∑n=1∞∣fn(x)∣<∞ \sum _{n=1}^{\infty }\left|f_{n}(x)\right|<\infty
(b)

Prove that f∈Lp(0,1)f \in L^{p}\left(0,1\right) and that

∥f∥p≤∑n=1∞∥fn∥p<∞ \left\| f\right\| _{p} \leq \sum _{n=1}^{\infty }\left\| f_{n}\right\| _{p}<\infty
Problem 10.3.29

Let 1≤p≤∞1 \leq p \leq \infty, let g∈Lp(0,1)g \in L^{p}\left(0,1\right), and let F\mathcal{F} be the subset of Lp(0,1)L^{p}\left(0,1\right) consisting of functions ff that are not greater than gg a.e. Prove that F\mathcal{F} is a closed, nowhere dense subset of Lp(0,1)L^{p}\left(0,1\right). Conclude that the set of all nonnegative functions in Lp(0,1)L^{p}\left(0,1\right) is a closed, nowhere dense subset of Lp(0,1)L^{p}\left(0,1\right).

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Problem 10.3.30

Give an example of a sequence that converges uniformly but not in the norm of Lp(X,μ),1≤p<∞L^{p}\left(X, \mu \right), 1 \leq p<\infty.

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Problem 10.3.31

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, and let ff and {fn}\left\{ f_{n}\right\} be functions in Lp(X,μ)L^{p}\left(X, \mu \right) such that lim⁡n∥fn∥p=∥f∥p\lim_{n}\left\| f_{n}\right\|_{p}=\left\| f\right\|_{p} and lim⁡nfn=f\lim_{n} f_{n}=f in measure. Prove that {fn}\left\{ f_{n}\right\} converges to ff in the norm of Lp(X,μ)L^{p}\left(X, \mu \right).

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Problem 10.3.32

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space, let 1≤r<p<∞1 \leq r<p<\infty, and let ff and {fn}\left\{ f_{n}\right\} be measurable functions such that sup⁡n∥fn∥p<∞\sup_{n}\left\| f_{n}\right\|_{p}<\infty and lim⁡nfn=f\lim_{n} f_{n}=f a.e. Prove that {fn}\left\{ f_{n}\right\} converges to ff in the norm of Lr(X,μ)L^{r}\left(X, \mu \right).

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Problem 10.3.33

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space, let {En}⊂M\left\{ E_{n}\right\} \subset \mathfrak {M} such that μ(En)<∞\mu \left(E_{n}\right)< \infty for all n∈Nn \in \mathbb {N}, and suppose that {χEn}\left\{ \chi_{E_{n}}\right\} converges to a function ff in the norm of L1(X,μ)L^{1}\left(X, \mu \right). Prove that ff is equal a.e. to the characteristic function of a measurable set.

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Problem 10.3.34

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 0<p<10<p<1, and for f,g∈Lp(X,μ)f, g \in L^{p}\left(X, \mu \right) let

d(f,g):=∫X∣f−g∣pdμ d(f, g):=\int _{X}\left|f-g\right|^{p} d \mu

Prove that dd is a metric with respect to which Lp(X,μ)L^{p}\left(X, \mu \right) is complete.

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Problem 10.3.35

By Hölder's Inequality, we have L2(a,b)⊂L1(a,b)L^{2}\left(a, b\right) \subset L^{1}\left(a, b\right). Show that the set L2(a,b)L^{2}\left(a, b\right), considered as a subset of a complete metric space L1(a,b)L^{1}\left(a, b\right), is of the first category.

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Problem 10.3.36

Prove that ∥f∥=∥f∥1+∥f′∥1\left\| f\right\| =\left\| f\right\|_{1}+\left\| f^{\prime }\right\|_{1} defines a norm on AC[0,1]A C[0,1] and that it is a Banach space with respect to the norm.

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Problem 10.3.37

Let VV be a closed linear subspace of L1(0,1)L^{1}\left(0,1\right). Suppose that for each f∈Vf \in V there exists a p>1p>1 such that f∈Lp(0,1)f \in L^{p}\left(0,1\right). Show that there exists a q>1q>1 such that V⊂Lq(0,1)V \subset L^{q}\left(0,1\right).

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Problem 10.3.38

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space, let EE be a nonempty measurable subset of XX, and let VV consist of those functions in Lp(X,μ)L^{p}\left(X, \mu \right) that vanish on EE. Prove that VV is a closed subspace of Lp(X,μ)L^{p}\left(X, \mu \right).

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Problem 10.3.39

Prove or disprove: There is a nonempty closed set in Lp(0,1)L^{p}\left(0,1\right) that does not contain an element of smallest norm.

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Problem 10.3.40

For p∈[1,+∞]p \in [1,+\infty ], prove that the closed unit ball of Lp(0,1)L^{p}\left(0,1\right) is not compact.

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Problem 10.3.41

Let XX be a Banach space, let 1≤p<∞1 \leq p<\infty and define ℓp(X)\ell^{p}(X) to be the space of all sequences {xn}⊂X\left\{ x_{n}\right\} \subset X such that ∑n∥xn∥p<∞\sum_{n}\left\| x_{n}\right\|^{p}<\infty. Prove that ∥{xn}∥:=(∑n∥xn∥p)1/p\left\| \left\{ x_{n}\right\} \right\| :=\left(\sum_{n}\left\| x_{n}\right\|^{p}\right)^{1 / p} defines a norm on ℓp(X)\ell^{p}(X) and that it makes ℓp(X)\ell^{p}(X) a Banach space.

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Problem 10.4.1

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space. Prove that A∼B⇔μ(A△B)=0A \sim B \Leftrightarrow \mu (A \triangle B)=0 defines an equivalence relation on M\mathfrak {M}.

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Problem 10.4.2

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, A∼B⇔μ(A△B)=0A \sim B \Leftrightarrow \mu (A \triangle B)=0, and let d:M/∼×M/∼→Rd: \mathfrak {M} / \sim \times \mathfrak {M} / \sim \rightarrow \mathbb {R} be defined by d([A],[B])=μ(A△B)d([A],[B])=\mu (A \triangle B). Prove that (M/∼,d)(\mathfrak {M} / \sim , d) is a metric space.

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Problem 10.4.3

Prove that (Rn,Mn,mn)\left(\mathbb {R}^{n}, \mathcal{M}_{n}, m_{n}\right) is a separable measure space for every n∈Nn \in \mathbb {N}.

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Problem 10.4.4

Let AA denote the subset of ℓp,1≤p<∞\ell^{p}, 1 \leq p<\infty, consisting of all sequences that have only finitely many nonzero terms. Prove that AA is dense in ℓp\ell^{p}. Conclude that ℓp\ell^{p} is a separable Banach space for 1≤p<∞1 \leq p<\infty.

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Problem 10.4.5

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space and let 1≤p<r<∞1 \leq p<r<\infty. Consider the vector space Lr(X,μ)L^{r}\left(X, \mu \right) but with the norm ∥⋅∥p\left\| \cdot \right\|_{p}. Is this normed space complete?

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Problem 10.4.6

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space. Prove that the span of the set {χE:E∈M}\left\{ \chi_{E}: E \in \mathfrak {M}\right\} is dense in L∞(X,μ)L^{\infty }\left(X, \mu \right).

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Problem 10.4.7

Let f∈L1(R)f \in L^{1}\left(\mathbb {R}\right). Prove that

lim⁡n→∞∫Rf(x)sin⁡nxdx=lim⁡n→∞∫Rf(x)cos⁡nxdx=0 \lim _{n \rightarrow \infty } \int _{\mathbb {R}} f(x) \sin n x d x=\lim _{n \rightarrow \infty } \int _{\mathbb {R}} f(x) \cos n x d x=0
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Problem 10.4.8

Let f∈L1(R)f \in L^{1}\left(\mathbb {R}\right). Prove that

lim⁡ε→0∫R∣f(x+ε)−f(x)∣dx=0 \lim _{\varepsilon \rightarrow 0} \int _{\mathbb {R}}\left|f(x+\varepsilon )-f(x)\right| d x=0
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Problem 10.4.9

Let f,g,hf, g, h be integrable functions over (R)(\mathbb {R}) and let

f∗g(x)=∫Rf(t)g(x−t)dt f * g(x)=\int _{\mathbb {R}} f(t) g(x-t) d t

Prove that:

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(a)

f∗gf * g is integrable over (R)(\mathbb {R}).

(b)

If, in addition, one of the functions f,gf, g is bounded then f∗gf * g is continuous.

(c)

f∗g=g∗ff * g=g * f.

(d)

(f∗g)∗h=f∗(g∗h)(f * g) * h=f *(g * h).

Problem 10.4.10

Give an example of Lp(X,μ)L^{p}\left(X, \mu \right) that is separable even though ( X,M,μX, \mathfrak {M}, \mu ) is not separable.

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Problem 10.4.11

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and suppose that Lp(X,μ)L^{p}\left(X, \mu \right) is separable. Prove that there exists a countable collection A⊂M\mathcal{A} \subset \mathfrak {M} such that for every E∈ME \in \mathfrak {M} with μ(E)<∞\mu (E)<\infty and every ε>0\varepsilon >0 there exists A∈AA \in \mathcal{A} such that μ(A△E)<ε\mu (A \triangle E)<\varepsilon.

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Problem 10.4.12

Prove Corollary 10.4.8. Does it remain true in Rn\mathbb {R}^{n} ?

Corollary 10.4.8: Let EE be a Lebesgue measurable subset of R\mathbb {R} and 1≤p<∞1 \leq p < \infty. Then Lp(E)L^{p}\left(E\right) is separable.

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Problem 10.4.13

Let AA be the set of all x={xn}x=\left\{ x_{n}\right\} in ℓ2\ell^{2} such that ∑n=1∞xn=0\sum_{n=1}^{\infty } x_{n}=0. Prove or disprove: AA is dense in ℓ2\ell^{2}.

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Problem 10.4.14

Prove Corollary 10.4.10. Does it remain true in Rn\mathbb {R}^{n} ?

Corollary 10.4.10: Let EE be a Lebesgue measurable subset of R\mathbb {R} of positive measure. Then L∞(E,m)L^{\infty }\left(E, m\right) is not separable.

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Problem 10.4.15

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and suppose that XX is an infinite set such that μ(X)≠0\mu (X) \neq 0. Prove or disprove: L∞(X)L^{\infty }\left(X\right) is not separable.

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Problem 10.4.16

Prove that ℓ∞\ell^{\infty } is not separable.

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Problem 10.4.17

In Exercises 10.4.17-10.4.21 prove that the given set is dense in Lp(0,1)L^{p}\left(0,1\right), 1≤p<∞1 \leq p<\infty:

The set of step functions ∑k=1nckχ[xk−1,xk)\sum_{k=1}^{n} c_{k} \chi_{\left[x_{k-1}, x_{k}\right)}, where 0=x0<x1<⋯<xn=10=x_{0}<x_{1}< \cdots <x_{n}=1.

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Problem 10.4.18

In Exercises 10.4.17-10.4.21 prove that the given set is dense in Lp(0,1)L^{p}\left(0,1\right), 1≤p<∞1 \leq p<\infty:

The set of continuous piecewise linear functions with finitely many corners.

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Problem 10.4.19

In Exercises 10.4.17-10.4.21 prove that the given set is dense in Lp(0,1)L^{p}\left(0,1\right), 1≤p<∞1 \leq p<\infty:

The set of polynomials.

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Problem 10.4.20

In Exercises 10.4.17-10.4.21 prove that the given set is dense in Lp(0,1)L^{p}\left(0,1\right), 1≤p<∞1 \leq p<\infty:

The set of trigonometric polynomials, i.e., functions of the form T(x)=∑k=1nakcos⁡kx+bksin⁡kxT(x)=\sum_{k=1}^{n} a_{k} \cos k x+b_{k} \sin k x.

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Problem 10.4.21

In Exercises 10.4.17-10.4.21 prove that the given set is dense in Lp(0,1)L^{p}\left(0,1\right), 1≤p<∞1 \leq p<\infty:

The set of Lipschitz functions on [0,1][0,1].

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Problem 10.4.22

Let 1≤p<∞1 \leq p<\infty and let ff be a function in Lp(0,1)L^{p}\left(0,1\right) such that, for every n∈Nn \in \mathbb {N},

∫01xnf(x)dx=0 \int _{0}^{1} x^{n} f(x) d x=0

Prove that f=0f=0 a.e. Does the result remain true if p=∞p=\infty ?

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Problem 10.4.23

Let f:[0,1]→Rf:[0,1] \rightarrow \mathbb {R}. Prove that ff is Lipschitz with ∣f(x)−f(y)∣≤M∣x−y∣\left|f(x)-f(y)\right| \leq M\left|x-y\right| for all x,y∈[0,1]x, y \in [0,1] if and only if there is a sequence {fn}⊂C1[0,1]\left\{ f_{n}\right\} \subset C^{1}[0,1] such that

  1. ∣fn′(x)∣≤M\left|f_{n}^{\prime }(x)\right| \leq M for all x∈[0,1]x \in [0,1];

  2. lim⁡nfn(x)=f(x)\lim_{n} f_{n}(x)=f(x) for all x∈[0,1]x \in [0,1].

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Problem 10.4.24

Prove Theorem 10.4.13.

Theorem 10.4.13: Let XX be a metric space, let B(X)\mathcal{B}(X) be the Borel σ\sigma-algebra and μ\mu a measure on it, and let (X,B(X),μ)(X, \mathcal{B}(X), \mu ) be a σ\sigma-compact regular measure space. The set Cc(X)C_{c}(X) is dense in Lp(X,μ)L^{p}\left(X, \mu \right), for 1≤p<∞1 \leq p < \infty.

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Problem 10.4.25

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) and a metric on XX such that XX is σ\sigma-compact but Cc(X)C_{c}(X) is not dense in Lp(X,μ)L^{p}\left(X, \mu \right), for any p∈[1,+∞)p \in [1,+\infty ).

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Problem 10.4.26

Give an example of a regular measure space ( X,M,μX, \mathfrak {M}, \mu ) and a metric on XX such that Cc(X)C_{c}(X) is not dense in Lp(X,μ)L^{p}\left(X, \mu \right), for any p∈[1,+∞)p \in [1,+\infty ).

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Problem 10.4.27

Prove or disprove: The set of continuous function on [0,1][0,1] is dense in L∞(0,1)L^{\infty }\left(0,1\right).

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Problem 10.4.28

Let S={f∈L1(R3):∫f=0}S=\left\{ f \in L^{1}\left(\mathbb {R}^{3}\right): \int f=0\right\}. Prove that S∩L2(R3)S \cap L^{2}\left(\mathbb {R}^{3}\right) is a dense subset of L2(R3)L^{2}\left(\mathbb {R}^{3}\right).

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Problem 10.4.29

Let AC[0,1]A C[0,1] denote the normed space of absolutely continuous functions on [0,1][0,1] with the norm ∥f∥:=∣f(0)∣+∫01∣f′(t)∣dt\left\| f\right\| :=\left|f(0)\right|+\int_{0}^{1}\left|f^{\prime }(t)\right| d t. Prove that AC[0,1]A C[0,1] is a separable Banach space.

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Problem 10.4.30

Let BV[0,1]B V[0,1] denote the normed space of functions of bounded variation on [0,1][0,1] with the norm ∥f∥:=∣f(0)∣+V01(f)\left\| f\right\| :=\left|f(0)\right|+V_{0}^{1}(f). Prove that BV[0,1]B V[0,1] is not a separable Banach space.

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Problem 10.4.31

Let Lip⁡[0,1]\operatorname {Lip}[0,1] denote the vector space of Lipschitz functions on [0,1][0,1] with the norm

∥f∥:=∣f(0)∣+sup⁡{∣f(x)−f(y)∣∣x−y∣:x,y∈[0,1],x≠y} \left\| f\right\| :=\left|f(0)\right|+\sup \left\{ \frac{\left|f(x)-f(y)\right|}{\left|x-y\right|}: x, y \in [0,1], x \neq y\right\}

Prove that Lip⁡[0,1]\operatorname {Lip}[0,1] is not a separable Banach space.

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Problem 10.4.32

Prove that the space c0c_{0} is separable.

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Problem 10.4.33

Let e=(1,1,1,…)e=(1,1,1, \ldots ) and for every n∈Nn \in \mathbb {N} let {en}\left\{ e_{n}\right\} be the sequence with 1 in the nnth spot and zeros elsewhere. Prove that the span of vectors {e,e1,e2,…}\left\{ e, e_{1}, e_{2}, \ldots \right\} is dense in cc. Conclude that the space cc is separable.

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Problem 10.4.34

Prove that the space C[a,b]C[a, b] with L1L^{1} norm is separable.

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Problem 10.4.35

Let f,gf, g be two continuous functions on (0,1)(0,1) and let

E(f,g)={x∈(0,1):f(x)≠g(x)} E(f, g)=\left\{ x \in (0,1): f(x) \neq g(x)\right\}
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(a)

Prove that E(f,g)E(f, g) is a countable union of open intervals {In(f,g)}\left\{ I_{n}(f, g)\right\}.

(b)

Prove that

d(f,g)=∑n=1∞m(In(f,g)) d(f, g)=\sum _{n=1}^{\infty } m\left(I_{n}(f, g)\right)

defines a distance on the set C(0,1)C(0,1) but the metric space (C(0,1),d)(C(0,1), d) is not separable.

Problem 10.4.36

Let B(X)B(X) be the vector space of all bounded, real-valued functions on a set XX. For f∈B(X)f \in B(X) define

∥f∥=sup⁡{∣f(x)∣:x∈X} \left\| f\right\| =\sup \left\{ \left|f(x)\right|: x \in X\right\}

Prove that B(X)B(X) is separable if and only if XX is a finite set.

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Problem 10.4.37

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) which is not separable even though XX is a separable normed space.

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Problem 10.4.38

Let XX be a Banach space and let YY be a dense subspace of XX. Suppose that YY is a Banach space with respect to the same norm. Prove that X=YX=Y.

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Problem 10.4.39

Let XX be a normed linear space. Prove that XX is separable if and only if there exists a compact set K⊂XK \subset X for which the closed linear span equals XX.

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Problem 10.4.40

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let p,qp, q be conjugate exponents, let SS be a dense subset of Lq(X,μ)L^{q}\left(X, \mu \right), and suppose that g∈Lp(X,μ)g \in L^{p}\left(X, \mu \right) satisfies ∫Xfgdμ=0\int_{X} f g d \mu =0, for all f∈Sf \in S. Prove that g=0g=0.

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Problem 10.4.41

Let f∈L1(R)f \in L^{1}\left(\mathbb {R}\right) and suppose that ∫Rfgdm=0\int_{\mathbb {R}} f g d m=0, for all g∈Cc(R)g \in C_{c}(\mathbb {R}). Prove that f=0f=0 a.e.

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Problem 10.4.42

Let XX be a normed linear space and suppose that XX is a closed linear span of {xn}n=1∞\left\{ x_{n}\right\}_{n=1}^{\infty }. Prove that XX is separable.

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Problem 10.4.43

Prove that a proper closed vector subspace of a normed linear space is nowhere dense.

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Problem 10.5.1

Prove that ⟨x,y⟩=∑k=1∞xkyk\left\langle x, y \right\rangle =\sum_{k=1}^{\infty } x_{k} y_{k} is an inner product on ℓ2\ell^{2}.

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Problem 10.5.2

Prove that ⟨f,g⟩=∫Xfgdμ\left\langle f, g \right\rangle =\int_{X} f g d \mu is an inner product on L2(X,μ)L^{2}\left(X, \mu \right).

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Problem 10.5.3

Prove Proposition 10.5.4. Use it to derive Corollary 10.5.6.

Proposition 10.5.4 (Cauchy-Schwarz Inequality): For any x,y∈Hx, y \in H, ∣⟨x,y⟩∣≤∥x∥∥y∥\left| \left\langle x, y \right\rangle \right| \leq \left\| x\right\| \left\| y\right\|.

Corollary 10.5.6: For a fixed y∈Hy \in H the inner product ⟨x,y⟩\left\langle x, y \right\rangle is a continuous function of xx in the norm topology. An analogous statement is true when we fix xx.

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Problem 10.5.4

Prove that equality holds in Cauchy-Schwarz inequality if and only if x=0x=0 or y=λxy=\lambda x, for some λ∈R\lambda \in \mathbb {R}.

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Problem 10.5.5

Prove Proposition 10.5.5.

Proposition 10.5.5: The function ∥⋅∥\left\| \cdot \right\| defined by ∥h∥=⟨h,h⟩\left\| h\right\| = \sqrt{ \left\langle h, h \right\rangle } (formula (10.13)) is a norm on HH.

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Problem 10.5.6

Prove Proposition 10.5.7.

Proposition 10.5.7 (The Parallelogram Identity): For any x,y∈Hx, y \in H, ∥x−y∥2+∥x+y∥2=2∥x∥2+2∥y∥2\left\| x-y\right\|^{2} + \left\| x+y\right\|^{2} = 2\left\| x\right\|^{2} + 2\left\| y\right\|^{2}.

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Problem 10.5.7

Prove that the sequence {fn}\left\{ f_{n}\right\} in Example 10.5.13 is Cauchy but not convergent.

Example 10.5.13 (an inner product space that is not a Hilbert space): Let HH be the set C[−1,1]C[-1,1] with the inner product ⟨f,g⟩=∫−11fg\left\langle f, g \right\rangle = \int_{-1}^{1} fg. Define fn(x)=0f_{n}(x) = 0 for −1≤x<0-1 \leq x < 0, fn(x)=nxf_{n}(x) = nx for 0≤x<1/n0 \leq x < 1/n, and fn(x)=1f_{n}(x) = 1 for 1/n≤x≤11/n \leq x \leq 1.

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Problem 10.5.8

Prove that Lp(0,1)L^{p}\left(0,1\right) is not Hilbert space if p≠2p \neq 2.

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Problem 10.5.9

Prove that ℓp\ell^{p} is not Hilbert space if p≠2p \neq 2.

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Problem 10.5.10

Prove that C[a,b]C[a, b] is not Hilbert space.

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Problem 10.5.11

Let XX be a normed linear space in which the Parallelogram Identity holds. Prove that there is an inner product on XX such that ∥x∥2=⟨x,x⟩\left\| x\right\|^{2}= \left\langle x, x \right\rangle, for all ∈X\in X.

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Problem 10.5.12

Let H\mathcal{H} be the set of all absolutely continuous functions f:[0,1]→Rf:[0,1] \rightarrow \mathbb {R} such that f(0)=0f(0)=0 and f′∈L2(0,1)f^{\prime } \in L^{2}\left(0,1\right). Let ⟨f,g⟩=∫01f′(t)g′(t)dt\left\langle f, g \right\rangle =\int_{0}^{1} f^{\prime }(t) g^{\prime }(t) d t for f,g∈Hf, g \in \mathcal{H}. Prove that H\mathcal{H} is Hilbert space.

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Problem 10.5.13

Prove the Polarization Identity: For any x,y∈Hx, y \in \mathcal{H},

⟨x,y⟩=14(∥x+y∥2−∥x−y∥2). \left\langle x, y \right\rangle =\frac{1}{4}\left(\left\| x+y\right\| ^{2}-\left\| x-y\right\| ^{2}\right) .
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Problem 10.5.14

A vector hh in Hilbert space H\mathcal{H} is an extreme point of a set AA if

h=tx+(1−t)y,0≤t≤1,x,y∈H⇒x=y=h. h=t x+(1-t) y, \quad 0 \leq t \leq 1, \quad x, y \in \mathcal{H} \quad \Rightarrow \quad x=y=h .

Prove that every unit vector in H\mathcal{H} is an extreme point of the unit sphere.

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Problem 10.5.15

Let {xn},{yn},x,y\left\{ x_{n}\right\} ,\left\{ y_{n}\right\} , x, y be vectors in Hilbert space such that lim⁡xn=x\lim x_{n}=x and lim⁡yn=y\lim y_{n}=y. Prove that lim⁡⟨xn,yn⟩=⟨x,y⟩\lim \left\langle x_{n}, y_{n} \right\rangle = \left\langle x, y \right\rangle.

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Problem 10.5.16

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let {fn},f∈L2(X,μ)\left\{ f_{n}\right\} , f \in L^{2}\left(X, \mu \right) such that

lim⁡n→∞∫Xfnfdμ=lim⁡n→∞∫Xfn2dμ=∫Xf2dμ \lim _{n \rightarrow \infty } \int _{X} f_{n} f d \mu =\lim _{n \rightarrow \infty } \int _{X} f_{n}^{2} d \mu =\int _{X} f^{2} d \mu

Prove that lim⁡fn=f\lim f_{n}=f in the norm of L2(X,μ)L^{2}\left(X, \mu \right).

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Problem 10.5.17

Let H\mathcal{H} be Hilbert space and let XX denote the set of all sequences x={xn}\mathbf{x}=\left\{ x_{n}\right\}, where for each n∈N,xn∈Hn \in \mathbb {N}, x_{n} \in \mathcal{H} and ∥x∥:=sup⁡{∥xn∥:n∈N}<∞\left\| \mathbf{x}\right\| :=\sup \left\{ \left\| x_{n}\right\| : n \in \mathbb {N}\right\} <\infty. Prove that with the natural definition of addition and scalar multiplication XX is a normed linear space. Is it a Banach space? Is it Hilbert space?

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Problem 10.5.18

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

All polynomials.

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Problem 10.5.19

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials of x2x^{2}, i.e., such that c2k−1=0c_{2 k-1}=0, for all k∈Nk \in \mathbb {N}.

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Problem 10.5.20

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials with the property that c0=0c_{0}=0.

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Problem 10.5.21

In Exercises 10.5.18-10.5.21 a vector subspace VV of L2(0,1)L^{2}\left(0,1\right) is given consisting of some polynomials p(x)=∑k=0deg⁡pckxkp(x)=\sum_{k=0}^{\operatorname {deg} p} c_{k} x^{k}. Find its orthogonal complement.

Polynomials satisfying ∑k=0deg⁡pck=0\sum_{k=0}^{\operatorname {deg} p} c_{k}=0.

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Problem 10.5.22

Let K\mathcal{K} be a subspace of Hilbert space H\mathcal{H}. Prove that K∩K⊥\mathcal{K} \cap \mathcal{K}^{\perp } consists of zero vector alone.

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Problem 10.5.23

Let K,M\mathcal{K}, \mathcal{M} be two subspaces of Hilbert space H\mathcal{H} such that K⊂M\mathcal{K} \subset \mathcal{M}. Prove that M⊥⊂K⊥\mathcal{M}^{\perp } \subset \mathcal{K}^{\perp }.

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Problem 10.5.24

Let SS be a subset of Hilbert space. Prove that (S⊥)⊥\left(S^{\perp }\right)^{\perp } equals the closed linear span of vectors in SS.

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Problem 10.5.25

Let VV be a closed subspace of Hilbert space H\mathcal{H}, and let x0∈Hx_{0} \in \mathcal{H}. Show that

min⁡{∥x−x0∥:x∈V}=max⁡{∣⟨x0,y⟩∣:y∈V⊥,∥y∥=1}. \min \left\{ \left\| x-x_{0}\right\| : x \in V\right\} =\max \left\{ \left| \left\langle x_{0}, y \right\rangle \right|: y \in V^{\perp },\left\| y\right\| =1\right\} .
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Problem 10.5.26

Let SS be a subset of H\mathcal{H}. Prove that S⊥=S⊥⊥⊥S^{\perp }=S^{\perp \perp \perp }.

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Problem 10.5.27

Let K,M\mathcal{K}, \mathcal{M} be two closed subspaces of Hilbert space H\mathcal{H} that are orthogonal to each other. Prove that K+M\mathcal{K}+\mathcal{M} is a closed subspace of H\mathcal{H}.

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Problem 10.5.28

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n}=0\right\}.

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Problem 10.5.29

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn/n=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n} / n=0\right\}.

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Problem 10.5.30

In Exercises 10.5.28-10.5.30 XX is the vector space of all finite sequences equipped with the ℓ2\ell^{2} norm and the inner product. For the given subspace M⊂X\mathcal{M} \subset X determine M‾\overline{\mathcal{M}} and M⊥\mathcal{M}^{\perp }.

M={x={xn}∈X:∑nxn/n=0}\mathcal{M}=\left\{ x=\left\{ x_{n}\right\} \in X: \sum_{n} x_{n} / \sqrt{n}=0\right\}.

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Problem 10.5.31

Let K,M\mathcal{K}, \mathcal{M} be two closed subspaces of Hilbert space H\mathcal{H}. Prove that

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(a)

(K+M)⊥=K⊥∩M⊥(\mathcal{K}+\mathcal{M})^{\perp }=\mathcal{K}^{\perp } \cap \mathcal{M}^{\perp }.

(b)

(K∩M)⊥=K⊥+M⊥‾(\mathcal{K} \cap \mathcal{M})^{\perp }=\overline{\mathcal{K}^{\perp }+\mathcal{M}^{\perp }}.

Problem 10.5.32

Let M\mathcal{M} be a subspace of Hilbert space H\mathcal{H}, let x∈H\Mx \in \mathcal{H} \backslash \mathcal{M}, let d=d(x,M)d= d(x, \mathcal{M}), and let {xn}⊂M\left\{ x_{n}\right\} \subset \mathcal{M} be such that lim⁡n∥xn−x∥=d\lim_{n}\left\| x_{n}-x\right\| =d. Prove that {xn}\left\{ x_{n}\right\} is a Cauchy sequence in M\mathcal{M}.

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Problem 10.6.1

Prove the General Pythagorean Identity (Theorem 10.6.5).

Theorem 10.6.5 (The General Pythagorean Identity): Let x1,x2,…,xnx_{1}, x_{2}, \ldots , x_{n} be nn orthonormal vectors in HH, let α1,…,αn∈R\alpha_{1}, \ldots , \alpha_{n} \in \mathbb {R}, and let x=α1x1+⋯+αnxnx=\alpha_{1} x_{1}+\cdots +\alpha_{n} x_{n}. Then αk=⟨x,xk⟩\alpha_{k}= \left\langle x, x_{k} \right\rangle for 1≤k≤n1 \leq k \leq n, and ∥x∥2=α12+⋯+αn2\left\| x\right\|^{2} = \alpha_{1}^{2}+\cdots +\alpha_{n}^{2}.

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Problem 10.6.2

Let S={xα}α∈AS=\left\{ x_{\alpha }\right\}_{\alpha \in A} be an orthonormal set in H\mathcal{H}, let K\mathcal{K} be a Hilbert subspace of H\mathcal{H} generated by SS, let x∈Hx \in \mathcal{H}, and let yy be the orthogonal projection of xx to K\mathcal{K}. Prove that:

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(a)

y=∑α∈Ax^αxαy=\sum_{\alpha \in A} \hat{x}_{\alpha } x_{\alpha }.

(b)

The distance dd from xx to K\mathcal{K} is given by d2=∥x∥2−∑α∈A∣x^α∣2d^{2}=\left\| x\right\|^{2}-\sum_{\alpha \in A}\left|\hat{x}_{\alpha }\right|^{2}.

Problem 10.6.3

Let VV be the linear span of functions (10.15). Determine whether VV is dense in the space L2(a,b)L^{2}\left(a, b\right).

Functions (10.15), from Example 10.6.3, an orthonormal set in L2(0,2π)L^{2}\left(0, 2 \pi \right):

12π,cos⁡xπ,sin⁡xπ,cos⁡2xπ,sin⁡2xπ,…(10.15) \frac{1}{\sqrt{2 \pi }}, \frac{\cos x}{\sqrt{\pi }}, \frac{\sin x}{\sqrt{\pi }}, \frac{\cos 2 x}{\sqrt{\pi }}, \frac{\sin 2 x}{\sqrt{\pi }}, \ldots \tag {10.15}
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Problem 10.6.4

For m∈N0m \in \mathbb {N}_{0} and 1≤n≤2m1 \leq n \leq 2^{m}, let

φm,n(x)={2m/2 if n−12m≤x<n−1/22m−2m/2 if n−1/22m≤x<n2m0 otherwise  \varphi _{m, n}(x)= \begin{cases} 2^{m / 2} & \text{ if } \frac{n-1}{2^{m}} \leq x<\frac{n-1 / 2}{2^{m}} \\ -2^{m / 2} & \text{ if } \frac{n-1 / 2}{2^{m}} \leq x<\frac{n}{2^{m}} \\ 0 & \text{ otherwise } \end{cases}

Also, let φ0,0(x)=1\varphi_{0,0}(x)=1. Prove that the system {φm,n}\left\{ \varphi_{m, n}\right\} is an orthonormal basis of L2(0,1)L^{2}\left(0,1\right).

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Problem 10.6.5

For m∈N0m \in \mathbb {N}_{0}, let

φm(x)=(−1)⌊2mx⌋(10.27) \varphi _{m}(x)=(-1)^{\left\lfloor 2^{m} x\right\rfloor } \tag {10.27}

Prove that the system {φm}\left\{ \varphi_{m}\right\} is orthonormal but not complete in L2(0,1)L^{2}\left(0,1\right).

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Problem 10.6.6

Let {φm}\left\{ \varphi_{m}\right\} be as in (10.27) and, for m1<m2<⋯<mnm_{1}<m_{2}<\cdots <m_{n}, let

φm1,m2,…,mn(x)=φm1(x)φm2(x)…φmn(x) \varphi _{m_{1}, m_{2}, \ldots , m_{n}}(x)=\varphi _{m_{1}}(x) \varphi _{m_{2}}(x) \ldots \varphi _{m_{n}}(x)

Prove that the system {φm1,m2,…,mn}\left\{ \varphi_{m_{1}, m_{2}, \ldots , m_{n}}\right\} is orthonormal and complete in L2(0,1)L^{2}\left(0,1\right).

Formula (10.27): φm(x)=(−1)⌊2mx⌋\varphi_{m}(x)=(-1)^{\left\lfloor 2^{m} x\right\rfloor }, for m∈N0m \in \mathbb {N}_{0}.

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Problem 10.6.7

Prove that Hilbert space H\mathcal{H} is separable if and only if it has a countable orthonormal basis.

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Problem 10.6.8

Let H\mathcal{H} be Hilbert space and S={xn}S=\left\{ x_{n}\right\} be an infinite orthonormal system in H\mathcal{H}.

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(a)

Prove that SS is closed and bounded, but not totally bounded.

(b)

If {an}⊂H\left\{ a_{n}\right\} \subset \mathcal{H}, prove that the set {anxn}\left\{ a_{n} x_{n}\right\} is totally bounded if and only if lim⁡an=0\lim a_{n}=0.

(c)

If A={xn}⊂HA=\left\{ x_{n}\right\} \subset \mathcal{H} is an orthogonal system, prove that it is totally bounded if and only if lim⁡∥xn∥=0\lim \left\| x_{n}\right\| =0.

Problem 10.6.9

Let H\mathcal{H} be Hilbert space, let {xn}\left\{ x_{n}\right\} be an orthonormal system in H\mathcal{H}, let {αn}n=1∞\left\{ \alpha_{n}\right\}_{n=1}^{\infty } be real numbers for which the series ∑nαn2\sum_{n} \alpha_{n}^{2} converges, and suppose that every rearrangement of the series ∑nαnxn\sum_{n} \alpha_{n} x_{n} converges. Prove that it must converge to the same vector.

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Problem 10.6.10

Prove that an orthonormal system {fn}\left\{ f_{n}\right\} in L2(a,b)L^{2}\left(a, b\right) is complete if and only if

∑n=1∞(∫axfn)2=x−a, for all x∈[a,b] \sum _{n=1}^{\infty }\left(\int _{a}^{x} f_{n}\right)^{2}=x-a, \quad \text{ for all } x \in [a, b]
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Problem 10.6.11

Let {fn}\left\{ f_{n}\right\} be an orthonormal system in L2(0,1)L^{2}\left(0,1\right) and suppose that there is M>0M>0 such that ∣fn(x)∣≤M\left|f_{n}(x)\right| \leq M a.e., for all n∈Nn \in \mathbb {N}. Let {cn}\left\{ c_{n}\right\} be a sequence of real numbers such that ∑n=1∞cnfn\sum_{n=1}^{\infty } c_{n} f_{n} converges a.e. Prove that lim⁡ncn=0\lim_{n} c_{n}=0.

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Problem 10.6.12

Let H\mathcal{H} be Hilbert space, let {xn}\left\{ x_{n}\right\} be an orthonormal system in H\mathcal{H}, and let {αn}n=1∞∈ℓ2\left\{ \alpha_{n}\right\}_{n=1}^{\infty } \in \ell^{2}. Prove that ∑nαnxn\sum_{n} \alpha_{n} x_{n} converges unconditionally. Does the series still converge if {αn}n=1∞∉ℓ2\left\{ \alpha_{n}\right\}_{n=1}^{\infty } \notin \ell^{2} ?

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Problem 10.6.13

Let H\mathcal{H} be Hilbert space and let {xn}\left\{ x_{n}\right\} be an orthonormal system in H\mathcal{H}. Find a sequence {αn}\left\{ \alpha_{n}\right\} of real numbers such that the series ∑nαnxn\sum_{n} \alpha_{n} x_{n} converges unconditionally but not absolutely.

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Problem 10.6.14

Let H\mathcal{H} be Hilbert space, let {xn}n=1∞\left\{ x_{n}\right\}_{n=1}^{\infty } be an orthonormal basis of H\mathcal{H}, and let {yn}n=1∞\left\{ y_{n}\right\}_{n=1}^{\infty } be an orthonormal system in H\mathcal{H}. Suppose that ∑n∥xn−yn∥2<1\sum_{n} \left\| x_{n}- y_{n} \right\|^{2}<1. Prove that {yn}n=1∞\left\{ y_{n}\right\}_{n=1}^{\infty } must also be an orthonormal basis for H\mathcal{H}. Is this is still true if we only assume that ∑n∥xn−yn∥2<∞\sum_{n}\left\| x_{n}-y_{n}\right\|^{2}<\infty ?

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Problem 10.6.15

Let M\mathcal{M} be a dense subspace of a separable Hilbert space H\mathcal{H}. Prove that H\mathcal{H} has an orthonormal basis consisting of elements of M\mathcal{M}.

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Problem 10.6.16

Let {en}\left\{ e_{n}\right\} be an orthonormal basis of Hilbert space H\mathcal{H}, let

xn:=e2n,yn:=1−4−ne2n+2−ne2n−1, for n=1,2,3,…, x_{n}:=e_{2 n}, \quad y_{n}:=\sqrt{1-4^{-n}} e_{2 n}+2^{-n} e_{2 n-1}, \quad \text{ for } n=1,2,3, \ldots ,

and let XX and YY be the closed linear span of {xn}\left\{ x_{n}\right\} and {yn}\left\{ y_{n}\right\}, respectively. Prove that:

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(a)

{xn}\left\{ x_{n}\right\} and {yn}\left\{ y_{n}\right\} are orthonormal systems in H,X∩Y={0}\mathcal{H}, X \cap Y=\left\{ 0\right\}, and X+YX+Y is dense in H\mathcal{H};

(b)

v:=∑n=0∞2−ne2n+1∈H\(X+Y)v:=\sum_{n=0}^{\infty } 2^{-n} e_{2 n+1} \in \mathcal{H} \backslash (X+Y) and X+YX+Y is not closed in H\mathcal{H}.

Problem 10.6.17

Let {en}\left\{ e_{n}\right\} be an orthonormal basis of Hilbert space H\mathcal{H}. Show that there exists x,y∈Hx, y \in \mathcal{H} such that, for all n∈N,⟨x,en⟩=1/n4/3n \in \mathbb {N}, \left\langle x, e_{n} \right\rangle =1 / n^{4 / 3} and ⟨y,en⟩=1/n2/3\left\langle y, e_{n} \right\rangle =1 / n^{2 / 3}. Find ⟨x,y⟩\left\langle x, y \right\rangle.

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Problem 10.6.18

Let {eα}α∈A\left\{ e_{\alpha }\right\}_{\alpha \in A} and {fi}i∈I\left\{ f_{i}\right\}_{i \in I} be two orthonormal bases in Hilbert space H\mathcal{H}. Prove that sets AA and II have the same cardinality.

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Problem 10.6.19

Let H\mathcal{H} be Hilbert space. Prove that the closed unit ball B(0,1)‾\overline{B(0,1)} is compact if and only if H\mathcal{H} is finite-dimensional.

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Problem 10.6.20

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space. If E∈ME \in \mathfrak {M}, we identify L2(E,μ)L^{2}\left(E, \mu \right) with the subspace of L2(X,μ)L^{2}\left(X, \mu \right) consisting of functions that vanish outside of EE. Suppose that {En}\left\{ E_{n}\right\} is a disjoint sequence in M\mathfrak {M} such that X=∪n=1∞EnX=\cup_{n=1}^{\infty } E_{n}. Prove that:

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(a)

{L2(En,μ)}n=1∞\left\{ L^{2}\left(E_{n}, \mu \right)\right\}_{n=1}^{\infty } is a sequence of mutually orthogonal subspaces of L2(X,μ)L^{2}\left(X, \mu \right).

(b)

Every f∈L2(X,μ)f \in L^{2}\left(X, \mu \right) can be written uniquely as f=∑n=1∞fnf=\sum_{n=1}^{\infty } f_{n}, where fn∈L2(En,μ)f_{n} \in L^{2}\left(E_{n}, \mu \right) and the series converges in norm.

(c)

If L2(En,μ)L^{2}\left(E_{n}, \mu \right) is separable for all n∈Nn \in \mathbb {N}, then so is L2(X,μ)L^{2}\left(X, \mu \right).

Problem 10.6.21

Let ( X,M,μX, \mathfrak {M}, \mu ) and ( Y,N,νY, \mathfrak {N}, \nu ) be σ\sigma-finite measure spaces such that L2(X,μ)L^{2}\left(X, \mu \right) and L2(Y,ν)L^{2}\left(Y, \nu \right) are both separable, with orthonormal bases {fn}\left\{ f_{n}\right\} and {gn}\left\{ g_{n}\right\} respectively, and let hmn(x,y)=fm(x)gn(y)h_{m n}(x, y)=f_{m}(x) g_{n}(y). Prove that {hmn}m,n∈N\left\{ h_{m n}\right\}_{m, n \in \mathbb {N}} is an orthonormal basis of L2(μ×ν)L^{2}\left(\mu \times \nu \right).

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Problem 10.6.22

Let H\mathcal{H} be Hilbert space, let {xn},x\left\{ x_{n}\right\} , x be vectors in H\mathcal{H} such that ∥xn∥=∥x∥=1\left\| x_{n}\right\| = \left\| x\right\| =1 for all n∈Nn \in \mathbb {N}, and suppose that ∣1−⟨xn,x⟩∣≤(n−1)/n\left|1- \left\langle x_{n}, x \right\rangle \right| \leq (n-1) / n. Prove that {xn}\left\{ x_{n}\right\} is not an orthonormal basis of H\mathcal{H}.

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Problem 10.6.23

Let {en}\left\{ e_{n}\right\} be an orthonormal basis of L2(0,1)L^{2}\left(0,1\right). Extend each ene_{n} to R\mathbb {R} by making it 0 outside [0,1][0,1] and for each k∈Zk \in \mathbb {Z} define en,k(x)=en(x−k)e_{n, k}(x)=e_{n}(x-k). Prove that {en,k:n∈N,k∈Z}\left\{ e_{n, k}: n \in \mathbb {N}, k \in \mathbb {Z}\right\} is an orthonormal basis of L2(R)L^{2}\left(\mathbb {R}\right).

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Problem 10.6.24

Let {en}\left\{ e_{n}\right\} be an orthonormal basis of Hilbert space H\mathcal{H}, and for every n∈Nn \in \mathbb {N} let xn=∑k=1nek+en+1,yn=∑k=1nek−en+1x_{n}=\sum_{k=1}^{n} e_{k}+e_{n+1}, y_{n}=\sum_{k=1}^{n} e_{k}-e_{n+1}, and zn=xn−xn+1z_{n}=x_{n}-x_{n+1}. Prove or disprove:

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(a)

The span of {xn}\left\{ x_{n}\right\} is dense in H\mathcal{H}.

(b)

The span of {yn}\left\{ y_{n}\right\} is dense in H\mathcal{H}.

(c)

The span of {zn}\left\{ z_{n}\right\} is dense in H\mathcal{H}.

Problem 10.6.25

Let M={x∈ℓ2:x1−x2=0,x2+x3=0}\mathcal{M}=\left\{ x \in \ell^{2}: x_{1}-x_{2}=0, x_{2}+x_{3}=0\right\}. Find the projection onto M⊥\mathcal{M}^{\perp } of {1/n}\left\{ 1 / n\right\}.

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Problem 10.6.26

Let M={f∈L2(0,1):∫01f(t)dt=∫01tf(t)dt=∫01t2f(t)dt=0}\mathcal{M}=\left\{ f \in L^{2}\left(0,1\right): \int_{0}^{1} f(t) d t=\int_{0}^{1} t f(t) d t=\int_{0}^{1} t^{2} f(t) d t=0\right\}. Find the function in M\mathcal{M} that is closest to g(t)=t3g(t)=t^{3}.

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Problem 10.6.27

Determine the infimum of

∫−11∣p(x)−∣x∣∣2dx \int _{-1}^{1}\left|p(x)-\left|x\right|\right|^{2} d x

over all choices of polynomials pp of degree at most three.

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Problem 10.6.28

Let {fn}\left\{ f_{n}\right\} be an infinite orthonormal system in L2(R)L^{2}\left(\mathbb {R}\right). Given ε>0\varepsilon >0, define E={x∈R:fn(x)≥ε,n∈N}E=\left\{ x \in \mathbb {R}: f_{n}(x) \geq \varepsilon , n \in \mathbb {N}\right\}. Prove that EE is measurable and find its measure.

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Problem 10.6.29

Let μ\mu be a Borel measure on [0,2π][0,2 \pi ], let a0=1π∫02πdμ,an=12π∫02πcos⁡nxdμ,bn=12π∫02πsin⁡nxdμa_{0}=\frac{1}{\pi } \int_{0}^{2 \pi } d \mu , a_{n}= \frac{1}{2 \pi } \int_{0}^{2 \pi } \cos n x d \mu , b_{n}=\frac{1}{2 \pi } \int_{0}^{2 \pi } \sin n x d \mu, for n∈Nn \in \mathbb {N}, and suppose that a02+∑k=1∞(ak2+bk2)<∞a_{0}^{2}+ \sum_{k=1}^{\infty }\left(a_{k}^{2}+b_{k}^{2}\right)<\infty. Prove that μ\mu is absolutely continuous with respect to λ=m∣[0,2π]\lambda =m \mid [0,2 \pi ] and that dμ/dλ∈L2(0,2π)d \mu / d \lambda \in L^{2}\left(0,2 \pi \right).

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Problem 10.6.30

Give an example of a nonseparable Hilbert space.

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Problem 10.6.31

Let F={xn}F=\left\{ x_{n}\right\} be a countable subset of Hilbert space H\mathcal{H} and suppose that every x∈Hx \in \mathcal{H} is a finite linear combination of some of the vectors in FF. Prove that H\mathcal{H} is finite-dimensional.

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Problem 10.6.32

Let {xn}\left\{ x_{n}\right\} be a sequence in Hilbert space H\mathcal{H} such that ∑k=1∞∥xk∥2<∞\sum_{k=1}^{\infty }\left\| x_{k}\right\|^{2}<\infty and let sn=∑k=1nxks_{n}=\sum_{k=1}^{n} x_{k}. Prove or disprove: {sn}\left\{ s_{n}\right\} is a Cauchy sequence in H\mathcal{H}.

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Problem 10.6.33

Let XX be a set of real-valued functions on R\mathbb {R} such that f∈Xf \in X if ff is zero except on a countable subset of R\mathbb {R}, and

∥f∥:=(∑x∈R∣f(x)∣2)1/2<∞ \left\| f\right\| :=\left(\sum _{x \in \mathbb {R}}\left|f(x)\right|^{2}\right)^{1 / 2}<\infty

Prove that XX is a Banach space with this norm.

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Problem 10.6.34

Let H\mathcal{H} be Hilbert space, let {wj:j∈J}\left\{ w_{j}: j \in J\right\} be a linearly independent set of vectors in H\mathcal{H}, and let W=∨({wj:j∈J})‾W=\overline{\vee \left(\left\{ w_{j}: j \in J\right\} \right)} be the space of all ∑j∈Jcjwj\sum_{j \in J} c_{j} w_{j} with at most countably many cj≠0c_{j} \neq 0 and ∑∥cjwj∥2<∞\sum \left\| c_{j} w_{j}\right\|^{2}<\infty. Prove that there is an orthonormal basis {bi}i∈I\left\{ b_{i}\right\}_{i \in I} of WW such that each bib_{i} belongs to ∨ˉ({wj:j∈J,j≤i})\bar{\vee }\left(\left\{ w_{j}: j \in J, j \leq i\right\} \right).

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Problem 10.7.1

Prove that ∥f∥:=max⁡{∣f(x)∣:x∈X}\left\| f\right\| :=\max \left\{ \left|f(x)\right|: x \in X\right\} defines a norm on C(X)C(X), if XX is a compact metric space.

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Problem 10.7.2

Let XX be a compact metric space. Prove that C(X)C(X) is complete in the topology induced by the norm.

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Problem 10.7.3

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=x2x2+(1−nx)2,X=[0,1]f_{n}(x)=\frac{x^{2}}{x^{2}+(1-n x)^{2}}, X=[0,1].

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Problem 10.7.4

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=x2+1n,X=Rf_{n}(x)=x^{2}+\frac{1}{n}, X=\mathbb {R}.

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Problem 10.7.5

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=arctan⁡(nx),X=[0,1]f_{n}(x)=\arctan (n x), X=[0,1].

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Problem 10.7.6

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=sin⁡nxn2,X=Rf_{n}(x)=\frac{\sin n x}{n^{2}}, X=\mathbb {R}.

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Problem 10.7.7

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=n2x(1−x2)n,X=[0,1]f_{n}(x)=n^{2} x\left(1-x^{2}\right)^{n}, X=[0,1].

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Problem 10.7.8

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=x+1nx,X=[1,2]f_{n}(x)=x+\frac{1}{n x}, X=[1,2].

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Problem 10.7.9

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=xn,X=[0,1/2]f_{n}(x)=x^{n}, X=[0,1 / 2].

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Problem 10.7.10

In Exercises 10.7.3-10.7.10 determine whether the family of functions F={fn:n∈N}\mathcal{F}= \left\{ f_{n}: n \in \mathbb {N}\right\} is equicontinuous on XX.

fn(x)=nx1+n3x2,X=[0,1]f_{n}(x)=\frac{n x}{1+n^{3} x^{2}}, X=[0,1].

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Problem 10.7.11

Determine whether the family of functions F={∫0xf(t)dt:f∈C[0,1],∥f∥max ≤1}\mathcal{F}=\left\{ \int_{0}^{x} f(t) d t: f \in C[0,1],\left\| f\right\|_{\text{max }} \leq 1\right\} is equicontinuous on [ 0,1 ].

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Problem 10.7.12

Let F\mathcal{F} be an equicontinuous collection of functions in C(X)C(X) and let F‾\overline{\mathcal{F}} denotes its closure. Prove that F‾\overline{\mathcal{F}} is equicontinuous.

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Problem 10.7.13

Let F\mathcal{F} be a family of continuous functions on [0,1][0,1] having the property that there exists M>0M>0 such that ∣f(x)∣≤M\left|f(x)\right| \leq M for all f∈Ff \in \mathcal{F} and all x∈[0,1]x \in [0,1]. Let

F∗={g∈C[0,1]:g(x)=f(0)+∫0xf(t)dt,f∈F} \mathcal{F}^{*}=\left\{ g \in C[0,1]: g(x)=f(0)+\int _{0}^{x} f(t) d t, f \in \mathcal{F}\right\}
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(a)

Prove that the closure of F∗\mathcal{F}^{*} is a compact subset of C[0,1]C[0,1].

(b)

Give an example to show that F∗\mathcal{F}^{*} need not be closed, even if F\mathcal{F} is closed.

Problem 10.7.14

Let F\mathcal{F} be a collection of functions in C1[0,1]C^{1}[0,1], let M>0M>0, and suppose that ∣f′(x)∣≤M\left|f^{\prime }(x)\right| \leq M, for all f∈Ff \in \mathcal{F} and all x∈[0,1]x \in [0,1]. Prove that F\mathcal{F} is equicontinuous.

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Problem 10.7.15

Let F\mathcal{F} be a collection of functions in C1[0,1]C^{1}[0,1], let x0∈[0,1]x_{0} \in [0,1], let M>0M>0, and suppose that ∣f′(x0)∣≤M\left|f^{\prime }\left(x_{0}\right)\right| \leq M, for all f∈Ff \in \mathcal{F}. Prove or disprove: F\mathcal{F} is equicontinuous at x0x_{0}.

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Problem 10.7.16

A collection F\mathcal{F} of real-valued functions on a metric space XX is uniformly equicontinuous if

∀ε>0∃δ>0∀f∈F∀x,y∈Xd(x,y)<δ⇒∣f(x)−f(y)∣<ε. \forall \varepsilon >0 \quad \exists \delta >0 \quad \forall f \in \mathcal{F} \quad \forall x, y \in X \quad d(x, y)<\delta \Rightarrow \left|f(x)-f(y)\right|<\varepsilon .

Prove that if XX is compact every equicontinuous family of continuous functions is uniformly equicontinuous.

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Problem 10.7.17

Let XX be a compact metric space and F\mathcal{F} an equicontinuous sequence of real-valued functions. Prove that F\mathcal{F} is pointwise bounded if and only if it is uniformly bounded.

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Problem 10.7.18

Let XX be a metric space and {fn}\left\{ f_{n}\right\} a sequence in C(X)C(X) that converges uniformly on XX. Prove that {fn}\left\{ f_{n}\right\} is equicontinuous.

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Problem 10.7.19

Let {fn}\left\{ f_{n}\right\} be a sequence in C[a,b]C[a, b]. Must {fn}\left\{ f_{n}\right\} have a uniformly convergent subsequence if:

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(a)

{fn}\left\{ f_{n}\right\} is equicontinuous?

(b)

{fn}\left\{ f_{n}\right\} is uniformly bounded?

Problem 10.7.20

For 1≤p<∞1 \leq p<\infty, a collection S⊂ℓp\mathcal{S} \subset \ell^{p} is equisummable if

∀ε>0∃n∈N∀{xk}∈S∑k=n∞∣xk∣p<ε \forall \varepsilon >0 \quad \exists n \in \mathbb {N} \quad \forall \left\{ x_{k}\right\} \in \mathcal{S} \quad \sum _{k=n}^{\infty }\left|x_{k}\right|^{p}<\varepsilon

Prove that S\mathcal{S} is compact if and only if it is closed, bounded, and equisummable.

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Problem 10.7.21

Let {cn}\left\{ c_{n}\right\} be a sequence of nonnegative numbers in ℓ2\ell^{2} and let S\mathcal{S} be a subset of ℓ2\ell^{2} consisting of those {xn}∈ℓ2\left\{ x_{n}\right\} \in \ell^{2} satisfying ∣xn∣≤cn\left|x_{n}\right| \leq c_{n}, for all n∈Nn \in \mathbb {N}. Prove that S\mathcal{S} is equisummable.

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Problem 10.7.22

Let {fn}⊂C(X)\left\{ f_{n}\right\} \subset C(X) and suppose that lim⁡nfn(x)=f(x)\lim_{n} f_{n}(x)=f(x) for all x∈Xx \in X. Prove that there is a dense subset DD of XX such that {fn}\left\{ f_{n}\right\} is equicontinuous on DD and ff is continuous on DD.

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Problem 10.7.23

Prove Theorem 10.7.10.

Theorem 10.7.10 (Arzelà-Ascoli Theorem): Let XX be a compact metric space and F⊂C(X)\mathcal{F} \subset C(X). Then F\mathcal{F} is compact if and only if it is closed, uniformly bounded, and equicontinuous.

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Problem 10.7.24

Let {an}\left\{ a_{n}\right\} be a sequence of real numbers in [1,2][1,2] and let the sequence {fn}⊂C[0,1]\left\{ f_{n}\right\} \subset C[0,1] be defined by

fn(x)=1ansin⁡(anx)+cos⁡(x+an). f_{n}(x)=\frac{1}{a_{n}} \sin \left(a_{n} x\right)+\cos \left(x+a_{n}\right) .

Prove that it has a convergent subsequence.

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Problem 10.7.25

Let KK be a continuous function on [0,1]×[0,1][0,1] \times [0,1], and let {fn}\left\{ f_{n}\right\} be a bounded sequence in C[0,1]C[0,1], and define

gn(x)=∫01K(x,y)fn(y)dy g_{n}(x)=\int _{0}^{1} K(x, y) f_{n}(y) d y

Prove that {gn}\left\{ g_{n}\right\} is a sequence in C[0,1]C[0,1] that has a convergent subsequence.

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Problem 10.7.26

Let f∈L1(0,1)f \in L^{1}\left(0,1\right), let {En}\left\{ E_{n}\right\} be measurable subsets of [0,1][0,1], and let

gn(x)=∫0xχEn(t)f(t)dt g_{n}(x)=\int _{0}^{x} \chi _{E_{n}}(t) f(t) d t

Prove that {gn}\left\{ g_{n}\right\} has a subsequence that converges uniformly to a continuous function on [0,1][0,1].

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Problem 10.7.27

Let {fn}\left\{ f_{n}\right\} be an equicontinuous, uniformly bounded sequence of realvalued functions on R\mathbb {R}. Prove that there is a subsequence {fnk}\left\{ f_{n_{k}}\right\} that converges pointwise on R\mathbb {R} to a continuous function ff on R\mathbb {R} and that the convergence is uniform on bounded subsets of R\mathbb {R}.

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Problem 10.7.28

Let XX be a compact metric space. Prove that C(X)C(X) is separable.

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Problem 10.7.29

Let μ\mu be a signed Borel measure on [0,1][0,1] such that

∫011x+tdμ(t)=0 \int _{0}^{1} \frac{1}{x+t} d \mu (t)=0

for all x>1x>1. Show that μ=0\mu =0.

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Problem 10.7.30

Let g:R→[0,+∞)g: \mathbb {R} \rightarrow [0,+\infty ) and suppose that, for f∈C1[0,1]f \in C^{1}[0,1],

I(f):=12∫01(f′(x)+g(x))dx I(f):=\frac{1}{2} \int _{0}^{1}\left(f^{\prime }(x)+g(x)\right) d x

Finally, let F={f∈C1[0,1]:∥f∥≤1}\mathcal{F}=\left\{ f \in C^{1}[0,1]:\left\| f\right\| \leq 1\right\}. Prove that there is a function h∈Fh \in \mathcal{F} that minimizes I(f)I(f), i.e., I(h)=inf⁡{I(f):f∈F}I(h)=\inf \left\{ I(f): f \in \mathcal{F}\right\}.

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Problem 10.7.31

Prove that the collection of finite sums of the form ∑i=1ngi(x)hi(y)\sum_{i=1}^{n} g_{i}(x) h_{i}(y), where n∈N,gi∈C[0,1]n \in \mathbb {N}, g_{i} \in C[0,1], and hi∈C[0,1]h_{i} \in C[0,1], is dense in C([0,1]×[0,1])C([0,1] \times [0,1]).

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