Chapter 12

Duality

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Problem 12.1.1

If YY is a subspace of a vector space XX, show there is a subspace ZZ such that Y∩Z={0}Y \cap Z=\left\{ 0\right\} and Y⊕Z=XY \oplus Z=X. (This means that every x∈Xx \in X can be written in a unique way as x=y+zx=y+z, with y∈Yy \in Y and z∈Zz \in Z.

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Problem 12.1.2

Let 0<p<10<p<1. Prove that (12.1) defines a metric on Lp(0,1)L^{p}\left(0,1\right).

Formula (12.1): d(f,g)=∫01∣f(t)−g(t)∣p dtd(f, g)=\int_{0}^{1}\left|f(t)-g(t)\right|^{p} \, d t.

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Problem 12.1.3

Prove that the extension of TT to XX in the proof of Proposition 12.1.10 is a linear functional.

Proposition 12.1.10: Let YY be a linear subspace of a linear space XX. Then each linear functional on YY has an extension to a linear functional on XX. (In particular, for each x∈X∖{0}x \in X \setminus \left\{ 0\right\}, there is a linear functional TT such that Tx≠0Tx \neq 0.) In the proof: let ZZ be a subspace of XX such that X=Y⊕ZX = Y \oplus Z, let TT be a linear functional on YY, and extend TT to XX by defining Tx=TyTx = Ty, where x=y+zx=y+z is the decomposition with y∈Y,z∈Zy \in Y, z \in Z.

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Problem 12.1.4

Find the norm of the linear functional on R2\mathbb {R}^{2} defined by T(x,y)=x−7yT(x, y)=x-7 y if R2\mathbb {R}^{2} is given the ℓp\ell^{p} norm, 1≤p≤∞1 \leq p \leq \infty.

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Problem 12.1.5

Let δ\delta be Dirac functional on C[0,1]C[0,1] defined by δ(f)=f(0)\delta (f)=f(0).

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(a)

Prove that δ\delta is bounded when C[0,1]C[0,1] is equipped with ∥⋅∥max⁡\left\| \cdot \right\|_{\max } and find its norm.

(b)

Prove that δ\delta is unbounded when C[0,1]C[0,1] is equipped with ∥⋅∥1\left\| \cdot \right\|_{1} norm.

Problem 12.1.6

For what values of the constant α\alpha does

Tf=∫01xαf(x)dx T f=\int _{0}^{1} x^{\alpha } f(x) d x

define a bounded linear functional on C[0,1]C[0,1] ? For such α\alpha determine the norm of TT.

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Problem 12.1.7

For what values of the constant α\alpha does

Tf=∫01xαf(x)dx T f=\int _{0}^{1} x^{\alpha } f(x) d x

define a bounded linear functional on Lp(0,1)L^{p}\left(0,1\right) ? For such α\alpha determine the norm of TT.

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Problem 12.1.8

Let X=C[0,1]X=C[0,1] with ∥⋅∥max⁡\left\| \cdot \right\|_{\max } norm, let g∈C[0,1]g \in C[0,1], and define Tf=∫01f(t)g(t)dtT f= \int_{0}^{1} f(t) g(t) d t. Prove that TT is a bounded linear functional on C[0,1]C[0,1] and find its norm.

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Problem 12.1.9

Let X=C1[0,1]X=C^{1}[0,1] with the norm ∥f∥(1):=∥f∥∞+∥f′∥∞\left\| f\right\|_{(1)}:=\left\| f\right\|_{\infty }+\left\| f^{\prime }\right\|_{\infty }, and define Tf=∫01tf(t)dtT f=\int_{0}^{1} t f(t) d t. Prove that TT is a bounded linear functional on C1[0,1]C^{1}[0,1] and find its norm.

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Problem 12.1.10

Let X=C[0,1]X=C[0,1] with ∥⋅∥max⁡\left\| \cdot \right\|_{\max } norm, let n∈Nn \in \mathbb {N}, let {αk}k=1n\left\{ \alpha_{k}\right\}_{k=1}^{n} be real numbers, let {xk}k=1n⊂[0,1]\left\{ x_{k}\right\}_{k=1}^{n} \subset [0,1], and define

Tf=∑k=1nαkf(xk) T f=\sum _{k=1}^{n} \alpha _{k} f\left(x_{k}\right)

Prove that TT is a bounded linear functional on C[0,1]C[0,1] and find its norm. What if the sequence {αk}\left\{ \alpha_{k}\right\} is infinite?

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Problem 12.1.11

If n∈Nn \in \mathbb {N} let

Tnf:=∫0πf(t)sin⁡ntdt, for f∈C[0,π] T_{n} f:=\int _{0}^{\pi } f(t) \sin n t d t, \quad \text{ for } f \in C[0, \pi ]

Prove that ∥Tn∥=2\left\| T_{n}\right\| =2 for all n∈Nn \in \mathbb {N}.

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Problem 12.1.12

For a continuous function ff on [0,2π][0,2 \pi ], let sn,x(f)=sn(f)(x)s_{n, x}(f)=s_{n}(f)(x), the nnth partial sum of its Fourier series evaluated at x∈[0,2π]x \in [0,2 \pi ]. Prove that sn,xs_{n, x} is a bounded linear functional on C[0,2π]C[0,2 \pi ] and determine its norm.

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Problem 12.1.13

Let X=C[0,1]X=C[0,1] with ∥⋅∥max⁡\left\| \cdot \right\|_{\max } norm, let g∈L1[0,1]g \in L^{1}[0,1], and define Tf=∫01f(t)g(t)dtT f=\int_{0}^{1} f(t) g(t) d t. Prove that TT is a bounded linear functional on C[0,1]C[0,1] and find its norm.

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Problem 12.1.14

Let XX be the space ℓ1\ell^{1} with the ℓ∞\ell^{\infty } norm and let TT be a linear functional on XX defined by Tx=∑kxkT x=\sum_{k} x_{k}. Prove or disprove: TT is continuous on XX.

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Problem 12.1.15

For f∈C[0,1]f \in C[0,1] let

Tf=∫01/2f−∫1/21f T f=\int _{0}^{1 / 2} f-\int _{1 / 2}^{1} f
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(a)

Prove that ∥T∥=1\left\| T\right\| =1.

(b)

Prove that there does not exist any f∈C[0,1]f \in C[0,1] such that ∥f∥=1\left\| f\right\| =1 and ∣Tf∣=1\left|T f\right|=1.

Problem 12.1.16

For x:={xn}∈c0x:=\left\{ x_{n}\right\} \in c_{0} let

Tx=∑n=1∞2−nxn T x=\sum _{n=1}^{\infty } 2^{-n} x_{n}
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(a)

Find ∥T∥\left\| T\right\|.

(b)

Prove that there does not exist any x∈c0x \in c_{0} such that ∥x∥=1\left\| x\right\| =1 and Tx=∥T∥T x=\left\| T\right\|.

Problem 12.1.17

For x:={xn}∈cx:=\left\{ x_{n}\right\} \in c let

Tx=∑n=1∞2−nxn−lim⁡xn T x=\sum _{n=1}^{\infty } 2^{-n} x_{n}-\lim x_{n}
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(a)

Find ∥T∥\left\| T\right\|.

(b)

Prove that there does not exist any x∈cx \in c such that ∥x∥=1\left\| x\right\| =1 and Tx=∥T∥T x=\left\| T\right\|.

Problem 12.1.18

For x:={xn}∈ℓ1x:=\left\{ x_{n}\right\} \in \ell^{1} let

Tx=∑n=1∞(1−1/n)xn T x=\sum _{n=1}^{\infty }(1-1 / n) x_{n}
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(a)

Find ∥T∥\left\| T\right\|.

(b)

Prove that there does not exist any x∈ℓ1x \in \ell^{1} such that ∥x∥=1\left\| x\right\| =1 and Tx=∥T∥T x=\left\| T\right\|.

Problem 12.1.19

Let TT and T′T^{\prime } be two functionals on a vector space XX such that the kernel of TT is contained in the kernel of T′T^{\prime }. Prove that T′=cTT^{\prime }=c T, for some real number cc.

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Problem 12.1.20

Let XX be a linear space, let n∈Nn \in \mathbb {N}, and let T1,…,TnT_{1}, \ldots , T_{n} and TT be linear functionals on XX such that ∩k=1nker⁡Tk⊂ker⁡T\cap_{k=1}^{n} \operatorname {ker} T_{k} \subset \operatorname {ker} T. Prove that TT is a linear combination of T1,…,TnT_{1}, \ldots , T_{n}.

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Problem 12.1.21

Prove that a linear functional on a normed space is bounded if and only if it maps bounded sets to bounded sets.

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Problem 12.1.22

Let XX be a normed linear space and x0∈Xx_{0} \in X. Prove that a linear functional on a normed space is continuous if and only it is continuous at x0x_{0}.

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Problem 12.1.23

Let XX be a normed linear space and T:X→RT: X \rightarrow \mathbb {R} a continuous additive map, i.e., T(x+y)=Tx+TyT(x+y)=T x+T y, for all x,y∈Xx, y \in X. Prove that TT is homogeneous, i.e., T(αx)=αTxT(\alpha x)=\alpha T x, for all α∈R\alpha \in \mathbb {R} and all x∈Xx \in X.

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Problem 12.1.24

Let XX be a normed linear space, and let TT be a bounded linear functional on XX, and let SS be a set that is dense in XX. Prove that if Tx=0T x=0 for all x∈Sx \in S then T=0T=0 on all of XX.

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Problem 12.1.25

Prove (12.6).

Inequality (12.6): Let p>1p>1 and qq be conjugate numbers, let {gn}n=1∞\left\{ g_{n}\right\}_{n=1}^{\infty } be functions in Lq(a,b)L^{q}\left(a, b\right) and {cn}n=1∞\left\{ c_{n}\right\}_{n=1}^{\infty } real numbers, and suppose that there is a function f∈Lp(a,b)f \in L^{p}\left(a, b\right) for which

∫abfgn=cn,n=1,2,….(12.5) \int _{a}^{b} f g_{n}=c_{n}, \quad n=1,2, \ldots . \tag {12.5}

Then for any sequence {an}\left\{ a_{n}\right\} of real numbers there exists M>0M>0 so that

∣∑n=1Nancn∣≤M(∫ab∣∑n=1Nangn∣q)1/q, for all N∈N.(12.6) \left|\sum _{n=1}^{N} a_{n} c_{n}\right| \leq M\left(\int _{a}^{b}\left|\sum _{n=1}^{N} a_{n} g_{n}\right|^{q}\right)^{1 / q}, \quad \text{ for all } N \in \mathbb {N} . \tag {12.6}
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Problem 12.1.26

Let XX be a normed space and let TT be a nonzero bounded linear functional on XX. Prove that for all x∈Xx \in X,

min⁡{∥x−y∥:Ty=0}=∣Tx∣∥T∥ \min \left\{ \left\| x-y\right\| : T y=0\right\} =\frac{\left|T x\right|}{\left\| T\right\| }
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Problem 12.1.27

Let XX be a normed linear space and TT a nonzero linear functional on XX. Prove that there exists y∈Xy \in X such that every vector x∈Xx \in X can be written uniquely in the form x=λy+zx=\lambda y+z, where λ∈R\lambda \in \mathbb {R} and z∈ker⁡Tz \in \operatorname {ker} T.

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Problem 12.1.28

Let YY be a subspace of a vector space XX and let TT be a functional on XX such that T(Y)T(Y) is a proper subset of R\mathbb {R}. Show that Tx=0T x=0 for all x∈Yx \in Y.

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Problem 12.1.29

Let XX be a normed linear space and TT a nonzero linear functional on XX. Prove that TT is continuous if and only if ker⁡TC\operatorname {ker} T^{C} has a nonempty interior.

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Problem 12.1.30

Let XX be a normed linear space and TT a linear functional on XX. Prove that TT is continuous if and only if there is an open set G⊂XG \subset X and a real number α\alpha such that α∉T(G)\alpha \notin T(G).

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Problem 12.1.31

Let XX be a normed linear space and TT a linear functional on XX. Prove that TT is continuous if and only if its kernel {x∈X:T(x)=0}\left\{ x \in X: T(x)=0\right\} is closed set.

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Problem 12.1.32

Let XX be a normed linear space that is not finite-dimensional. Prove that there exists an unbounded linear functional on XX.

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Problem 12.1.33

Let XX be a normed linear space and TT a linear functional on XX. Prove that the norm of TT is reciprocal to the distance in XX from 0 to the set {x∈X:Tx=1}\left\{ x \in X: T x=1\right\}.

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Problem 12.1.34

Let XX be a normed linear space and TT a bounded linear functional on XX. Suppose there exists a unit vector x0∈Xx_{0} \in X such that ∥x0−y∥≥1\left\| x_{0}-y\right\| \geq 1 for every yy in the nullspace of TT.

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(a)

Prove that ∥T∥=∥Tx0∥\left\| T\right\| =\left\| T x_{0}\right\|.

(b)

Moreover, let A={f∈C[0,1]:∫01/2f=∫1/21f}\mathcal{A}=\left\{ f \in C[0,1]: \int_{0}^{1 / 2} f=\int_{1 / 2}^{1} f\right\}. Prove that if g∈C[0,1]g \in C[0,1] and ∥f−g∥≥1\left\| f-g\right\| \geq 1 for all f∈Af \in \mathcal{A}, then ∥g∥≥1\left\| g\right\| \geq 1.

Problem 12.2.1

Let M={(x,y)∈R2:2x−y=0}\mathcal{M}=\left\{ (x, y) \in \mathbb {R}^{2}: 2 x-y=0\right\} and let T:M→RT: \mathcal{M} \rightarrow \mathbb {R} be defined by f(x,y)=xf(x, y)=x. Show that T′:R2→RT^{\prime }: \mathbb {R}^{2} \rightarrow \mathbb {R} defined by T′(x,y)=x/5+2y/5T^{\prime }(x, y)=x / 5+2 y / 5 is the unique Hahn-Banach extension of TT.

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Problem 12.2.2

Let M={{xn}:x1=x3=x5=⋯=0}⊂ℓ1\mathcal{M}=\left\{ \left\{ x_{n}\right\} : x_{1}=x_{3}=x_{5}=\cdots =0\right\} \subset \ell^{1}. Show that every non-zero functional T:M→RT: \mathcal{M} \rightarrow \mathbb {R} has infinitely many Hahn-Banach extensions to ℓ1\ell^{1}.

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Problem 12.2.3

Let YY be the subspace of C[a,b]C[a, b] consisting of all constant function and let T∈Y∗T \in Y^{*} be defined by Tf=f(a)T f=f(a), for all f∈Yf \in Y. Define

T′f=1b−a∫abf, for f∈C[a,b] T^{\prime } f=\frac{1}{b-a} \int _{a}^{b} f, \quad \text{ for } f \in C[a, b]

Prove that T′T^{\prime } is a Hahn-Banach extension of TT.

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Problem 12.2.4

Prove that the function T0T_{0} defined in the proof of the Hahn-Banach theorem is a well-defined, linear functional on the set ZZ satisfying ∥T0∥Z∗≤∥T∥Y∗\left\| T_{0}\right\|_{Z^{*}} \leq \left\| T\right\|_{Y^{*}}.

The setting, from the proof of Theorem 12.2.2 (The Hahn-Banach Theorem: if XX is a normed linear space, Y⊂XY \subset X a linear subspace and TT a bounded linear functional on YY, then there is a linear functional T~\tilde{T} on XX with T~x=Tx\tilde{T} x=T x for x∈Yx \in Y and ∥T~∥=∥T∥\left\| \tilde{T}\right\| =\left\| T\right\|): let A\mathcal{A} be the collection of all pairs (T′,Y′)(T^{\prime }, Y^{\prime }), where Y′⊃YY^{\prime } \supset Y is a linear subspace of XX and T′T^{\prime } is an extension of TT to Y′Y^{\prime } that does not increase the norm, partially ordered by (T′,Y′)≺(T′′,Y′′)(T^{\prime }, Y^{\prime }) \prec (T^{\prime \prime }, Y^{\prime \prime }) if Y′⊂Y′′Y^{\prime } \subset Y^{\prime \prime } and T′′=T′T^{\prime \prime }=T^{\prime } on Y′Y^{\prime }. Let A0\mathcal{A}_{0} be a totally ordered subfamily of A\mathcal{A} and Z=∪{Y′:(T′,Y′)∈A0}Z=\cup \left\{ Y^{\prime }: (T^{\prime }, Y^{\prime }) \in \mathcal{A}_{0}\right\}. For z∈Zz \in Z choose (T′,Y′)∈A0(T^{\prime }, Y^{\prime }) \in \mathcal{A}_{0} with z∈Y′z \in Y^{\prime } and define T0(z)=T′(z)T_{0}(z)=T^{\prime }(z).

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Problem 12.2.5

In Exercises 12.2.5-12.2.8 P\mathcal{P} is the vector space of polynomials defined on [0,1][0,1] and p(x)=∑k=0deg⁡pakxkp(x)=\sum_{k=0}^{\operatorname {deg} p} a_{k} x^{k}. Determine which of the following linear functionals on P\mathcal{P} can be extended to a bounded linear functional on C[0,1]C[0,1]: Tp=a0T p=a_{0}.

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Problem 12.2.6

In Exercises 12.2.5-12.2.8 P\mathcal{P} is the vector space of polynomials defined on [0,1][0,1] and p(x)=∑k=0deg⁡pakxkp(x)=\sum_{k=0}^{\operatorname {deg} p} a_{k} x^{k}. Determine which of the following linear functionals on P\mathcal{P} can be extended to a bounded linear functional on C[0,1]C[0,1]: Tp=∑k=0deg⁡pakT p=\sum_{k=0}^{\operatorname {deg} p} a_{k}.

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Problem 12.2.7

In Exercises 12.2.5-12.2.8 P\mathcal{P} is the vector space of polynomials defined on [0,1][0,1] and p(x)=∑k=0deg⁡pakxkp(x)=\sum_{k=0}^{\operatorname {deg} p} a_{k} x^{k}. Determine which of the following linear functionals on P\mathcal{P} can be extended to a bounded linear functional on C[0,1]C[0,1]: Tp=∑k=0deg⁡p(−1)kakT p=\sum_{k=0}^{\operatorname {deg} p}(-1)^{k} a_{k}.

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Problem 12.2.8

In Exercises 12.2.5-12.2.8 P\mathcal{P} is the vector space of polynomials defined on [0,1][0,1] and p(x)=∑k=0deg⁡pakxkp(x)=\sum_{k=0}^{\operatorname {deg} p} a_{k} x^{k}. Determine which of the following linear functionals on P\mathcal{P} can be extended to a bounded linear functional on C[0,1]C[0,1]: Tp=∑k=0NckakT p=\sum_{k=0}^{N} c_{k} a_{k}, where NN is a fixed positive integer and {ck}k=1N\left\{ c_{k}\right\}_{k=1}^{N} are fixed real numbers.

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Problem 12.2.9

Let XX be a normed linear space and let Y⊂XY \subset X be a finite-dimensional linear subspace. Prove that there exists a closed subspace Z⊂XZ \subset X such that X=Y+ZX=Y+Z and Y∩Z={0}Y \cap Z=\left\{ 0\right\}.

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Problem 12.2.10

Let XX be a normed linear space and let Y⊂XY \subset X be a finitedimensional linear subspace. Prove that there exists a vector x0∈Xx_{0} \in X such that d(x0,Y)=1d\left(x_{0}, Y\right)=1.

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Problem 12.2.11

Let XX be a normed linear space and x,yx, y two distinct points in XX. Prove that there exists T∈X∗T \in X^{*} for which Tx≠TyT x \neq T y.

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Problem 12.2.12

Let VV be the subspace of L∞(0,1)L^{\infty }\left(0,1\right) defined by

V={f∈L∞(0,1):lim⁡nn∫[0,1/n]f(x)dx exists } V=\left\{ f \in L^{\infty }\left(0,1\right): \lim _{n} n \int _{[0,1 / n]} f(x) d x \text{ exists }\right\}

Prove that there is φ∈(L∞(0,1))∗\varphi \in \left(L^{\infty }\left(0,1\right)\right)^{*} such that φ(f)=lim⁡nn∫[0,1/n]f(x)dx\varphi (f)=\lim_{n} n \int_{[0,1 / n]} f(x) d x for every f∈Vf \in V.

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Problem 12.2.13

Prove that there exists a bounded linear functional LIM on ℓ∞\ell^{\infty } with the following properties:

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(a)

inf⁡xn≤LIM⁡{xn}≤sup⁡xn\inf x_{n} \leq \operatorname {LIM}\left\{ x_{n}\right\} \leq \sup x_{n}.

(b)

If lim⁡xn=L\lim x_{n}=L then LIM⁡{xn}=L\operatorname {LIM}\left\{ x_{n}\right\} =L.

(c)

LIM⁡{xn+1}=LIM⁡{xn}\operatorname {LIM}\left\{ x_{n+1}\right\} =\operatorname {LIM}\left\{ x_{n}\right\}.

Problem 12.2.14

Let X≠0X \neq 0 and YY be normed spaces for which L(X,Y)\mathcal{L}(X, Y) is a Banach space. Prove that YY is also a Banach space.

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Problem 12.2.15

Let XX and YY be Banach spaces and T:X→YT: X \rightarrow Y a linear operator such that φ∘T∈X∗\varphi \circ T \in X^{*} for every φ∈Y∗\varphi \in Y^{*}. Prove that TT is bounded.

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Problem 12.2.16

Let XX and YY be Banach spaces and T:X→YT: X \rightarrow Y an isometric isomorphism. Prove that there exists an isometric isomorphism S:X∗→Y∗S: X^{*} \rightarrow Y^{*}.

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Problem 12.2.17

Prove Corollary 12.2.8.

Corollary 12.2.8: A subspace YY of a Banach space XX is dense in XX if and only if every bounded linear functional that vanishes on YY must vanish on XX.

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Problem 12.2.18

Let XX be a normed linear space, let Y⊂XY \subset X be a closed linear subspace, let z∈X\Yz \in X \backslash Y, and let V={y+λz:y∈Y,λ∈R}V=\left\{ y+\lambda z: y \in Y, \lambda \in \mathbb {R}\right\}. Prove that VV is a closed subspace of XX.

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Problem 12.2.19

Let XX be a normed linear space, let Y⊂XY \subset X be a linear subspace, and let x0∈X\Yx_{0} \in X \backslash Y. Prove that

d(x0,Y)=sup⁡{Tx0:∥T∥=1,T=0 on Y} d\left(x_{0}, Y\right)=\sup \left\{ T x_{0}:\left\| T\right\| =1, T=0 \text{ on } Y\right\}
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Problem 12.2.20

Let X,YX, Y be normed spaces, let X0X_{0} a closed subspace of XX, let a∈X\X0a \in X \backslash X_{0}, and let b∈Yb \in Y. Prove that there is T∈L(X,Y)T \in \mathcal{L}(X, Y) that vanishes on X0X_{0} and such that Ta=bT a=b.

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Problem 12.2.21

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space, let YY be a Banach space, and let A:X→YA: X \rightarrow Y be such that T∘AT \circ A is integrable for every T∈Y∗T \in Y^{*}. Define L:Y∗→RL: Y^{*} \rightarrow \mathbb {R} by L(T)=∫XT∘AdμL(T)=\int_{X} T \circ A d \mu. Prove that L∈Y∗∗L \in Y^{* *}.

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Problem 12.2.22

Let SS be a subset of a normed linear space XX. Prove that SS is bounded if and only if T(S)T(S) is bounded for every T∈X∗T \in X^{*}.

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Problem 12.2.23

Let XX be a normed linear space and x0∈Xx_{0} \in X. Prove that

∥x0∥=sup⁡{∣Tx0∣:T∈X∗,∥T∥=1} \left\| x_{0}\right\| =\sup \left\{ \left|T x_{0}\right|: T \in X^{*},\left\| T\right\| =1\right\}
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Problem 12.2.24

Prove that every finite-dimensional normed linear space is reflexive.

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Problem 12.2.25

Prove that a Banach space XX is reflexive if and only if X∗X^{*} is reflexive.

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Problem 12.2.26

Let XX be a reflexive normed space. Prove that if YY is a closed subspace of XX, then YY is reflexive.

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Problem 12.2.27

Let XX be a reflexive normed space and let YY be a Banach space such that Y∗Y^{*} is isometrically isomorphic to X∗X^{*}. Prove that YY is isometrically isomorphic to XX.

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Problem 12.2.28

Let XX be a reflexive normed space. Prove that every functional T∈X∗T \in X^{*} attains its norm on XX.

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Problem 12.2.29

Let XX be a Banach space. If M⊂X\mathcal{M} \subset X and N⊂X∗\mathcal{N} \subset X^{*} are closed subspaces, let M0={T∈X∗:T∣M=0}\mathcal{M}^{0}=\left\{ T \in X^{*}: T \mid \mathcal{M}=0\right\} and N⊥={x∈X:Tx=0, for all T∈N}\mathcal{N}^{\perp }=\left\{ x \in X: T x=0 , \text{ for all } T \in \mathcal{N}\right\}. Prove that:

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(a)

M0\mathcal{M}^{0} and N⊥\mathcal{N}^{\perp } are closed subspaces of X∗X^{*} and XX, respectively.

(b)

(M0)⊥=M\left(\mathcal{M}^{0}\right)^{\perp }=\mathcal{M} and (N⊥)0⊃N\left(\mathcal{N}^{\perp }\right)^{0} \supset \mathcal{N}. If XX is reflexive (N⊥)0=N\left(\mathcal{N}^{\perp }\right)^{0}=\mathcal{N}.

Problem 12.2.30

Let XX be a normed space and T,T1,…,Tn∈X∗T, T_{1}, \ldots , T_{n} \in X^{*}. Let Y={x∈X:T1(x)=⋯=Tn(x)=0}Y=\left\{ x \in X: T_{1}(x)=\cdots =T_{n}(x)=0\right\} and S:Y→RS: Y \rightarrow \mathbb {R} be defined by S(x)=T(x)S(x)=T(x) on YY. If φ\varphi is a bounded linear functional on XX that extends SS prove that there are α1,…,αn∈R\alpha_{1}, \ldots , \alpha_{n} \in \mathbb {R} such that φ=T+α1T1+⋯+αnTn\varphi =T+\alpha_{1} T_{1}+\cdots +\alpha_{n} T_{n}.

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Problem 12.2.31

Let A={T∈L(ℓ2):⟨Te1,e1⟩−2⟨Te1,e2⟩=0}\mathcal{A}=\left\{ T \in \mathcal{L}\left(\ell^{2}\right): \left\langle T e_{1}, e_{1} \right\rangle -2 \left\langle T e_{1}, e_{2} \right\rangle =0\right\}, and φ\varphi a bounded linear functional on A\mathcal{A} defined by φ(T)=⟨Te1,e1⟩\varphi (T)= \left\langle T e_{1}, e_{1} \right\rangle. Prove that φ~:L(ℓ2)→R\tilde{\varphi }: \mathcal{L}\left(\ell^{2}\right) \rightarrow \mathbb {R} defined by

φ~(T)=⟨Te1,45e1+25e2⟩ \tilde{\varphi }(T)= \left\langle T e_{1}, \frac{4}{5} e_{1}+\frac{2}{5} e_{2} \right\rangle

is the unique Hahn-Banach extension of φ\varphi.

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Problem 12.3.1

In Proposition 12.3.2 prove the case when p>1p>1 and μ\mu is σ\sigma-finite.

Proposition 12.3.2: Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a σ\sigma-finite measure space, let 1≤p<∞1 \leq p < \infty, 1/p+1/q=11/p+1/q=1, and let ff be an integrable function over XX. Define a functional TfT_{f} on L∞(X,μ)L^{\infty }\left(X, \mu \right) by Tf(g)=∫Xfg dμT_{f}(g) = \int_{X} fg \, d\mu. If TfT_{f} extends to a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) then f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) and ∥f∥q≤∥Tf∥\left\| f\right\|_{q} \leq \left\| T_{f}\right\|. (The case p=1p=1 is proved in the text; only the case p>1p>1, with μ\mu σ\sigma-finite, remains.)

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Problem 12.3.2

Use Hahn-Banach Theorem to prove that the dual space of L∞(0,1)L^{\infty }\left(0,1\right) cannot be identified with L1(0,1)L^{1}\left(0,1\right).

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Problem 12.3.3

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) for which the Riesz Representation Theorem does extend to the case p=∞p=\infty.

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Problem 12.3.4

The purpose of this exercise is to establish the following result: Theorem 12.3.5 need not hold for p=1p=1 if the measure space is not σ\sigma-finite. Let X=(0,1)X=(0,1) and let M\mathfrak {M} be the σ\sigma-algebra consisting of sets that are either finite or countable or their complements are such. Finally, let μ\mu be the counting measure on M\mathfrak {M}.

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(a)

Characterize the space L1(X,μ)L^{1}\left(X, \mu \right);

(b)

prove that Tf:=∫Xtf(t)dμT f:=\int_{X} t f(t) d \mu defines a bounded linear functional on L1(X,μ)L^{1}\left(X, \mu \right);

(c)

prove that if g∈L∞(X,μ)g \in L^{\infty }\left(X, \mu \right) then its range is countable;

(d)

prove that, as ff ranges over the characteristic functions of singletons, TfT f takes on uncountably many values, whereas ∫Xgfdμ\int_{X} g f d \mu takes on only countably many values;

(e)

conclude that the mapping g↦Tgg \mapsto T_{g} from L∞(X,μ)L^{\infty }\left(X, \mu \right) to (L1(X,μ))∗\left(L^{1}\left(X, \mu \right)\right)^{*} is not surjective.

Theorem 12.3.5 (The Riesz Representation Theorem for the Dual of Lp(X,μ)L^{p}\left(X, \mu \right)): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a σ\sigma-finite measure space, 1≤p<∞1 \leq p<\infty, and qq the conjugate of pp. For f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) define Tf∈(Lp(X,μ))∗T_{f} \in \left(L^{p}\left(X, \mu \right)\right)^{*} by Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d\mu, for g∈Lp(X,μ)g \in L^{p}\left(X, \mu \right). Then the mapping f↦Tff \mapsto T_{f} is an isometric isomorphism of Lq(X,μ)L^{q}\left(X, \mu \right) onto (Lp(X,μ))∗\left(L^{p}\left(X, \mu \right)\right)^{*}.

Problem 12.3.5

Prove or disprove each of the following statements: There is T∈(Lq(0,1))∗,1≤q<∞T \in \left(L^{q}\left(0,1\right)\right)^{*}, 1 \leq q<\infty such that Tf=f′(0)T f=f^{\prime }(0) for all

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(a)

polynomials in Pn\mathcal{P}_{n};

(b)

polynomials;

(c)

functions f∈C1[0,1]f \in C^{1}[0,1].

Problem 12.3.6

Let 1≤p<∞1 \leq p<\infty and let D⊂Lp(R)D \subset L^{p}\left(\mathbb {R}\right) consists of all functions f∈Lp(R)f \in L^{p}\left(\mathbb {R}\right) with compact support. Prove that DD is dense in Lp(R)L^{p}\left(\mathbb {R}\right). Prove that this is not true if p=∞p=\infty.

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Problem 12.3.7

Let p>1p>1. Give an example of a subspace XX that is dense in Lr(R)L^{r}\left(\mathbb {R}\right), for all 1<r<p1<r<p, but not in Lp(R)L^{p}\left(\mathbb {R}\right).

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Problem 12.3.8

Let p>1p>1. Give an example of a subspace XX that is dense in Lp(R)L^{p}\left(\mathbb {R}\right), but not in Lr(R)L^{r}\left(\mathbb {R}\right) for any 1<r<p1<r<p.

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Problem 12.3.9

Let ( X,M,μX, \mathfrak {M}, \mu ) be a σ\sigma-finite measure space and 1<p<∞1<p<\infty. Prove that Lp(X,μ)L^{p}\left(X, \mu \right) is reflexive.

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Problem 12.3.10

Let YY be a subspace of XX. Prove that:

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(a)

Lp(X)⊂Lp(Y)L^{p}\left(X\right) \subset L^{p}\left(Y\right).

(b)

(Lp(Y))∗⊂(Lp(X))∗\left(L^{p}\left(Y\right)\right)^{*} \subset \left(L^{p}\left(X\right)\right)^{*}.

(c)

if T∈(Lp(Y))∗T \in \left(L^{p}\left(Y\right)\right)^{*}, then the functions fYf_{Y} and fXf_{X} provided by Theorem 12.3.3 coincide on YY a.e.

Theorem 12.3.3: Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a finite measure space, 1≤p<∞1 \leq p<\infty, and qq the conjugate of pp. For f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) define Tf∈(Lp(X,μ))∗T_{f} \in \left(L^{p}\left(X, \mu \right)\right)^{*} by Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d\mu, for g∈Lp(X,μ)g \in L^{p}\left(X, \mu \right). Then the mapping f↦Tff \mapsto T_{f} is an isometric isomorphism of Lq(X,μ)L^{q}\left(X, \mu \right) onto (Lp(X,μ))∗\left(L^{p}\left(X, \mu \right)\right)^{*}.

Problem 12.3.11

Prove that in the case 1<p<∞1<p<\infty, Riesz Theorem extends to measures that are not σ\sigma-finite.

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Problem 12.3.12

Let X={a,b}X=\left\{ a, b\right\} and define μ({a})=1,μ({b})=μ(X)=∞\mu (\left\{ a\right\} )=1, \mu (\left\{ b\right\} )=\mu (X)=\infty, and μ(∅)=0\mu (\varnothing )=0. What is the dual space of Lp(X,μ)L^{p}\left(X, \mu \right) if 1≤p<∞1 \leq p<\infty ? What if p=∞p=\infty ?

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Problem 12.3.13

In Exercises 12.3.13-12.3.16 prove that TT is a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) and find the function f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) for which T=TfT=T_{f}. Here, as in Example 12.3.1, 1≤p<∞1 \leq p<\infty, 1/p+1/q=11 / p+1 / q=1, and Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d \mu.

X=[0,1],μ=m∣[0,1],Tg=∫01/2x2g(x)dxX=[0,1], \mu =m \mid [0,1], T g=\int_{0}^{1 / 2} x^{2} g(x) d x.

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Problem 12.3.14

In Exercises 12.3.13-12.3.16 prove that TT is a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) and find the function f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) for which T=TfT=T_{f}. Here, as in Example 12.3.1, 1≤p<∞1 \leq p<\infty, 1/p+1/q=11 / p+1 / q=1, and Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d \mu.

X=[0,1],μ=m∣[0,1],Tg=∫01x2g(x)dxX=[0,1], \mu =m \mid [0,1], T g=\int_{0}^{1} x^{2} g(\sqrt{x}) d x.

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Problem 12.3.15

In Exercises 12.3.13-12.3.16 prove that TT is a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) and find the function f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) for which T=TfT=T_{f}. Here, as in Example 12.3.1, 1≤p<∞1 \leq p<\infty, 1/p+1/q=11 / p+1 / q=1, and Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d \mu.

X=N,μX=\mathbb {N}, \mu is the counting measure, Tg=∑n=1∞gn+1/n2T g=\sum_{n=1}^{\infty } g_{n+1} / n^{2}.

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Problem 12.3.16

In Exercises 12.3.13-12.3.16 prove that TT is a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) and find the function f∈Lq(X,μ)f \in L^{q}\left(X, \mu \right) for which T=TfT=T_{f}. Here, as in Example 12.3.1, 1≤p<∞1 \leq p<\infty, 1/p+1/q=11 / p+1 / q=1, and Tf(g)=∫Xfg dμT_{f}(g)=\int_{X} f g \, d \mu.

X=N,μX=\mathbb {N}, \mu is the counting measure, Tg=∑n=1∞g2n/n3/2T g=\sum_{n=1}^{\infty } g_{2 n} / n^{3 / 2}.

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Problem 12.3.17

Let ( X,M,μX, \mathfrak {M}, \mu ) be a σ\sigma-finite measure space, let 1<p<∞1<p<\infty, and let TT be a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right). Prove that TT attains its norm.

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Problem 12.3.18

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1<p<∞1<p<\infty, and let AA be a bounded linear operator on Lp(X,μ)L^{p}\left(X, \mu \right). Suppose that

∫X(Af)g=∫Xf(Ag), for all f,g∈Lp(X,μ)∩Lq(X,μ) \int _{X}(A f) g=\int _{X} f(A g), \quad \text{ for all } f, g \in L^{p}\left(X, \mu \right) \cap L^{q}\left(X, \mu \right)

Prove that AA extends in a unique way to a bounded operator on Lq(X,μ)L^{q}\left(X, \mu \right).

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Problem 12.3.19

Let 1<p<∞1<p<\infty. Prove that E={f∈Lp(R):∫Rf=0}E=\left\{ f \in L^{p}\left(\mathbb {R}\right): \int_{\mathbb {R}} f=0\right\} is a dense subspace of Lp(R)L^{p}\left(\mathbb {R}\right).

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Problem 12.3.20

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, let x0∈Xx_{0} \in X, and let TT be defined by Tf=f(x0)T f=f\left(x_{0}\right). Suppose that {x0}∈M\left\{ x_{0}\right\} \in \mathfrak {M}. Prove that TT is a bounded linear functional on Lp(X,μ)L^{p}\left(X, \mu \right) if and only if μ({x0})>0\mu \left(\left\{ x_{0}\right\} \right)>0.

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Problem 12.3.21

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) and a measurable function f:X→Rf: X \rightarrow \mathbb {R} which does not belong Lp(X,μ)L^{p}\left(X, \mu \right) for any 1≤p<∞1 \leq p<\infty and yet has the property that fg∈L1(X,μ)f g \in L^{1}\left(X, \mu \right) for any g∈Lq(X,μ)g \in L^{q}\left(X, \mu \right), where 1≤q<∞1 \leq q<\infty.

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Problem 12.3.22

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) for which the mapping f↦Tff \mapsto T_{f} from L∞(X,μ)L^{\infty }\left(X, \mu \right) to (L1(X,μ))∗\left(L^{1}\left(X, \mu \right)\right)^{*} is not an isometry.

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Problem 12.3.23

Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, let 1/p+1/q=11 / p+1 / q=1, let g∈L1(X,μ)g \in L^{1}\left(X, \mu \right), and suppose that there is M≥0M \geq 0 for which ∣∫Xgfdμ∣≤M∥f∥p\left|\int_{X} g f d \mu \right| \leq M\left\| f\right\|_{p}, for every simple function ff in Lp(X,μ)L^{p}\left(X, \mu \right). Prove that gg belongs to Lq(X,μ)L^{q}\left(X, \mu \right) and that ∥g∥q≤M\left\| g\right\|_{q} \leq M.

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Problem 12.3.24

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let Y=L2(X,μ)×L2(X,μ)Y=L^{2}\left(X, \mu \right) \times L^{2}\left(X, \mu \right), and define a norm on YY by ∥(f,g)∥=(∥f∥23+∥g∥23)1/3\left\| (f, g)\right\| =\left(\left\| f\right\|_{2}^{3}+\left\| g\right\|_{2}^{3}\right)^{1 / 3}. Prove that this is a norm that makes YY a Banach space and describe Y∗Y^{*}.

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Problem 12.3.25

Let cc be the normed linear space of all convergent real sequences with the norm ∥{xn}∥=sup⁡n∣xn∣\left\| \left\{ x_{n}\right\} \right\| =\sup_{n}\left|x_{n}\right|. Prove that the dual space of cc is isometrically isomorphic to ℓ1\ell^{1}.

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Problem 12.3.26

Let c0c_{0} be the normed linear space of all real sequences that converge to 0 , with the norm ∥{xn}∥=sup⁡n∣xn∣\left\| \left\{ x_{n}\right\} \right\| =\sup_{n}\left|x_{n}\right|. Prove that the dual space of c0c_{0} is isometrically isomorphic to ℓ1\ell^{1}.

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Problem 12.3.27

Use Hahn-Banach Theorem to prove that the dual space of ℓ∞\ell^{\infty } cannot be identified with ℓ1\ell^{1}.

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Problem 12.3.28

Let {xn}\left\{ x_{n}\right\} be an unbounded sequence in Hilbert space H\mathcal{H}. Prove that there exists a vector x∈Hx \in \mathcal{H} such that the sequence {⟨xn,x⟩}\left\{ \left\langle x_{n}, x \right\rangle \right\} is unbounded.

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Problem 12.3.29

Consider an inner product on C[−1,1]C[-1,1] given by

⟨f,g⟩=∫−11fg, for f,g∈C[−1,1] \left\langle f, g \right\rangle =\int _{-1}^{1} f g, \quad \text{ for } f, g \in C[-1,1]

Let TT be a linear functional on C[−1,1]C[-1,1] defined by Tf=f(0)T f=f(0). Show that there does not exist g∈C[−1,1]g \in C[-1,1] such that Tf=⟨f,g⟩T f= \left\langle f, g \right\rangle for every f∈C[−1,1]f \in C[-1,1].

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Problem 12.3.30

Let X={f∈AC[0,1]:f(0)=0,f′∈L2(0,1)}X=\left\{ f \in A C[0,1]: f(0)=0, f^{\prime } \in L^{2}\left(0,1\right)\right\}.

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(a)

Prove that XX is Hilbert space with respect to the inner product

⟨f,g⟩=∫01f′g′, for f,g∈X \left\langle f, g \right\rangle =\int _{0}^{1} f^{\prime } g^{\prime }, \quad \text{ for } f, g \in X
(b)

Prove that the so-called point evaluation functional TT on XX, defined by Tf=f(x)T f=f(x) is continuous.

(c)

Find the function h∈Xh \in X for which Tf=⟨f,h⟩T f= \left\langle f, h \right\rangle.

Problem 12.3.31

Let XX be a Banach space, let H\mathcal{H} be Hilbert space, let A:X→HA: X \rightarrow \mathcal{H} be a linear operator, and let {ek}\left\{ e_{k}\right\} be an orthonormal basis of H\mathcal{H}. Suppose that, for every k∈Nk \in \mathbb {N}, the functional Λ\Lambda defined by Λx=⟨Ax,ek⟩\Lambda x= \left\langle A x, e_{k} \right\rangle is continuous. Prove that AA is continuous.

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Problem 12.3.32

Give an example to show that the Riesz- Fréchet Representation Theorem need not hold if H\mathcal{H} is merely an inner product space that is not complete.

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Problem 12.3.33

Let XX be an inner product space and suppose that the Riesz- Fréchet Representation Theorem holds, i.e., every continuous linear functional on XX can be represented as Tx=⟨x,h⟩T x= \left\langle x, h \right\rangle for some h∈Xh \in X. Prove that XX is complete.

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Problem 12.3.34

Let H\mathcal{H} be Hilbert space with an orthonormal basis {en}\left\{ e_{n}\right\}. Prove or disprove: there exists a bounded linear functional TT on H\mathcal{H} such that

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(a)

Ten=1/nT e_{n}=1 / n, for all n∈Nn \in \mathbb {N};

(b)

Ten=1/nT e_{n}=1 / \sqrt{n}, for all n∈Nn \in \mathbb {N}.

Problem 12.3.35

Let H\mathcal{H} be Hilbert space and T1,T2T_{1}, T_{2} nonzero, bounded, linear functionals on H\mathcal{H} with the following property: if x∈Hx \in \mathcal{H} satisfies ∣T1x∣=∥T1∥∥x∥\left|T_{1} x\right|=\left\| T_{1}\right\| \left\| x\right\| then T2x=0T_{2} x=0. Prove that if x∈Hx \in \mathcal{H} satisfies ∣T2x∣=∥T2∥∥x∥\left|T_{2} x\right|=\left\| T_{2}\right\| \left\| x\right\| then T1x=0T_{1} x=0.

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Problem 12.3.36

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

fn=1n2+n(∑k=1nek−nen+1),n=1,2,3,… f_{n}=\frac{1}{\sqrt{n^{2}+n}}\left(\sum _{k=1}^{n} e_{k}-n e_{n+1}\right), \quad n=1,2,3, \ldots

Prove that {fn}\left\{ f_{n}\right\} is an orthonormal basis for H\mathcal{H}.

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Problem 12.3.37

Let H\mathcal{H} be Hilbert space and h∈Hh \in \mathcal{H}. Prove that ∥h∥=sup⁡{⟨h,x⟩:∥x∥≤1}\left\| h\right\| =\sup \left\{ \left\langle h, x \right\rangle : \left\| x\right\| \leq 1\right\}.

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Problem 12.3.38

Let H1,H2\mathcal{H}_{1}, \mathcal{H}_{2} be Hilbert spaces and let H=H1⊕H2\mathcal{H}=\mathcal{H}_{1} \oplus \mathcal{H}_{2}, the direct orthogonal sum of H1,H2\mathcal{H}_{1}, \mathcal{H}_{2}, equipped with an inner product ⟨(x1,y1),(x2,y2)⟩:=⟨x1,y1⟩H1+⟨x2,y2⟩H2\left\langle \left(x_{1}, y_{1}\right), \left(x_{2}, y_{2}\right) \right\rangle := \left\langle x_{1}, y_{1} \right\rangle_{H_{1}}+ \left\langle x_{2}, y_{2} \right\rangle_{H_{2}}. Prove that:

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(a)

H\mathcal{H} is Hilbert space;

(b)

the dual of H\mathcal{H} is isometrically isomorphic to H1∗⊕H2∗\mathcal{H}_{1}^{*} \oplus \mathcal{H}_{2}^{*}.

Problem 12.3.39

Let XX be a Banach space and suppose that X∗X^{*} is isometrically isomorphic to XX. Does it follow that XX is isometrically isomorphic to Hilbert space?

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Problem 12.3.40

Let XX be an inner product space and suppose that every closed subspace YY of XX is complemented, i.e., for every x∈Xx \in X there exists y∈Yy \in Y and z⊥Yz \perp Y such that x=y+zx=y+z. Prove that XX is complete.

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Problem 12.3.41

Let XX be a separable inner product space with the property that every maximal orthonormal sequence in XX is an orthonormal basis of XX. Prove that XX is complete.

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Problem 12.3.42

Let K\mathcal{K} be a closed subspace of Hilbert space H\mathcal{H}, and let PP denote the orthogonal projection on K\mathcal{K}, i.e., the operator that maps each x∈Hx \in \mathcal{H} to its orthogonal projection on K\mathcal{K}. Let g∈Hg \in \mathcal{H} and let TT denote the linear functional, Tx:=⟨g,x⟩T x:= \left\langle g, x \right\rangle. Find the vector h∈Hh \in \mathcal{H} for which (T∘P)x=⟨h,x⟩(T \circ P) x= \left\langle h, x \right\rangle.

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Problem 12.3.43

Let H\mathcal{H} be a separable Hilbert space, let {ek}\left\{ e_{k}\right\} be an orthonormal basis of H\mathcal{H}, and let SS denote the shift operator, i.e., the linear operator that maps each eke_{k} to ek+1e_{k+1}. Let g∈Hg \in \mathcal{H} and let TT denote the linear functional, Tx:=⟨g,x⟩T x:= \left\langle g, x \right\rangle. Find the vector h∈Hh \in \mathcal{H} for which (T∘S)x=⟨h,x⟩(T \circ S) x= \left\langle h, x \right\rangle.

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Problem 12.3.44

Let TT be a bounded linear functional on a subspace M\mathcal{M} of Hilbert space H\mathcal{H}. Prove that TT has a unique norm-preserving extension to a bounded linear functional on H\mathcal{H}, and that this extension vanishes on M⊥\mathcal{M}^{\perp }.

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Problem 12.3.45

Let TT be a bounded linear functional on Hilbert space H\mathcal{H}, let M\mathcal{M} be a closed subspace of H\mathcal{H}, and let φ:M→R\varphi : \mathcal{M} \rightarrow \mathbb {R} be defined by φ(x)=∥x∥2−Tx\varphi (x)=\left\| x\right\|^{2}-T x. Prove that φ\varphi is bounded below and that it attains its infimum at a unique point of M\mathcal{M}.

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Problem 12.3.46

Let H\mathcal{H} be Hilbert space, let {Tn}⊂L(H)\left\{ T_{n}\right\} \subset \mathcal{L}(\mathcal{H}), and suppose that there is a set A⊂HA \subset \mathcal{H} of the second category that is dense in H\mathcal{H} and such that lim⁡n⟨Tnx,y⟩=0\lim_{n} \left\langle T_{n} x, y \right\rangle =0 for each x∈Hx \in \mathcal{H} and y∈Ay \in A. Prove that lim⁡n⟨Tnx,y⟩=0\lim_{n} \left\langle T_{n} x, y \right\rangle =0 for all x,y∈Hx, y \in \mathcal{H}.

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Problem 12.3.47

Let ff be a function in L1(R)L^{1}\left(\mathbb {R}\right) that does not belong to L2(R)L^{2}\left(\mathbb {R}\right). Prove that there is an orthonormal basis {φn}\left\{ \varphi_{n}\right\} of L2(R)L^{2}\left(\mathbb {R}\right) consisting of continuous functions such that ∫Rfφn=0\int_{\mathbb {R}} f \varphi_{n}=0 for all n∈Nn \in \mathbb {N}.

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Problem 12.3.48

Let H\mathcal{H} be an inner product space and suppose that M=M⊥⊥\mathcal{M}=\mathcal{M}^{\perp \perp } for every closed subspace M\mathcal{M} of H\mathcal{H}. Prove that H\mathcal{H} is complete.

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Problem 12.3.49

Let SS be a subspace of C[0,1]C[0,1] and suppose that there exists a constant K≥0K \geq 0 such that ∥f∥max⁡≤K∥f∥2\left\| f\right\|_{\max } \leq K\left\| f\right\|_{2} for all f∈Sf \in S. Prove that SS is finitedimensional.

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Problem 12.3.50

Let TT be a bounded linear functional on Rn\mathbb {R}^{n}. Prove that TT has a unique norm-preserving extension to Rn+1\mathbb {R}^{n+1}.

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Problem 12.3.51

Let XX be a closed subspace of L2(0,1)L^{2}\left(0,1\right) which is contained in C[0,1]C[0,1]. Prove that:

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(a)

There exists A>0A>0 such that ∥f∥max⁡≤A∥f∥2\left\| f\right\|_{\max } \leq A\left\| f\right\|_{2} for all f∈Xf \in X.

(b)

For each x∈[0,1]x \in [0,1] there exists hx∈Xh_{x} \in X such that f(x)=⟨f,hx⟩f(x)= \left\langle f, h_{x} \right\rangle for all f∈Xf \in X, and ∥hx∥2≤A\left\| h_{x}\right\|_{2} \leq A.

(c)

The dimension of XX is at most A2A^{2}.

Problem 12.4.1

Let f∈L1(0,1)f \in L^{1}\left(0,1\right) and suppose that ∫01fg=0\int_{0}^{1} f g=0 for all g∈C[0,1]g \in C[0,1]. Prove that f=0f=0 a.e.

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Problem 12.4.2

Prove that the mapping defined by Tf=f(0)T f=f(0) is a bounded linear functional on C[0,1]C[0,1]. Show that its extension to L∞(0,1)L^{\infty }\left(0,1\right) is not of the form ∫01gdm\int_{0}^{1} g d m for any g∈L1(0,1)g \in L^{1}\left(0,1\right).

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Problem 12.4.3

Let ( X,MX, \mathfrak {M} ) be a measurable space and ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} an additive signed measure. For A∈MA \in \mathfrak {M} define ν+(A)=sup⁡{ν(E):E⊂A,E∈M}\nu^{+}(A)=\sup \left\{ \nu (E): E \subset A, E \in \mathfrak {M}\right\} and ν−(A)=sup⁡{−ν(E):E⊂A,E∈M}\nu^{-}(A)=\sup \left\{ -\nu (E): E \subset A, E \in \mathfrak {M}\right\}. Prove that:

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(a)

both ν+\nu^{+}and ν−\nu^{-}are nonnegative additive measures;

(b)

if there is M>0M>0 for which ν(A)≤M\nu (A) \leq M, for all A∈MA \in \mathfrak {M}, then ν+\nu^{+}is a finite additive measure; similarly, if there is a constant mm for which ν(A)≥m\nu (A) \geq m, for all A∈MA \in \mathfrak {M}, then ν−\nu^{-}is a finite additive measure;

(c)

if ν\nu is bounded then ν(A)=ν+(A)−ν−(A)\nu (A)=\nu^{+}(A)-\nu^{-}(A), for all A∈MA \in \mathfrak {M};

(d)

if ν(A)\nu (A) is finite then ∣ν∣(A)=sup⁡{ν(E1)−ν(E2)}\left|\nu \right|(A)=\sup \left\{ \nu \left(E_{1}\right)-\nu \left(E_{2}\right)\right\}, where the supremum is taken over all E1,E2⊂AE_{1}, E_{2} \subset A that belong to M\mathfrak {M};

(e)

∣ν∣(A)=ν+(A)+ν−(A)\left|\nu \right|(A)=\nu^{+}(A)+\nu^{-}(A).

Problem 12.4.4

Let ( X,MX, \mathfrak {M} ) be a measurable space, let ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded additive signed measure, and let ff be a measurable function on XX. Prove that ff is integrable with respect to ∣ν∣\left|\nu \right| if and only if it is integrable with respect to both ν+\nu^{+}and ν−\nu^{-}.

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Problem 12.4.5

Let ( X,MX, \mathfrak {M} ) be a measurable space, let μ:M→R\mu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded nonnegative additive measure. Prove that Proposition 7.2.11 remains true.

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(a)

Show that if a≥0a \geq 0 then ∫af=a∫f\int a f=a \int f.

(b)

Show that f≤gf \leq g a.e implies ∫f≤∫g\int f \leq \int g.

(c)

Show that μ(X\X0)=0\mu \left(X \backslash X_{0}\right)=0 implies ∫Xf=∫X0f\int_{X} f=\int_{X_{0}} f.

Problem 12.4.6

Let ( X,MX, \mathfrak {M} ) be a measurable space, let μ:M→R\mu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded nonnegative additive measure, let A,B∈MA, B \in \mathfrak {M} be disjoint, and let ff be a nonnegative measurable function on XX. Prove that ff is integrable over A∪BA \cup B if and only if it is integrable over both AA and BB, in which case

∫Afdμ+∫Bfdμ=∫A∪Bfdμ \int _{A} f d \mu +\int _{B} f d \mu =\int _{A \cup B} f d \mu
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Problem 12.4.7

Let ( X,MX, \mathfrak {M} ) be a measurable space, let μ:M→R\mu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded nonnegative additive signed measure. Prove that Theorem 7.2.14 remains true.

Theorem 7.2.14 (Linearity of Integration): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space and f,gf, g nonnegative measurable functions on XX. Then, for any positive numbers α,β\alpha , \beta, ∫X(αf+βg)=α∫Xf+β∫Xg\int_{X}(\alpha f+\beta g)=\alpha \int_{X} f+\beta \int_{X} g.

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Problem 12.4.8

Let ( X,MX, \mathfrak {M} ) be a measurable space, let ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded additive signed measure, and let ff be a measurable function on XX. Prove that

∣∫Efdν∣≤∫E∣f∣d∣ν∣, for all E∈M \left|\int _{E} f d \nu \right| \leq \int _{E}\left|f\right| d\left|\nu \right|, \quad \text{ for all } E \in \mathfrak {M}
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Problem 12.4.9

Prove that the total variation ∥ν∥:=∣ν∣(X)\left\| \nu \right\| :=\left|\nu \right|(X) has all properties of a norm on ba(X,M,μ)b a(X, \mathfrak {M}, \mu ) which makes it a Banach space.

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Problem 12.4.10

Let ( X,MX, \mathfrak {M} ) be a measurable space and ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} an additive signed measure. Prove that for any nonnegative function ff on X,∫Xfdν++∫Xfdν−=∫Xfd∣ν∣X, \int_{X} f d \nu^{+}+ \int_{X} f d \nu^{-}=\int_{X} f d\left|\nu \right|.

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Problem 12.4.11

Let (X,M)(X, \mathfrak {M}) be a measurable space, let μ\mu be a bounded additive measure on XX, and let f∈L1(X,μ)f \in L^{1}\left(X, \mu \right). Prove that the expression

ν(E)=∫Efdμ \nu (E)=\int _{E} f d \mu

defines a measure in ba(X,M,μ)b a(X, \mathfrak {M}, \mu ).

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Problem 12.4.12

Let (X,M)(X, \mathfrak {M}) be a measurable space and let ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded additive signed measure on XX. Prove that:

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(a)

ν\nu is σ\sigma-additive if and only if it is continuous from below, i.e., if (5.3) holds;

(b)

assuming that ν\nu is finite, ν\nu is a measure if and only if it is continuous from above, i.e., if (5.4) holds.

Formulas (5.3) and (5.4), from Theorem 5.1.9 on the continuity of measure, written for ν\nu: if {An}n=1∞\left\{ A_{n}\right\}_{n=1}^{\infty } is an increasing sequence in M\mathfrak {M} then ν(∪n=1∞An)=lim⁡n→∞ν(An)\nu \left(\cup_{n=1}^{\infty } A_{n}\right)=\lim_{n \rightarrow \infty } \nu (A_{n}) (5.3); if {Bn}n=1∞\left\{ B_{n}\right\}_{n=1}^{\infty } is a decreasing sequence in M\mathfrak {M} then ν(∩n=1∞Bn)=lim⁡n→∞ν(Bn)\nu \left(\cap_{n=1}^{\infty } B_{n}\right)=\lim_{n \rightarrow \infty } \nu (B_{n}) (5.4).

Problem 12.4.13

Let ( X,MX, \mathfrak {M} ) be a measurable space, let ν:M→R\nu : \mathfrak {M} \rightarrow \mathbb {R} be a bounded additive signed measure, and let μ1,μ2\mu_{1}, \mu_{2} be countably additive bounded measures such that μ1≤ν≤μ2\mu_{1} \leq \nu \leq \mu_{2}. Prove that ν\nu is countably additive.

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Problem 12.4.14

Let ( X,MX, \mathfrak {M} ) be a measurable space, let μ\mu and ν\nu be bounded additive signed measures, and define

(μ∧ν)(E):=inf⁡{μ(T)+ν(E\T):T∈M,T⊂E},μ∨ν:=−((−μ)∧(−ν)). \begin{aligned} (\mu \wedge \nu )(E):= & \inf \left\{ \mu (T)+\nu (E \backslash T): T \in \mathfrak {M}, T \subset E\right\} , \\ & \mu \vee \nu :=-((-\mu ) \wedge (-\nu )) . \end{aligned}

Prove that μ∧ν\mu \wedge \nu and μ∨ν\mu \vee \nu are bounded additive signed measures on M\mathfrak {M}.

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Problem 12.4.15

Let ( X,MX, \mathfrak {M} ) be a measurable space and let ν\nu be bounded additive nonnegative measure. Prove that ν\nu is σ\sigma-additive if and only if the monotone convergence theorem is true.

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Problem 12.4.16

Let ( X,MX, \mathfrak {M} ) be a measurable space and let ν\nu be bounded additive nonnegative measure. Prove that ν\nu is σ\sigma-additive if and only if the dominated convergence theorem is true.

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Problem 12.4.17

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and Λ\Lambda a bounded linear functional on L∞(X,μ)L^{\infty }\left(X, \mu \right). Prove that (12.31) defines a bounded additive signed measure that is absolutely continuous with respect to μ\mu.

Formula (12.31): ν(E)=Λ(χE)\nu (E)=\Lambda (\chi_{E}), for all E∈ME \in \mathfrak {M}.

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Problem 12.4.18

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) and ν∈ba(X,Mμ)\nu \in b a(X, \mathfrak {M} \mu ) such that TνT_{\nu } is not a nonzero bounded linear functional on Lp(X,μ),1≤p<∞L^{p}\left(X, \mu \right), 1 \leq p< \infty.

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Problem 12.4.19

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let ν∈ba(X,M,μ)\nu \in b a(X, \mathfrak {M}, \mu ), and let ff be a nonnegative function in L∞(X,μ)L^{\infty }\left(X, \mu \right). Prove that there exists a sequence {sn}\left\{ s_{n}\right\} of simple functions on XX such that 0≤sn≤f,{sn}0 \leq s_{n} \leq f,\left\{ s_{n}\right\} converges to ff in the norm of L∞(X,μ)L^{\infty }\left(X, \mu \right), and lim⁡n∫Xsndν=∫Xfdν\lim_{n} \int_{X} s_{n} d \nu =\int_{X} f d \nu.

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Problem 12.4.20

Give an example to show that the dual space of ℓ∞\ell^{\infty } cannot be identified with ℓ1\ell^{1}.

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Problem 12.4.21

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let {νi}i∈I⊂ba(X,M,μ)\left\{ \nu_{i}\right\}_{i \in I} \subset b a(X, \mathfrak {M}, \mu ), and suppose that there exists ω∈ba(X,M,μ)\omega \in b a(X, \mathfrak {M}, \mu ) that is an upper bound, i.e., νi≤ω\nu_{i} \leq \omega, for all i∈Ii \in I. (This means that νi(E)≤ω(E)\nu_{i}(E) \leq \omega (E) for each E∈ME \in \mathfrak {M}.) Prove that there is a least upper bound.

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Problem 12.4.22

The purpose of this exercise is to establish the Vitali-Hahn-Saks theorem. Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space, let {νn}n=1∞\left\{ \nu_{n}\right\}_{n=1}^{\infty } be a sequence of signed measures in ba(X,M,μ)b a(X, \mathfrak {M}, \mu ), and suppose that the limit ν(E):=lim⁡nνn(E)\nu (E):= \lim_{n} \nu_{n}(E) exists (as a finite number) for each E∈ME \in \mathfrak {M}. Prove that:

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(a)

the metric space (M,d)(\mathfrak {M}, d), where d(A,B):=μ(A△B)d(A, B):=\mu (A \triangle B), is complete;

(b)

for each n∈N,νn:(M,d)→Rn \in \mathbb {N}, \nu_{n}:(\mathfrak {M}, d) \rightarrow \mathbb {R} is well-defined and continuous;

(c)

operations A∪B,A∩BA \cup B, A \cap B, and A\BA \backslash B are continuous maps from ( M,d\mathfrak {M}, d )× (M,d)(\mathfrak {M}, d) to (M,d)(\mathfrak {M}, d), and ACA^{C} is a continuous map from ( M,d\mathfrak {M}, d ) to ( M,d\mathfrak {M}, d );

(d)

for every ε>0\varepsilon >0, there exists N∈N,A∈MN \in \mathbb {N}, A \in \mathfrak {M}, and r>0r>0 such that

μ(A△E)<r and m,n≥N⇒∣νm(E)−νn(E)∣≤ε; \mu (A \triangle E)<r \quad \text{ and } \quad m, n \geq N \quad \Rightarrow \quad \left|\nu _{m}(E)-\nu _{n}(E)\right| \leq \varepsilon ;
(e)

there is δ>0\delta >0 such that if μ(B)<δ\mu (B)<\delta then ∣νn(B)∣<ε\left|\nu_{n}(B)\right|<\varepsilon;

(f)

ν\nu is a signed measure. (This is the main conclusion of the theorem.)

Remark.
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When {fn}\left\{ f_{n}\right\} is a sequence of measurable functions and νn(E)=∫Efndμ\nu_{n}(E)=\int_{E} f_{n} d \mu, implication in part (e) of Exercise 12.4.22 is known as uniform integrability of {fn}\left\{ f_{n}\right\}. Vitali proved in 1907 [122] that if a sequence of functions {fn}\left\{ f_{n}\right\} converges to ff a.e. on [0,1][0,1] then lim⁡n∫01fn=∫01f\lim_{n} \int_{0}^{1} f_{n}=\int_{0}^{1} f if and only if the functions {fn}\left\{ f_{n}\right\} are uniformly integrable. Hahn proved in 1922 [48] that if {fn}\left\{ f_{n}\right\} is a sequence of measurable functions for which lim⁡n∫Efn\lim_{n} \int_{E} f_{n} exists for any measurable set E⊂[0,1]E \subset [0,1] then {fn}\left\{ f_{n}\right\} is uniformly integrable and lim⁡n∫Efn\lim_{n} \int_{E} f_{n} is absolutely continuous with respect to Lebesgue measure. Saks proved the result above in 1933 [102]. Before this was published Nikodym proved in the same year part (f) of Exercise 12.4.22 [81] under the assumption that each νn\nu_{n} is a countably additive.

Problem 12.4.23

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and f∈L1(X,μ)f \in L^{1}\left(X, \mu \right). Prove that

∀ε>0,∃δ>0,∀E∈M,μ(E)<δ⇒∣∫Efdμ∣<ε. \forall \varepsilon >0, \quad \exists \delta >0, \quad \forall E \in \mathfrak {M}, \quad \mu (E)<\delta \quad \Rightarrow \quad \left|\int _{E} f d \mu \right|<\varepsilon .
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Problem 12.4.24

Let ( X,MX, \mathfrak {M} ) be a measurable space and let μ:M→R\mu : \mathfrak {M} \rightarrow \mathbb {R} be an additive measure on XX. Prove that μ\mu is σ\sigma-additive if and only if it is σ\sigma-subadditive, i.e., if E⊂∪k=1∞EkE \subset \cup_{k=1}^{\infty } E_{k} then μ(E)≤∑k=1∞μ(Ek)\mu (E) \leq \sum_{k=1}^{\infty } \mu \left(E_{k}\right).

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Problem 12.4.25

Let XX be the subspace of L∞(R)L^{\infty }\left(\mathbb {R}\right) consisting of the continuous functions that have a finite limit as x→+∞x \rightarrow +\infty. For f∈Xf \in X let Tf:=lim⁡x→+∞f(x)T f:=\lim_{x \rightarrow +\infty } f(x). Prove that:

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(a)

TT extends to a bounded linear functional on L∞(R)L^{\infty }\left(\mathbb {R}\right).

(b)

There is no function g∈L1(R)g \in L^{1}\left(\mathbb {R}\right) such that Tf=∫RfgT f=\int_{\mathbb {R}} f g for all f∈L∞(R)f \in L^{\infty }\left(\mathbb {R}\right).

Problem 12.4.26

Let VV be the subspace of L∞(0,1)L^{\infty }\left(0,1\right) defined by

V={f∈L∞(0,1):lim⁡nn∫[0,1/n]f(x)dx exists } V=\left\{ f \in L^{\infty }\left(0,1\right): \lim _{n} n \int _{[0,1 / n]} f(x) d x \text{ exists }\right\}

Let φ∈(L∞(0,1))∗\varphi \in \left(L^{\infty }\left(0,1\right)\right)^{*} defined by φ(f)=lim⁡nn∫[0,1/n]f(x)dx\varphi (f)=\lim_{n} n \int_{[0,1 / n]} f(x) d x. (See Exercise 12.2.12 .) Prove that there exists no g∈L1(0,1)g \in L^{1}\left(0,1\right) such that φ(f)=∫fg\varphi (f)=\int f g for all f∈L∞(0,1)f \in L^{\infty }\left(0,1\right).

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Problem 12.4.27

Let φ\varphi be a positive linear functional on ℓ∞\ell^{\infty }, meaning that φ(x)≥0\varphi (x) \geq 0 whenever x={xk}∈ℓ∞x=\left\{ x_{k}\right\} \in \ell^{\infty } satisfies xk≥0x_{k} \geq 0 for all k∈Nk \in \mathbb {N}. Prove that φ\varphi is bounded and that ∥φ∥=φ(e)\left\| \varphi \right\| =\varphi (e), where ee is the constant sequence (1,1,1,…)(1,1,1, \ldots ).

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Problem 12.4.28

In Exercises 12.4.28-12.4.30, for each n∈Nn \in \mathbb {N}, let ene_{n} denote the sequence (0,0,…,0,1,0,0,…)(0,0, \ldots , 0,1,0,0, \ldots ) with 1 in the nnth position. Is there a nonzero bounded linear functional φ\varphi on ℓ∞\ell^{\infty } such that φ(en)=0\varphi \left(e_{n}\right)=0 for all n∈Nn \in \mathbb {N} ?

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Problem 12.4.29

In Exercises 12.4.28-12.4.30, for each n∈Nn \in \mathbb {N}, let ene_{n} denote the sequence (0,0,…,0,1,0,0,…)(0,0, \ldots , 0,1,0,0, \ldots ) with 1 in the nnth position. Is there a nonzero bounded linear functional φ\varphi on ℓ∞\ell^{\infty } such that φ(x)=lim⁡n→∞xn\varphi (x)=\lim_{n \rightarrow \infty } x_{n} for all x={xn}∈cx=\left\{ x_{n}\right\} \in c ?

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Problem 12.4.30

In Exercises 12.4.28-12.4.30, for each n∈Nn \in \mathbb {N}, let ene_{n} denote the sequence (0,0,…,0,1,0,0,…)(0,0, \ldots , 0,1,0,0, \ldots ) with 1 in the nnth position. Is there a nonzero bounded linear functional φ\varphi on ℓ∞\ell^{\infty } such that φ(x)=∑n=1∞xn\varphi (x)=\sum_{n=1}^{\infty } x_{n} for all x={xn}∈ℓ1x=\left\{ x_{n}\right\} \in \ell^{1} ?

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Problem 12.5.1

Let XX be a compact metric space and let μ\mu be a finite measure on Borel σ\sigma-algebra. Prove that a set AA has property (a) of Definition 12.5.1 if and only if ACA^{C} has property (b).

Definition 12.5.1: Let XX be a topological space, let BF\mathcal{B}_{F} be the Borel algebra and μ\mu a positive Borel measure on XX. Then μ\mu is regular if for all A∈BFA \in \mathcal{B}_{F}, (a) μ(A)=inf⁡{μ(G):A⊂G, and G is open}\mu (A)=\inf \left\{ \mu (G): A \subset G, \text{ and } G \text{ is open}\right\}; (b) μ(A)=sup⁡{μ(K):K⊂A, and K is compact}\mu (A)=\sup \left\{ \mu (K): K \subset A, \text{ and } K \text{ is compact}\right\}.

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Problem 12.5.2

Let μ\mu be a finite measure on the σ\sigma-algebra of Borel subsets of a metric space. Prove that μ\mu is regular.

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Problem 12.5.3

Let XX be a compact metric space and μ∈rca⁡(X,B)\mu \in \operatorname {rca}(X, \mathcal{B}). Prove that the same is true of μ+\mu^{+}and μ−\mu^{-}.

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Problem 12.5.4

Let FF be a closed subset of a compact metric space XX, let μ∈rca(X,B)\mu \in r c a(X, \mathcal{B}), and let ν(A)=μ(A∩F)\nu (A)=\mu (A \cap F) for all Borel sets AA. Prove that ν∈rca⁡(F,B∣F)\nu \in \operatorname {rca}(F, \mathcal{B} \mid F).

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Problem 12.5.5

Prove that rba(X,BF)r b a\left(X, \mathcal{B}_{F}\right), the set of all Borel, bounded, additive, regular, signed measures on XX, is a vector space.

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Problem 12.5.6

Let XX be a compact metric space, let f∈C(X)f \in C(X), and let ε>0\varepsilon >0. Suppose that {Fk}k=1n\left\{ F_{k}\right\}_{k=1}^{n} are disjoint closed subsets of XX. Prove that there exist disjoint open sets {Gk}k=1n\left\{ G_{k}\right\}_{k=1}^{n} such that, for all 1≤k≤n,Fk⊂Gk1 \leq k \leq n, F_{k} \subset G_{k} and inf⁡{f(x):x∈Gk}≥inf⁡{f(x):x∈Fk}−ε\inf \left\{ f(x): x \in G_{k}\right\} \geq \inf \left\{ f(x): x \in F_{k}\right\} -\varepsilon.

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Problem 12.5.7

In the proof of Theorem 12.5.6 prove that λ\lambda is additive on M\mathfrak {M}.

Theorem 12.5.6: Let XX be a compact metric space and let ν\nu be a finite, additive signed measure on the Borel algebra BF\mathcal{B}_{F} of subsets of XX. There exists a measure λ∈rba⁡(X,BF)\lambda \in \operatorname {rba}(X, \mathcal{B}_{F}) (the space of bounded, finitely additive, regular signed measures on BF\mathcal{B}_{F}) such that ∫Xf dλ=∫Xf dν\int_{X} f \, d\lambda = \int_{X} f \, d\nu for all f∈C(X)f \in C(X).

In the proof, FF denotes a closed set and GG an open set. Define λ1(F):=inf⁡{ν(G):F⊂G}\lambda_{1}(F) := \inf \left\{ \nu (G) : F \subset G\right\}, λ2(E):=sup⁡{λ1(F):F⊂E}\lambda_{2}(E) := \sup \left\{ \lambda_{1}(F) : F \subset E\right\}, and λ:=λ2∣BF\lambda := \lambda_{2}|_{\mathcal{B}_{F}}. Let M={A⊂X:λ(E)=λ(E∖A)+λ(E∩A) for all E⊂X}\mathfrak {M} = \left\{ A \subset X : \lambda (E) = \lambda (E \setminus A) + \lambda (E \cap A) \text{ for all } E \subset X\right\} be the collection of λ\lambda-measurable sets. Earlier steps of the proof establish that M\mathfrak {M} contains all closed sets and is an algebra containing BF\mathcal{B}_{F}.

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Problem 12.5.8

In the proof of Theorem 12.5.6 prove that λ(X)=ν(X)\lambda (X)=\nu (X).

Theorem 12.5.6: Let XX be a compact metric space and let ν\nu be a finite, additive signed measure on the Borel algebra BF\mathcal{B}_{F} of subsets of XX. There exists a measure λ∈rba⁡(X,BF)\lambda \in \operatorname {rba}(X, \mathcal{B}_{F}) (the space of bounded, finitely additive, regular signed measures on BF\mathcal{B}_{F}) such that ∫Xf dλ=∫Xf dν\int_{X} f \, d\lambda = \int_{X} f \, d\nu for all f∈C(X)f \in C(X).

In the proof, FF denotes a closed set and GG an open set. Define λ1(F):=inf⁡{ν(G):F⊂G}\lambda_{1}(F) := \inf \left\{ \nu (G) : F \subset G\right\}, λ2(E):=sup⁡{λ1(F):F⊂E}\lambda_{2}(E) := \sup \left\{ \lambda_{1}(F) : F \subset E\right\}, and λ:=λ2∣BF\lambda := \lambda_{2}|_{\mathcal{B}_{F}}. Earlier steps of the proof establish that λ1=λ2=λ\lambda_{1} = \lambda_{2} = \lambda on BF\mathcal{B}_{F}.

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Problem 12.5.9

Let ν∈rca(X,B)\nu \in r c a(X, \mathcal{B}). Prove that TνT_{\nu }, as defined in Theorem 12.5.8, is a bounded linear functional on C(X)C(X) and that ∥Tν∥≤∥ν∥\left\| T_{\nu }\right\| \leq \left\| \nu \right\|.

Theorem 12.5.8: Let XX be a compact metric space. The map T:ν↦TνT: \nu \mapsto T_{\nu }, where Tν(f)=∫f dνT_{\nu }(f)=\int f \, d\nu, is an isometric isomorphism from the set rca(X,B)r c a(X, \mathcal{B}) onto the dual space of C(X)C(X). Here rca(X,B)r c a(X, \mathcal{B}) denotes the space of all Borel, bounded, additive, regular signed measures on XX that are countably additive.

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Problem 12.5.10

Let FF be a closed subset of a compact metric space XX, let μ∈rca(F,B∣F)\mu \in r c a(F, \mathcal{B} \mid F), and let Tf=∫Ff∣FdμT f=\int_{F} f \mid F d \mu. Prove that:

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(a)

TT is a bounded linear functional on C(X)C(X).

(b)

If ν∈rca⁡(X,B)\nu \in \operatorname {rca}(X, \mathcal{B}) is the measure for which Tf=∫XfdνT f=\int_{X} f d \nu, then ν(A)=μ(A∩F)\nu (A)= \mu (A \cap F) for all Borel set AA.

Problem 12.5.11

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=∫01fT f=\int_{0}^{1} f.

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Problem 12.5.12

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=∫−11sgn⁡xf(x)dxT f=\int_{-1}^{1} \operatorname {sgn} x f(x) d x.

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Problem 12.5.13

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=∫−11f−f(0)T f=\int_{-1}^{1} f-f(0).

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Problem 12.5.14

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=f(ε)+f(−ε)−2f(0)ε2T f=\frac{f(\varepsilon )+f(-\varepsilon )-2 f(0)}{\varepsilon^{2}}, for a fixed ε∈[−1,1]\{0}\varepsilon \in [-1,1] \backslash \left\{ 0\right\}.

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Problem 12.5.15

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=∑n=1∞(−1)nn2f(1n)T f=\sum_{n=1}^{\infty } \frac{(-1)^{n}}{n^{2}} f\left(\frac{1}{n}\right).

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Problem 12.5.16

In Exercises 12.5.11-12.5.16 find the norm of a functional TT on C[−1,1]C[-1,1].

Tf=∫−11f−12n+1∑k=−nnf(kn)T f=\int_{-1}^{1} f-\frac{1}{2 n+1} \sum_{k=-n}^{n} f\left(\frac{k}{n}\right), for a fixed n∈Nn \in \mathbb {N}.

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Problem 12.5.17

For f∈C[0,1]f \in C[0,1] let Tn(f)=∫01nf(t)tndtT_{n}(f)=\int_{0}^{1} n f(t) t^{n} d t. Prove that each TnT_{n} is a bounded linear functional on C[0,1]C[0,1], that the sequence {Tn}\left\{ T_{n}\right\} converges in (C[0,1])∗(C[0,1])^{*}, and determine its limit.

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Problem 12.5.18

Let TT be a bounded linear functional on C[0,1]C[0,1] defined by Tf=∫01tf(t)dtT f= \int_{0}^{1} t f(t) d t

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(a)

Find ∥T∥\left\| T\right\| and a function f∈C[0,1]f \in C[0,1] for which Tf=∥T∥T f=\left\| T\right\|;

(b)

Let Y={f∈C[0,1]:f(1)=0}Y=\left\{ f \in C[0,1]: f(1)=0\right\} and T1=T∣YT_{1}=T \mid Y. Prove that ∥T1∥=∥T∥\left\| T_{1}\right\| = \left\| T\right\| but that ∥T1∥\left\| T_{1}\right\| is not attained on YY.

Problem 12.5.19

Let {an}⊂[0,1]\left\{ a_{n}\right\} \subset [0,1] and, for f∈C[0,1]f \in C[0,1] let

Tf=∑n=1∞f(an)2n T f=\sum _{n=1}^{\infty } \frac{f\left(a_{n}\right)}{2^{n}}

Prove that there is no g∈L1([0,1])g \in L^{1}\left({[0,1]}\right) such that Tf=∫01fgT f=\int_{0}^{1} f g for all f∈C[0,1]f \in C[0,1].

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Problem 12.5.20

Let {ck}k=1n\left\{ c_{k}\right\}_{k=1}^{n} be real numbers, let {xk}k=1n\left\{ x_{k}\right\}_{k=1}^{n} be distinct real numbers in [ 0,1 ], and let TT be a bounded linear functional on C[0,1]C[0,1] defined by Tf=∑k=1nckf(xk)T f= \sum_{k=1}^{n} c_{k} f\left(x_{k}\right). Find ∥T∥\left\| T\right\|.

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Problem 12.5.21

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=f(0)T f=f(0).

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Problem 12.5.22

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=∫01/2f(x)dx−3∫1/21f(x)dxT f=\int_{0}^{1 / 2} f(x) d x-3 \int_{1 / 2}^{1} f(x) d x.

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Problem 12.5.23

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=∫01f(x)⌊10x⌋dxT f=\int_{0}^{1} f(x)\left\lfloor 10 x\right\rfloor d x.

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Problem 12.5.24

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=∫01f(x)φ(x)dxT f=\int_{0}^{1} f(x) \varphi (x) d x, where φ\varphi is the Cantor-Lebesgue function.

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Problem 12.5.25

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=∑n=1∞1nf(1n)T f=\sum_{n=1}^{\infty } \frac{1}{n} f\left(\frac{1}{\sqrt{n}}\right).

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Problem 12.5.26

In Exercises 12.5.21-12.5.26 find ν([1/3,2/3])\nu ([1 / 3,2 / 3]) where ν∈rca([0,1])\nu \in r c a([0,1]) is such that Tf=∫01fdνT f=\int_{0}^{1} f d \nu.

Here rca([0,1])r c a([0,1]) denotes the space of all Borel, bounded, additive, regular signed measures on [0,1][0,1] that are countably additive. By Definitions 12.5.1 and 12.5.5, a Borel additive signed measure ν\nu is regular if its total variation ∣ν∣\left|\nu \right| is regular, i.e., for every Borel set AA, ∣ν∣(A)=inf⁡{∣ν∣(G):A⊂G, and G is open}\left|\nu \right|(A)=\inf \left\{ \left|\nu \right|(G): A \subset G, \text{ and } G \text{ is open}\right\} and ∣ν∣(A)=sup⁡{∣ν∣(K):K⊂A, and K is compact}\left|\nu \right|(A)=\sup \left\{ \left|\nu \right|(K): K \subset A, \text{ and } K \text{ is compact}\right\}.

Tf=∫01f(x)dx∫3x−11et2dtT f=\int_{0}^{1} f(x) d x \int_{3 x-1}^{1} e^{t^{2}} d t.

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Problem 12.5.27

Let x∈[0,2π]x \in [0,2 \pi ]. Prove that the set of continuous functions whose Fourier series diverges at xx is dense in C[0,2π]C[0,2 \pi ].

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Problem 12.5.28

Prove that C[a,b]C[a, b] is not reflexive.

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Problem 12.5.29

Give an example of a compact metric space XX for which the space C(X)C(X) is reflexive.

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Problem 12.5.30

Let XX be a subset of R\mathbb {R}. Prove or disprove: C(X)C(X) is reflexive if and only if XX is a finite set.

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Problem 12.5.31

Let TT be a positive linear functional on C(X)C(X), meaning that Tf≥0T f \geq 0 whenever ff is a nonnegative function in C(X)C(X). Prove that TT is bounded and that ∥T∥=T(1)\left\| T\right\| =T(1), where 1 is the constant function 1 .

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Problem 12.5.32

Prove that every bounded linear functional on C(X)C(X) can be written as a difference between two positive linear functionals (see Exercise 12.5.31).

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Problem 12.6.1

Let XX be a normed linear space and suppose that xn⇀x0∈Xx_{n} \rightharpoonup x_{0} \in X. Prove that ∥x0∥≤lim inf⁡∥xn∥\left\| x_{0}\right\| \leq \liminf \left\| x_{n}\right\|.

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Problem 12.6.2

A sequence {xn}\left\{ x_{n}\right\} in a normed linear space XX is weakly Cauchy if Λ(xn)\Lambda \left(x_{n}\right) is a Cauchy sequence for every Λ∈X∗\Lambda \in X^{*}. The space XX is weakly complete if every weakly Cauchy sequence in XX is weakly convergent. Prove that every reflexive Banach space is weakly complete.

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Problem 12.6.3

Prove that a subspace of a normed linear space is closed if and only if it is weakly closed.

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Problem 12.6.4

Let X,YX, Y be Banach spaces and let T:X→YT: X \rightarrow Y be a linear operator. Prove that TT is bounded if and only if whenever {xn}⊂X\left\{ x_{n}\right\} \subset X converges weakly to xx, then {Txn}\left\{ T x_{n}\right\} converges weakly to TxT x.

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Problem 12.6.5

Prove that a weakly convergent sequence can have only one limit.

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Problem 12.6.6

Let X,YX, Y be Banach spaces and let {Tn}\left\{ T_{n}\right\} be a bounded sequence in L(X,Y)\mathcal{L}(X, Y). Let M\mathcal{M} be a set of all x∈Xx \in X for which every subsequence of {Tnx}\left\{ T_{n} x\right\} has a convergent subsequence. Prove that M\mathcal{M} is a closed subspace of XX.

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Problem 12.6.7

Let XX be a normed linear space. Prove that every weakly compact subset of XX is norm-bounded.

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Problem 12.6.8

Let XX be a normed linear space. Prove that the weak topology is generated by the sets of the form Ua,r,T1,…,Tn:={x∈X:∣Tk(x)−Tk(a)∣<r,1≤k≤n,Tk∈X∗}U_{a, r, T_{1}, \ldots , T_{n}}:=\left\{ x \in X:\left|T_{k}(x)-T_{k}(a)\right|<r, 1 \leq k \leq n, T_{k} \in X^{*}\right\}.

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Problem 12.6.9

Let XX be an infinite dimensional normed linear space. Prove that every weakly open subset of XX is unbounded.

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Problem 12.6.10

Let XX be a normed linear space and TT a linear functional on XX. Prove that TT is continuous in the weak topology if and only if it is continuous in the norm topology.

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Problem 12.6.11

Let H\mathcal{H} be Hilbert space and T,T1,T2,…T, T_{1}, T_{2}, \ldots bounded linear operators on H\mathcal{H} such that lim⁡n⟨Tnx,y⟩=⟨Tx,y⟩\lim_{n} \left\langle T_{n} x, y \right\rangle = \left\langle T x, y \right\rangle for all x,y∈Hx, y \in \mathcal{H}. Prove that there exists C>0C>0 s.t. ∥Tn∥≤C\left\| T_{n}\right\| \leq C for all n∈Nn \in \mathbb {N}.

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Problem 12.6.12

Prove that in a finite-dimensional normed linear space, every weakly convergent sequence is strongly convergent.

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Problem 12.6.13

Prove Theorem 12.6.5.

Theorem 12.6.5: A closed and bounded set in Lp([0,1])L^{p}\left([0,1]\right) is weakly sequentially compact, if 1<p<∞1 < p < \infty.

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Problem 12.6.14

Prove the assertions made in Example 12.6.7.

Example 12.6.7 (a sequence in LpL^{p} that converges in measure but not weakly): Let fn=nχ[0,1/n]f_{n} = n\chi_{[0,1/n]}, for n∈Nn \in \mathbb {N}. Then {fn}\left\{ f_{n}\right\} converges in measure on [0,1][0,1] but it does not converge weakly in Lp([0,1])L^{p}\left([0,1]\right).

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Problem 12.6.15

Prove the assertions made in Example 12.6.8.

Example 12.6.8 (a sequence in LpL^{p} that converges uniformly but not weakly): Let fn=1nχ[1,en]f_{n} = \frac{1}{n}\chi_{[1,e^{n}]}, for n∈Nn \in \mathbb {N}. Then {fn}\left\{ f_{n}\right\} converges uniformly on R\mathbb {R}, but it does not converge weakly in Lp(R)L^{p}\left(\mathbb {R}\right) for any p∈[1,+∞)p \in [1, +\infty ).

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Problem 12.6.16

Give an example of a measure space and a sequence of functions in Lp(X,μ)L^{p}\left(X, \mu \right) that converges weakly but not in measure.

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Problem 12.6.17

Prove Theorem 12.6.11.

Theorem 12.6.11: Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space. A sequence {fn}\left\{ f_{n}\right\} in Lp(X,μ)L^{p}\left(X, \mu \right), 1≤p<∞1 \leq p < \infty, converges weakly to f0f_{0} if and only if both: (a) There exists M>0M > 0 such that ∥fn∥p≤M\left\| f_{n}\right\|_{p} \leq M, for all n∈Nn \in \mathbb {N}. (b) lim⁡n∫Efn dμ=∫Ef0 dμ\lim_{n} \int_{E} f_{n} \, d\mu = \int_{E} f_{0} \, d\mu, for every E∈ME \in \mathfrak {M} that has finite measure.

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Problem 12.6.18

The purpose of this exercise is to establish that conditions (a)-(b) of Theorem 12.6.13 implies the strong convergence of {fn}\left\{ f_{n}\right\} to f0f_{0}. We will follow the original proof of Riesz.

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(a)

Show that there is no loss of generality in assuming that ∥f0∥=1\left\| f_{0}\right\| =1.

(b)

Define gn=fn∣f0∣p−1sgn⁡f0g_{n}=f_{n}\left|f_{0}\right|^{p-1} \operatorname {sgn} f_{0}. Prove that

lim⁡n∫Xgndμ=1 and lim⁡n∫X∣gn∣dμ=1 \lim _{n} \int _{X} g_{n} d \mu =1 \quad \text{ and } \quad \lim _{n} \int _{X}\left|g_{n}\right| d \mu =1
(c)

Define

In(t)=∫X∣f0∣pt∣fn∣p(1−t), for 0≤t≤1. I_{n}(t)=\int _{X}\left|f_{0}\right|^{p t}\left|f_{n}\right|^{p(1-t)}, \quad \text{ for } 0 \leq t \leq 1 .

Show that

In(1)=1,lim⁡nIn(0)=1, and lim⁡nIn(1−1/p)=1. I_{n}(1)=1, \quad \lim _{n} I_{n}(0)=1, \quad \text{ and } \quad \lim _{n} I_{n}(1-1 / p)=1 .
(d)

Prove that the function ln⁡In(t)\ln I_{n}(t) is convex on [0,1][0,1]. Conclude that

lim⁡n∫X∣f0∣p/2∣fn∣p/2dμ=1 \lim _{n} \int _{X}\left|f_{0}\right|^{p / 2}\left|f_{n}\right|^{p / 2} d \mu =1
(e)

Use part (d) to prove that {∣fn∣p/2}\left\{ \left|f_{n}\right|^{p / 2}\right\} converges to ∣f0∣p/2\left|f_{0}\right|^{p / 2} in L2(X,μ)L^{2}\left(X, \mu \right) and conclude that there is a subsequence of {fn}\left\{ f_{n}\right\} for which {∣gn∣}\left\{ \left|g_{n}\right|\right\} converges to ∣f0∣p\left|f_{0}\right|^{p} a.e.

(f)

Use part (b) to prove that there is a further subsequence for which {gn}\left\{ g_{n}\right\} converges to ∣f0∣p\left|f_{0}\right|^{p} a.e. Conclude that, for that subsequence, {fn}\left\{ f_{n}\right\} converges to f0f_{0} a.e.

(g)

Use part (f) and the assumption (b) of the problem to prove that a subsequence of {fn}\left\{ f_{n}\right\} converges to f0f_{0} in the norm of Lp(X,μ)L^{p}\left(X, \mu \right).

(h)

Explain why the conclusion in (g) is sufficient to guarantee that the whole sequence converges strongly to f0f_{0}.

Theorem 12.6.13 (the Radon-Riesz property): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space. A sequence {fn}\left\{ f_{n}\right\} in Lp(X,μ)L^{p}\left(X, \mu \right), p>1p>1, converges strongly (i.e., in norm) to f0f_{0} if and only if both: (a) fn⇀f0f_{n} \rightharpoonup f_{0} (weak convergence). (b) lim⁡n∥fn∥=∥f0∥\lim_{n} \left\| f_{n}\right\| = \left\| f_{0}\right\|.

Problem 12.6.19

Prove or disprove: If a sequence {fn}\left\{ f_{n}\right\} converges weakly in Lp([0,1])L^{p}\left({[0,1]}\right) then it has a subsequence that converges a.e. in [0,1][0,1].

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Problem 12.6.20

Let {fn}\left\{ f_{n}\right\} be a sequence in L2[0,2π]L^{2}[0,2 \pi ] defined by fn(x)=sin⁡nxf_{n}(x)=\sin n x. Prove that {fn}\left\{ f_{n}\right\} converges weakly but not strongly.

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Problem 12.6.21

Let {fn}\left\{ f_{n}\right\} be a sequence in L2[0,1]L^{2}[0,1] that converges in measure and suppose there is M>0M>0 such that ∥fn∥≤M\left\| f_{n}\right\| \leq M, for all n∈Nn \in \mathbb {N}. Prove that {fn}\left\{ f_{n}\right\} is weakly convergent. Does the result hold for Lp[0,1]L^{p}[0,1] for 1<p<∞1<p<\infty ?

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Problem 12.6.22

Let {fn}n=1∞\left\{ f_{n}\right\}_{n=1}^{\infty } be a sequence of nonnegative functions in L2(0,1)L^{2}\left(0,1\right), and suppose that {fn}\left\{ f_{n}\right\} converges to a function ff in the norm of L2(0,1)L^{2}\left(0,1\right). Prove that f≥0f \geq 0. Does the statement remain true if {fn}\left\{ f_{n}\right\} converges weakly to ff ?

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Problem 12.6.23

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) and a bounded sequence {fn}\left\{ f_{n}\right\} in L1(X,μ)L^{1}\left(X, \mu \right) such that {fn}\left\{ f_{n}\right\} converges to ff a.e. but does not converge weakly to ff in L1(X,μ)L^{1}\left(X, \mu \right).

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Problem 12.6.24

Let {fn}\left\{ f_{n}\right\} be a sequence in Lp[0,1],1<p<∞L^{p}[0,1], 1<p<\infty. Prove that {fn}\left\{ f_{n}\right\} converges weakly to f0f_{0} if and only if both:

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(a)

there exists M>0M>0 such that ∥fn∥p≤M\left\| f_{n}\right\|_{p} \leq M, for all n∈Nn \in \mathbb {N};

(b)

lim⁡n∫0xfndm=∫0xf0dm\lim_{n} \int_{0}^{x} f_{n} d m=\int_{0}^{x} f_{0} d m, for all x∈[0,1]x \in [0,1].

Give an example to show that the result is false for p=1p=1.

Problem 12.6.25

Prove that the closed unit ball of L1[0,1]L^{1}[0,1] is not weakly sequentially compact.

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Problem 12.6.26

Give an example of a measure space ( X,M,μX, \mathfrak {M}, \mu ) for which the unit ball of L1(X,μ)L^{1}\left(X, \mu \right) is weakly compact. Is it possible to take X⊂R,M=M∣XX \subset \mathbb {R}, \mathfrak {M}=\mathcal{M} \mid X, and μ=m∣X\mu =m \mid X ?

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Problem 12.6.27

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1≤p<∞1 \leq p<\infty, let 1/p+1/q=11 / p+1 / q=1, and suppose that {fn}\left\{ f_{n}\right\} converges weakly to ff in Lp(X,μ)L^{p}\left(X, \mu \right) and {gn}\left\{ g_{n}\right\} converges to gg in the norm of Lq(X,μ)L^{q}\left(X, \mu \right). Prove that

lim⁡n∫Xfngndμ=∫Xfgdμ \lim _{n} \int _{X} f_{n} g_{n} d \mu =\int _{X} f g d \mu
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Problem 12.6.28

Let h∈C(R)h \in C(\mathbb {R}) be a periodic function with period TT, let ∫0Th=0\int_{0}^{T} h=0, let 1≤p<∞1 \leq p<\infty, and let fn:[a,b]→Rf_{n}:[a, b] \rightarrow \mathbb {R} be defined by fn(x)=h(nx)f_{n}(x)=h(n x) for n∈Nn \in \mathbb {N}. Prove that {fn}\left\{ f_{n}\right\} converges weakly to 0 in Lp([a,b])L^{p}\left({[a, b]}\right).

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Problem 12.6.29

Let 1<p<∞1<p<\infty, let h∈Lp(R)h \in L^{p}\left(\mathbb {R}\right), and let fn:R→Rf_{n}: \mathbb {R} \rightarrow \mathbb {R} be defined by fn(x)=h(x−n)f_{n}(x)=h(x-n) for n∈Nn \in \mathbb {N}. Prove that {fn}\left\{ f_{n}\right\} converges weakly to 0 in Lp(R)L^{p}\left(\mathbb {R}\right). Is this true for p=1p=1 ?

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Problem 12.6.30

Let 1≤p<r<∞1 \leq p<r<\infty, let {fn},f∈Lr[0,1]\left\{ f_{n}\right\} , f \in L^{r}[0,1]. Prove or disprove:

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(a)

If {fn}\left\{ f_{n}\right\} converges weakly to ff in Lr[0,1]L^{r}[0,1] then it converges weakly to ff in Lp[0,1]L^{p}[0,1].

(b)

If {fn}\left\{ f_{n}\right\} converges weakly to ff in Lp[0,1]L^{p}[0,1] then it converges weakly to ff in Lr[0,1]L^{r}[0,1].

Problem 12.6.31

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1<p<∞1<p<\infty, let {fn},f∈Lp(X,μ)\left\{ f_{n}\right\} , f \in L^{p}\left(X, \mu \right), and suppose that the sequence {fn}\left\{ f_{n}\right\} is bounded in Lp(X,μ)L^{p}\left(X, \mu \right). Consider the following four properties:

  1. lim⁡nfn=f\lim_{n} f_{n}=f a.e.

  2. {fn}\left\{ f_{n}\right\} converges weakly to ff in Lp(X,μ)L^{p}\left(X, \mu \right).

  3. lim⁡n∥fn∥p=∥f∥p\lim_{n}\left\| f_{n}\right\|_{p}=\left\| f\right\|_{p}.

  4. {fn}\left\{ f_{n}\right\} converges to ff in the norm of Lp(X,μ)L^{p}\left(X, \mu \right).

If {fn}\left\{ f_{n}\right\} possesses two of these properties, is there a subsequence that possesses all four properties?

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Problem 12.6.32

Give an example to show that Theorem 12.6.13 is not true in L1[0,1]L^{1}[0,1].

Theorem 12.6.13 (the Radon-Riesz property): Let (X,M,μ)(X, \mathfrak {M}, \mu ) be a measure space. A sequence {fn}\left\{ f_{n}\right\} in Lp(X,μ)L^{p}\left(X, \mu \right), p>1p>1, converges strongly (i.e., in norm) to f0f_{0} if and only if both: (a) fn⇀f0f_{n} \rightharpoonup f_{0} (weak convergence). (b) lim⁡n∥fn∥=∥f0∥\lim_{n} \left\| f_{n}\right\| = \left\| f_{0}\right\|.

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Problem 12.6.33

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let 1<p<∞1<p<\infty, let {fn}n=1∞\left\{ f_{n}\right\}_{n=1}^{\infty } be a bounded sequence in Lp(X,μ)L^{p}\left(X, \mu \right), and suppose that {fn}n=1∞\left\{ f_{n}\right\}_{n=1}^{\infty } converges to ff a.e. Prove that {fn}n=1∞\left\{ f_{n}\right\}_{n=1}^{\infty } converges weakly to ff in Lp(X,μ)L^{p}\left(X, \mu \right).

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Problem 12.6.34

Prove that every orthonormal sequence in Hilbert space converges weakly to 0 .

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Problem 12.6.35

Let XX be an inner product space. Prove that XX is complete if and only if every bounded sequence has a weakly convergent subsequence.

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Problem 12.6.36

Let α∈R,α≠1\alpha \in \mathbb {R}, \alpha \neq 1, and let {xn}\left\{ x_{n}\right\} be a sequence in Hilbert space such that

⟨xm,xn⟩={α if m≠n1 if m=n \left\langle x_{m}, x_{n} \right\rangle = \begin{cases} \alpha & \text{ if } m \neq n \\ 1 & \text{ if } m=n \end{cases}

Prove that {xn}\left\{ x_{n}\right\} is weakly convergent.

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Problem 12.6.37

Let {xn}\left\{ x_{n}\right\} be an orthogonal sequence in Hilbert space. Prove that the following are equivalent:

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(a)

∑n=1∞xn\sum_{n=1}^{\infty } x_{n} converges in the norm.

(b)

∑n=1∞xn\sum_{n=1}^{\infty } x_{n} converges weakly.

(c)

∑n=1∞∥xn∥2\sum_{n=1}^{\infty }\left\| x_{n}\right\|^{2} converges.

Problem 12.6.38

Find the weak closure of the unit sphere in Hilbert space.

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Problem 12.6.39

Let {en}n=1∞\left\{ e_{n}\right\}_{n=1}^{\infty } be an orthonormal basis of Hilbert space. Prove that xnx_{n} converges weakly to xx if and only if {xn}\left\{ x_{n}\right\} is bounded and for each kk, {⟨xn,ek⟩}\left\{ \left\langle x_{n}, e_{k} \right\rangle \right\} converges to {⟨x,ek⟩}\left\{ \left\langle x, e_{k} \right\rangle \right\}. Give an example to show the boundedness of {xn}\left\{ x_{n}\right\} cannot be omitted.

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Problem 12.6.40

Prove Theorem 12.6.14.

Theorem 12.6.14: Let {xn}\left\{ x_{n}\right\} converge weakly to xx in Hilbert space HH. Then {xn}\left\{ x_{n}\right\} converges to xx in the norm if and only if lim⁡∥xn∥=∥x∥\lim \left\| x_{n}\right\| = \left\| x\right\|.

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Problem 12.6.41

Give an example of a (strongly) closed set that is not weakly closed

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Problem 12.6.42

Let {fn}\left\{ f_{n}\right\} be a sequence in C(X)C(X). Prove that {fn}\left\{ f_{n}\right\} converges weakly to some function ff if and only if {fn}\left\{ f_{n}\right\} is norm bounded and it converges pointwise on XX.

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Problem 12.6.43

Prove that the closed unit ball of ℓp,1<p<∞\ell^{p}, 1<p<\infty, is weakly sequentially compact.

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Problem 12.6.44

The purpose of this exercise is to establish that every weakly convergent sequence in ℓ1\ell^{1} is strongly convergent.

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(a)

Supposing that the sequence {xn}\left\{ x_{n}\right\} is not strongly convergent, show that we may assume that the sequence {xn}\left\{ x_{n}\right\} converges weakly to 0 and that ∥xn∥1=1\left\| x_{n}\right\|_{1}=1.

(b)

Denoting xn=(xn(1),xn(2),xn(3),…)x_{n}=\left(x_{n}^{(1)}, x_{n}^{(2)}, x_{n}^{(3)}, \ldots \right), construct inductively a sequence of integers 0=k0<k1<k2<…0=k_{0}<k_{1}<k_{2}<\ldots and a subsequence {an}⊂{xn}\left\{ a_{n}\right\} \subset \left\{ x_{n}\right\} for which

∑j=1ki−1∣an(j)∣<14 and ∑j=ki−1+1ki∣an(j)∣>34, for all n∈N. \sum _{j=1}^{k_{i-1}}\left|a_{n}^{(j)}\right|<\frac{1}{4} \quad \text{ and } \quad \sum _{j=k_{i-1}+1}^{k_{i}}\left|a_{n}^{(j)}\right|>\frac{3}{4}, \quad \text{ for all } n \in \mathbb {N} .
(c)

Define a mapping TyT_{y} on ℓ1\ell^{1} by

Ty(x)=∑j=1∞x(j)y(j) T_{y}(x)=\sum _{j=1}^{\infty } x^{(j)} y^{(j)}

where y(m)=sgn⁡xnk(m)y^{(m)}=\operatorname {sgn} x_{n_{k}}^{(m)} for kn−1+1≤m≤knk_{n-1}+1 \leq m \leq k_{n}. Prove that TyT_{y} is a bounded linear functional and that ∣Ty(an)∣>1/2\left|T_{y}\left(a_{n}\right)\right|>1 / 2 for all n∈Nn \in \mathbb {N}.

(d)

Conclude that {xn}\left\{ x_{n}\right\} does not converge weakly to 0 .

Problem 12.6.45

Let {en}\left\{ e_{n}\right\} be a sequence in c0c_{0}, such that for every n∈N,enn \in \mathbb {N}, e_{n} has 1 in the nnth spot and 0 elsewhere: en=(0,0,…,0,1,0,0,…)e_{n}=(0,0, \ldots , 0,1,0,0, \ldots ). Prove that the sequence {en}\left\{ e_{n}\right\} converges weakly to 0 in c0c_{0} and in ℓp\ell^{p}, for 1<p<∞1<p<\infty, but not in ℓ1\ell_{1}.

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Problem 12.6.46

Prove that the closed unit ball of ℓ1\ell^{1} is not weakly sequentially compact.

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Problem 12.6.47

Prove that there is no Banach space whose dual is isomorphic to c0c_{0}.

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Problem 12.6.48

Let {ak}\left\{ a_{k}\right\} be a sequence of nonzero numbers and

Ea={x=(x1,x2,…)∈ℓ2:∑k=1∞(xk)2ak2≤1} E_{a}=\left\{ x=\left(x_{1}, x_{2}, \ldots \right) \in \ell _{2}: \sum _{k=1}^{\infty } \frac{\left(x_{k}\right)^{2}}{a_{k}^{2}} \leq 1\right\}
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(a)

Show that EaE_{a} is not compact if ak=1a_{k}=1, for all k∈Nk \in \mathbb {N}.

(b)

Show that EaE_{a} is compact if

∑k=1∞ak2<+∞ \sum _{k=1}^{\infty } a_{k}^{2}<+\infty