Riesz's Convergence Theorem
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Theorem
Let $\struct {X, \Sigma, \mu}$ be a measure space.
Let $p \in \R$, $p \ge 1$.
Let $\sequence {f_n}_{n \mathop \in \N}, f_n: X \to \R$ be a sequence in Lebesgue $p$-space $\map {\LL^p} \mu$.
Suppose that the pointwise limit $f := \displaystyle \lim_{n \mathop \to \infty} f_n$ exists $\mu$-almost everywhere, and that $f \in \map {\LL^p} \mu$.
Then the following are equivalent:
- $(1): \quad \displaystyle \lim_{n \mathop \to \infty} \norm {f - f_n}_p = 0$
- $(2): \quad \displaystyle \lim_{n \mathop \to \infty} \norm {f_n}_p = \norm f_p$
where $\norm {\, \cdot \,}_p$ denotes the $p$-seminorm.
Proof
Source of Name
This entry was named for Frigyes Riesz.
Sources
- 2005: René L. Schilling: Measures, Integrals and Martingales ... (previous) ... (next): $12.10$