Added the Vitali convergence theorem.
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Bokuan Li
2026-06-19 17:36:53 -04:00
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commit 1722ddb933
7 changed files with 230 additions and 36 deletions

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@@ -169,36 +169,6 @@
\end{proof}
\begin{theorem}[Markov's Inequality]
\label{theorem:markov-inequality}
Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed vector space, and $f: X \to E$ be a Borel measurable function, then
\begin{enumerate}
\item For any $\alpha > 0$,
\[
\mu\bracs{\norm{f}_E \ge \alpha} \le \frac{1}{\alpha}\norm{f}_{L^1(X; E)}
\]
\item For $\alpha > 0$ and strictly increasing function $\phi: [0, \infty) \to [0, \infty)$,
\[
\mu\bracs{\norm{f}_E \ge \alpha} \le \frac{1}{\phi(\alpha)}\norm{\phi \circ |f|}_{L^1(X; E)}
\]
\item For any $\alpha > 0$,
\[
\mu\bracs{\norm{f}_E \ge \alpha} \le \frac{1}{\alpha^p}\norm{f}_{L^p(X; E)}^p
\]
\end{enumerate}
\end{theorem}
\begin{proof}
(1): For any $\alpha > 0$,
\begin{align*}
\mu\bracs{\norm{f}_E \ge \alpha} &= \int_{\bracs{\norm{f}_E \ge \alpha}} d\mu \le \frac{1}{\alpha}\int |\norm{f}_Ed\mu = \frac{\norm{f}_{L^1(X; E)}}{\alpha}
\end{align*}
(2): By \autoref{lemma:monotone-measurable}, $\phi: [0, \infty) \to [0, \infty)$ is Borel measurable. Since $\phi$ is strictly increasing, $\bracs{\norm{f}_E \ge \alpha} = \bracs{\phi \circ \norm{f}_E \ge \phi(\alpha)}$, and the result holds by applying (1) to $\phi \circ \norm{f}_E$.
(3): Since $x \mapsto x^p$ is strictly increasing on $[0, \infty)$, applying (2) to $\phi(x) = x^p$ yields the desired result.
\end{proof}
\begin{proposition}
\label{proposition:lp-in-measure}
Let $(X, \cm, \mu)$ be a measure space, $E$ be a normed vector space, $p \in [1, \infty]$, $\seq{f_n} \subset L^p(X; E)$, and $f \in L^p(X; E)$ such that $f_n \to f$ in $L^p$, then $f_n \to f$ in measure.
@@ -244,3 +214,5 @@
\end{proof}