Added basic theory of Lp spaces, alongside some integral stuff.
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src/measure/bochner-integral/strongly.tex
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src/measure/bochner-integral/strongly.tex
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\section{Strongly Measurable Functions}
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\label{section:strongly-measurable}
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\begin{definition}[Strongly Measurable Function]
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\label{definition:strongly-measurable}
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Let $(X, \cm)$ be a measurable space, $E$ be a normed vector space over $K \in \RC$, and $f: X \to E$, then the following are equivalent:
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\begin{enumerate}
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\item For each $\phi \in E^*$, $\phi \circ f$ is $(\cm, \cb_K)$-measurable and $f(X) \subset E$ is separable.
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\item $f$ is $(\cm, \cb_E)$ measurable and $f(X) \subset E$ is separable.
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\item There exists a sequence $\seq{f_n} \subset \Sigma(X, \cm; E)$ such that
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\begin{enumerate}
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\item[(a)] For each $n \in \natp$, $\norm{f_n}_E \le \norm{f}_E$.
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\item[(b)] $\norm{f_n(x) - f(x)}_E \to 0$ pointwise as $n \to \infty$.
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\end{enumerate}
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\end{enumerate}
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\end{definition}
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\begin{proof}
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(1) $\Rightarrow$ (2): TODO
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(2) $\Rightarrow$ (3): By \ref{proposition:measurable-simple-separable-norm}.
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(3) $\Rightarrow$ (1): For each $\phi \in E^*$, $\phi \circ f = \limv{n}\phi \circ f_n$ is measurable by \ref{proposition:limit-measurable}. Since
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\[
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f(X) \subset \ol{\bigcup_{n \in \natp}f_n(X)}
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\]
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and each $f_n$ is finitely-valued, $f(X)$ is separable.
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\end{proof}
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