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Author SHA1 Message Date
Bokuan Li
9dae6324ef Updated remark for dominated convergence.
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2026-06-19 20:54:43 -04:00
Bokuan Li
2d75e7c029 Added MCT for convergence in measure. 2026-06-19 20:50:42 -04:00
3 changed files with 26 additions and 6 deletions

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@@ -50,7 +50,7 @@
\label{theorem:vitali-convergence}
Let $(X, \cm, \mu)$ be a measure space, $p \in [1, \infty)$, $E$ be a normed vector space over $K \in \RC$, and $\fF \subset 2^{L^p(X; E)}$ be a filter, then $\fF$ is Cauchy in $L^p(X; E)$ if and only if:
\begin{enumerate}
\item[(M)] $\fF$ is Cauchy in measure.
\item[(M)] $\fF$ is locally Cauchy in measure.
\item[(UI)] For each $\eps > 0$, there exists $M \ge 0$ and $F \in \fF$ such that
\[
\sup_{f \in F}\int_{\bracs{\norm{f}_E \ge M}}\norm{f}_E^p d\mu < \eps
@@ -106,7 +106,7 @@
Assume without loss of generality that $\mu(A) > 0$ and let $\delta = \eps\mu(A)^{-1/p}$. By (M), there exists $F_3 \in \fF$ with $F_3 \subset F_2$, such that for any $f, g \in F_3$,
\[
\mu\bracsn{\norm{f - g}_E \ge \delta} \le \paren{\frac{\eps}{2M}}^p
\mu(A \cap \bracsn{\norm{f - g}_E \ge \delta}) \le \paren{\frac{\eps}{2M}}^p
\]
In which case,
@@ -126,7 +126,7 @@
Now,
\begin{align*}
\normn{\one_{A \cap \bracsn{\norm{f - g}_E \ge \delta}}f}_{L^p(X; E)} &\le \normn{\one_{\bracsn{\norm{f}_E \ge M}}f}_{L^p(X; E)} \\
&+ \normn{\one_{\bracsn{\norm{f - g}_E \ge \delta, \norm{f}_E \le M}}f}_{L^p(X; E)} \\
&+ \normn{\one_{A \cap \bracsn{\norm{f - g}_E \ge \delta, \norm{f}_E \le M}}f}_{L^p(X; E)} \\
&\le \eps + \eps/2 = 3\eps/2
\end{align*}
@@ -140,3 +140,20 @@
\end{proof}
\begin{corollary}[Dominated Convergence Theorem (In Measure)]
\label{corollary:dct-filter}
Let $(X, \cm, \mu)$ be a measure space, $p \in [1, \infty)$, $E$ be a normed vector space over $K \in \RC$, $\fF \subset 2^{L^p(X; E)}$ be a filter, and $g, h \in L^p(X; \real)$ such that:
\begin{enumerate}[label=(\alph*)]
\item $\fF \to g$ pointwise and locally in measure.
\item There exists $F \in \fF$ such that $|f| \le h$ for all $f \in F$.
\end{enumerate}
then $\fF \to f$ in $L^p(X; E)$. In particular, if $p = 1$, then
\[
\lim_{f, \fF}\int f d\mu = \int g d\mu
\]
\end{corollary}
\begin{proof}
By \autoref{theorem:vitali-convergence}.
\end{proof}

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@@ -122,9 +122,11 @@
and $\int f d\mu = \limv{n}\int f_n d\mu$.
\end{proof}
\begin{remark}[There is no dominated convergence theorem for nets]
\begin{remark}[Dominated Convergence Theorem for Nets?]
\label{remark:dct-no-net}
In analysis, one frequently encounters places where only sequential continuity is provided or required. It is my opinion that a good portion of this comes from the lack of an extension of the \hyperref[dominated convergence theorem]{theorem:dct} to nets. This limitation arises from the \hyperref[monotone convergence theorem]{theorem:mct}, where continuity from below is used.
For an example, consider the Lebesgue measure on $[0, 1]$. Let $A$ be the net of all finite subsets of $[0, 1]$, directed by inclusion, then $\lim_{\alpha \in A}\one_\alpha = 1$ pointwise. However, $\int \one_\alpha = 0$ for all $\alpha \in A$.
At least, that is how I thought back in 2025. While arbitrary pointwise convergence has no reason to cooperate with the structure of a measure space, additionally supplying convergence in measure bridges the above gap. The corresponding Monotone Convergence Theorem is given at \autoref{theorem:mct-measure}, and the Dominated Convergence Theorem is given at \autoref{corollary:dct-filter} following the Vitali Convergence Theorem.
\end{remark}

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@@ -87,7 +87,7 @@
(3): By (2), there exists a subsequence $\seq{n_k}$ such that $f_{n_k} \to f$ and $f_{n_k} \to g$ almost everywhere, so $f = g$ almost everywhere.
\end{proof}
\begin{theorem}[Monotone Convergence Theorem (In Measure)]
\begin{theorem}[Monotone Convergence Theorem (in Measure)]
\label{theorem:mct-measure}
Let $(X, \cm, \mu)$ be a semifinite measure space, $\net{f} \subset \mathcal{L}^+(X, \cm)$, and $f \in \mathcal{L}^+(X, \cm)$ such that
\begin{enumerate}[label=(\alph*)]
@@ -118,3 +118,4 @@
As the above holds for all $\eps > 0$, $\lambda \in (0, 1)$, $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int \phi d\mu$. Therefore $\sup_{\alpha \in A}\int f_\alpha d\mu \ge \int f d\mu$ by \autoref{lemma:lebesgue-non-negative-strict}.
\end{proof}