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L^p Spaces and the Basic Inequalities · Tutorial 519 of 798

The First Norm Axioms for Lp

Establish the first three norm axioms for \(L^p\), including the role of null sets in \(L^\infty\).

Advanced 9 min read

What You'll Learn

  • Define the \(L^p\) and \(L^\infty\) norms on almost-everywhere equivalence classes.
  • Prove nonnegativity and characterize exactly when the norm is zero.
  • Verify absolute homogeneity for finite \(p\), including the zero scalar.
  • Prove essential-supremum homogeneity using strict tail sets.
  • Distinguish pointwise supremum from essential supremum with concrete examples.

Three Axioms That Must Respect Almost-Everywhere Equality

A norm must be nonnegative, vanish only at the zero element, and scale by the absolute value of a scalar. For \(L^p\), these properties are tied to the way its elements are defined: functions that agree almost everywhere represent the same element. Thus, the zero element is not a particular function that vanishes at every point; it is the class of functions that vanish almost everywhere. We prove these first three norm axioms for \(1\le p\le\infty\), without proving the triangle inequality.

Unless an example specifies otherwise, let \((X,\mathcal{M},\mu)\) be any measure space; it need not be finite, sigma-finite, or complete. Functions are measurable and real-valued or complex-valued. Two functions \(f\) and \(g\) are equivalent if \(f=g\) \(\mu\)-a.e., meaning that \(\mu(\{x:f(x)\ne g(x)\})=0\). The elements of \(L^p(\mu)\) are these equivalence classes, not individual representatives.

Definition: For \(1\le p<\infty\), \(L^p(\mu)\) consists of the almost-everywhere equivalence classes of measurable functions \(f\) for which \(\int_X |f|^p\,d\mu<\infty\), and \(\|f\|_p=(\int_X |f|^p\,d\mu)^{1/p}\). The space \(L^\infty(\mu)\) consists of classes with finite essential supremum, and \(\|f\|_\infty=\operatorname*{ess\,sup}_{x\in X}|f(x)|\). Here the essential supremum is \(\inf\{K\ge0:\mu(\{|f|>K\})=0\}\); it is finite for \(f\in L^\infty(\mu)\). These formulas define norms of classes, as justified below.

In particular, the strict tail set \(\{|f|>K\}\) is the set used to test whether \(K\) is an almost-everywhere upper bound. It is not necessary that \(|f(x)|\le K\) at every point. Also, the infimum in the essential-supremum definition need not itself be an almost-everywhere bound; the infimum describes the least possible bound, whether or not it is attained as a pointwise value.

Finite-\(p\) Norms

First check that the formula does not depend on the representative. If \(f=g\) \(\mu\)-a.e., then \(|f|^p=|g|^p\) \(\mu\)-a.e. The Lebesgue integral of nonnegative measurable functions equal almost everywhere is the same, so \(\int_X|f|^p\,d\mu=\int_X|g|^p\,d\mu\). Thus both membership in \(L^p(\mu)\) and the value of \(\|f\|_p\) are unchanged when the representative is changed. The same reasoning for tail sets shows that \(\mu(\{|f|>K\})=0\) if and only if \(\mu(\{|g|>K\})=0\), so the essential supremum is also independent of the representative.

Proposition: On any measure space \((X,\mathcal{M},\mu)\), for \(1\le p<\infty\) and \(f\in L^p(\mu)\), \(\|f\|_p\ge0\), and \(\|f\|_p=0\) if and only if \(f=0\) \(\mu\)-a.e. For every scalar \(c\in\mathbb{R}\) or \(\mathbb{C}\), \(cf\in L^p(\mu)\) and \(\|cf\|_p=|c|\|f\|_p\).

Proof. Since \(|f|^p\ge0\), its integral is nonnegative, and taking the nonnegative \(p\)-th root gives \(\|f\|_p\ge0\). If \(f=0\) \(\mu\)-a.e., then \(|f|^p=0\) \(\mu\)-a.e.; its integral and hence its norm are zero.

Conversely, suppose \(\|f\|_p=0\). Then \(\int_X|f|^p\,d\mu=0\). For each positive integer \(n\), set \(E_n=\{x:|f(x)|>1/n\}\). On \(E_n\), \(|f|^p\ge n^{-p}\), so monotonicity of the integral gives \(0\le n^{-p}\mu(E_n)\le\int_X|f|^p\,d\mu=0\). Hence \(\mu(E_n)=0\). Every point where \(|f|>0\) belongs to some \(E_n\), and therefore \(\{|f|>0\}=\bigcup_{n=1}^\infty E_n\) is null. Thus \(f=0\) \(\mu\)-a.e.

For homogeneity, \(|cf|^p=|c|^p|f|^p\), so \(\int_X|cf|^p\,d\mu=|c|^p\int_X|f|^p\,d\mu<\infty\). If \(c\ne0\), taking the \(p\)-th root gives \(\|cf\|_p=|c|\|f\|_p\). If \(c=0\), then \(cf\) is the zero function, so \(\|cf\|_p=0=|c|\|f\|_p\). This also proves \(cf\in L^p(\mu)\) in every case. \(\square\)

Worked Example: A Piecewise-Constant Function in L²

On \([0,1]\) with Lebesgue measure, let \(f(x)=2\) for \(x\in[0,1/2]\) and \(f(x)=1\) for \(x\in(1/2,1]\). Compute \(\|f\|_2\) and \(\|-3f\|_2\).

The first interval has measure \(1/2\), and the second has measure \(1/2\). Therefore

$$ \int_{[0,1]}|f|^2\,dm =2^2\cdot\frac12+1^2\cdot\frac12 =4\cdot\frac12+1\cdot\frac12 =\frac52, \qquad \|f\|_2=\sqrt{\frac52}. $$

For \(-3f\), the two values are \(-6\) and \(-3\). Direct computation gives

$$ \int_{[0,1]}|-3f|^2\,dm =|-6|^2\cdot\frac12+|-3|^2\cdot\frac12 =36\cdot\frac12+9\cdot\frac12 =\frac{45}{2}, \qquad \|-3f\|_2=\sqrt{\frac{45}{2}}=3\sqrt{\frac52}. $$

Check: multiplying the original norm by the absolute value of the scalar gives \(|-3|\sqrt{5/2}=3\sqrt{5/2}\), the same result. Squaring this norm gives \(9\cdot(5/2)=45/2\), which recovers the directly computed integral.

The Essential-Supremum Norm

For \(L^\infty(\mu)\), nonnegativity follows from the fact that the essential supremum of \(|f|\) is an infimum over \(K\ge0\). To prove definiteness and homogeneity carefully, use the tail-set definition. For a measurable \(f\), write \(B_f=\{K\ge0:\mu(\{|f|>K\})=0\}\). Membership in \(B_f\) means exactly that \(K\) is an almost-everywhere upper bound for \(|f|\).

Proposition: On any measure space \((X,\mathcal{M},\mu)\), for \(f\in L^\infty(\mu)\), \(\|f\|_\infty\ge0\), and \(\|f\|_\infty=0\) if and only if \(f=0\) \(\mu\)-a.e. For every scalar \(c\in\mathbb{R}\) or \(\mathbb{C}\), \(cf\in L^\infty(\mu)\) and \(\|cf\|_\infty=|c|\|f\|_\infty\).

Proof. Nonnegativity holds because \(\|f\|_\infty=\inf B_f\) and \(B_f\subseteq[0,\infty)\). If \(f=0\) \(\mu\)-a.e., then for every \(K\ge0\), the set \(\{|f|>K\}\) is null; in particular \(0\in B_f\), and \(\|f\|_\infty=0\).

Now suppose \(\|f\|_\infty=0\). The set \(B_f\) is nonempty because \(f\in L^\infty(\mu)\), and its infimum is zero. For every \(n\ge1\), the definition of infimum gives a \(K_n\in B_f\) with \(0\le K_n<1/n\). Since \(K_n<1/n\), \(\{|f|>1/n\}\subseteq\{|f|>K_n\}\), which is null. The union over \(n\) of \(\{|f|>1/n\}\) is \(\{|f|>0\}\), so \(f=0\) \(\mu\)-a.e.

If \(c=0\), then \(\|cf\|_\infty=0=|c|\|f\|_\infty\). If \(c\ne0\), then for every \(K\ge0\), \(\{|cf|>|c|K\}=\{|f|>K\}\). Consequently, \(K\in B_f\) if and only if \(|c|K\in B_{cf}\); equivalently, \(B_{cf}=\{|c|K:K\in B_f\}\). Taking infima gives \(\|cf\|_\infty=|c|\|f\|_\infty\). In particular, \(cf\) has finite essential supremum, so it belongs to \(L^\infty(\mu)\). \(\square\)

Worked Example: An Essential Supremum Not Attained

On \((0,1)\) with Lebesgue measure, let \(f(x)=1-x\). Compute \(\|f\|_\infty\) and \(\|-3f\|_\infty\), using the strict tail test \(\{|f|>K\}\).

For \(0\le K<1\), the inequality \(1-x>K\) is equivalent to \(0<x<1-K\), a set of measure \(1-K>0\). For \(K\ge1\), \(1-x>K\) holds nowhere on \((0,1)\), so its tail set has measure zero. Thus \(B_f=[1,\infty)\) and \(\|f\|_\infty=1\). The value \(1\) is not attained at any point of \((0,1)\); it is the essential supremum because every smaller nonnegative threshold has a positive-measure tail.

For \(-3f\), the absolute value is \(3(1-x)\). If \(0\le K<3\), then \(3(1-x)>K\) is equivalent to \(0<x<1-K/3\), whose measure is \(1-K/3>0\). If \(K\ge3\), the strict inequality holds nowhere. The admissible thresholds therefore start at \(3\), and \(\|-3f\|_\infty=3\).

Check: the tail calculation gives \(3\), and absolute homogeneity gives \(|-3|\|f\|_\infty=3\cdot1=3\). The strict inequality matters at the endpoint: for \(K=3\), the tail is empty, not a positive-measure set.

Null Sets, Equivalence Classes, and a Common Pitfall

Worked Example: Changing a Function at One Point

On \([0,1]\) with Lebesgue measure, let \(f(x)=x\), and define \(g(0)=9\) and \(g(x)=x\) for \(0<x\le1\). Compare their \(L^2\) and \(L^\infty\) norms.

The functions differ only on \(\{0\}\), which has measure zero. Directly, \(\int_{[0,1]}|f|^2\,dm=\int_0^1x^2\,dx=1/3\). The integral for \(g\) is also \(1/3\): the integrands agree outside \(\{0\}\), and the value of a nonnegative measurable function at a null set does not change its Lebesgue integral. Therefore \(\|f\|_2=\|g\|_2=1/\sqrt{3}\).

For either function, if \(0\le K<1\), the tail contains \((K,1]\), of measure \(1-K>0\). For \(f\), the tail is empty when \(K\ge1\). For \(g\), when \(1\le K<9\) the tail can contain the point \(0\), but that singleton has measure zero; when \(K\ge9\), the strict tail is empty. Thus the infimum of the admissible thresholds is \(1\) for both functions, so \(\|f\|_\infty=\|g\|_\infty=1\).

Check: both norms agree because \(f=g\) almost everywhere. The point \(x=0\) changes neither integral nor essential supremum, despite the changed function value.

A common error is to replace the essential supremum by the pointwise supremum. On \([0,1]\) with Lebesgue measure, let \(h(0)=7\) and \(h(x)=0\) for \(x>0\). The pointwise supremum of \(|h|\) is \(7\), but for every \(K\ge0\), \(\{|h|>K\}\) is either empty or contained in \(\{0\}\), so it has measure zero. Hence \(\|h\|_\infty=0\), not \(7\); also, \(\|h\|_p=0\) for every finite \(p\ge1\). The correction is to compute norms on the almost-everywhere class and, for \(L^\infty\), test the measures of strict tail sets rather than inspecting exceptional point values.

The results here establish nonnegativity, definiteness on equivalence classes, and absolute homogeneity for \(L^p(\mu)\), including \(p=\infty\). They do not establish the triangle inequality, which is a separate property requiring a separate argument. In particular, calling these quantities norms does not make that remaining axiom automatic.

Check Your Understanding

In each question, distinguish pointwise statements from almost-everywhere statements and use the stated measure space.

  1. On any measure space, suppose \(1\le p<\infty\) and \(\|f\|_p=0\). Which measurable sets show that \(f=0\) \(\mu\)-a.e.?
  2. For finite \(p\), verify absolute homogeneity separately for \(c=0\) and \(c\ne0\). Why is the zero case worth stating?
  3. On \((0,1)\) with Lebesgue measure, determine the measures of \(\{x:1-x>K\}\) for \(0\le K<1\) and for \(K\ge1\). What essential supremum follows?
  4. On \([0,1]\) with Lebesgue measure, change \(f(x)=x\) only at \(x=0\). Explain why its \(L^2\) and \(L^\infty\) norms do not change.
  5. Give an example on \([0,1]\) where the pointwise supremum differs from the essential supremum, and compute both.