Sunday, 1 June 2014

real analysis - Convergence in L1 and uniformly bounded L4 norm implies L2 convergence



Suppose that fn and f are L1 functions in a measure space (X,μ) with μ(X)< such that fnf in L1. Further, suppose that C=sup That is, the L^4 norms of the f_n are "uniformly bounded." I am told that this implies f_n, f \in L^2, and f_n \to f in L^2, but I can't prove this last part.



I can prove \int |f|^4 \leq C. (Apply Fatou's lemma to a subsequence of f_n which converges pointwise to f.) I can also prove that f_n and f are both L^2 (All L^2 functions with finite support are automatically L_1, and f_n^2 and f^2 are L^2.) I don't see how to deal with ||f_n - f||_2. I don't see how the fourth powers are supposed to come into the picture.



From \{f_n\} is uniformly integrable if and only if \sup_n \int |f_n|\,d\mu < \infty and \{f_n\} is uniformly absolutely continuous? I can see that my sequence is uniformly integrable, and I've vaguely heard of the Vitali convergence theorem, but I suspect that there is an easier way to prove this.


Answer



I don't think we need \mu(X)<\infty.




Lemma: Let g:X\to [0,\infty) be measurable. Then
\int_X g^2\,d\mu \le \int_X g\,d\mu +\int_X g^4\,d\mu.



Proof: Let A=\{x: g(x)\le 1\}, B =\{x: g(x)> 1\}. Then



\int_X g^2\,d\mu = \int_A g^2\,d\mu + \int_B g^2\,d\mu \le \int_A g\,d\mu + \int_B g^4\,d\mu\le \int_X g\,d\mu + \int_X g^4\,d\mu.



In our problem we have f_n\to f in L^1, which implies \int_X |f_n|\,d\mu is uniformly bounded. We also know \int_X |f_n|^4\,d\mu is uniformly bounded. By the lemma, \int_X |f_n|^2\,d\mu is uniformly bounded.



As pointed out in the OP, the a.e. pointwise convergence of some subsequence f_{n_k} to f then shows \int_X |f|^p\,d\mu<\infty for p=1,2,4 (Fatou's Lemma).




We thus have, by Cauchy-Schwartz,



\tag 1 \int_X |f_n-f|^2\,d\mu = \int_X |f_n-f|^{1/2}\cdot |f_n-f|^{3/2}\,d\mu \le \left ( \int_X |f_n-f|\,d\mu \right )^{1/2}\left ( \int_X |f_n-f|^3\,d\mu \right )^{1/2}.



Now



\int_X |f_n-f|^3\,d\mu = \int_X |f_n-f|\cdot |f_n-f|^2\,d\mu \le \left ( \int_X |f_n-f|^2\,d\mu \right )^{1/2}\left ( \int_X |f_n-f|^4\,d\mu \right )^{1/2}.



Insert the last inequality into (1) and do some canceling to get




\left (\int_X |f_n-f|^2\,d\mu \right )^{3/4}\le \left ( \int_X |f_n-f|\,d\mu \right )^{1/2}\left ( \int_X |f_n-f|^4\,d\mu \right )^{1/4}.



On the right we have terms \to 0 times terms that are uniformly bounded. It follows that \int_X |f_n-f|^2\,d\mu\to 0 as desired.


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