Sunday 26 March 2017

real analysis - Show that $lim_{p to infty} | f |_p = | f |_infty$

In a space with measure $1$, $||f||_p$ is an increasing function with respect of $p$. To show that $\lim_{p \rightarrow \infty} ||f||_p=||f||_{\infty}$ we have to show that $||f||_{\infty}$ is the supremum, right??




To show that, we assume that $||f||_{\infty}-\epsilon$ is the supremum.



From the essential supremum we have that $m(\{|f|>||f||_{\infty}-\epsilon\})=0$.



So, we have to show that $m(\{|f|>||f||_{\infty}-\epsilon\})>0$.



Let $A=\{|f|>||f||_{\infty}-\epsilon\}$.



We have that $\int_A |f|^p \leq \int |f|^p \leq ||f||_{\infty}^p$.




$\int_A |f|^p >\int_A (||f||_{\infty}-\epsilon)^p=(||f||_{\infty}-\epsilon)^p m(A)$



So, $m(A)^{1/p} (||f||_{\infty}-\epsilon)<||f||_p \leq ||f||_{\infty}$



How could we continue to show that $m(A)>0$??



EDIT:



Is it as followed??




We have that $0<||f||_{\infty}-\epsilon<||f||_{\infty}$ for some $\epsilon>0$.



$||f||_{\infty}$ is the essential supremum. So, from the definition we have that $m\left ( \{|f(x)>||f||_{\infty}-\epsilon\} \right )>0$.



Let $A=\{|f|>||f||_{\infty}-\epsilon\}$.



We have that $\int_A |f|^p \leq \int |f|^p \leq ||f||_{\infty}^p$.



$\int_A |f|^p >\int_A (||f||_{\infty}-\epsilon)^p=(||f||_{\infty}-\epsilon)^p m(A)$




So, $m(A)^{1/p} (||f||_{\infty}-\epsilon)<||f||_p \leq ||f||_{\infty}$



Taking the limit $p \rightarrow +\infty$ we have the following:



$$\lim_{p \rightarrow +\infty}m(A)^{1/p} (||f||_{\infty}-\epsilon)<\lim_{p \rightarrow +\infty} ||f||_p \overset{ m(A)>0 \Rightarrow \lim_{p \rightarrow +\infty}m(A)^{1/p}=1}{\Longrightarrow} \\ ||f||_{\infty}-\epsilon<\lim_{p \rightarrow +\infty} ||f||_p$$



Is this correct?? How do we conclude that $\lim_{p \rightarrow +\infty} ||f||_p=||f||_{\infty}$ ??

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