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Lp Spaces, Inequalities, and Weak Convergence

On a measure space, an LpL^p norm turns integrability into quantitative control. Hölder’s inequality bounds products and dual pairings, Minkowski’s inequality controls sums, and completeness keeps norm limits inside the same space. Under a sigma-finiteness hypothesis, LqL^q functions are exactly the continuous linear tests on LpL^p for 1≤p<∞1\leq p<\infty, where pp and qq are conjugate exponents. Weak convergence means convergence against every such test; it is enough for linear observables, but it need not preserve norms, point values, or nonlinear expressions.

Every LpL^p element is an almost-everywhere equivalence class. This is not a technical afterthought: point evaluation is generally undefined, the L∞L^\infty norm is an essential supremum, and changing a representative on a null set changes none of the conclusions below. The QFT example remains a positive Euclidean integral with a fixed finite regulator; it does not construct a continuum functional measure.

Required background. Lebesgue Integration and Convergence Theorems supplies almost-everywhere equivalence, the integral, Fatou’s lemma, and the convergence theorems used in the proofs.

Spaces and norms · Inequalities · Completeness · Duality · Weak convergence · Regulated Gaussian · Exercises

Let (X,Σ,μ)(X,\Sigma,\mu) be a measure space, and let scalar-valued mean either real- or complex-valued. For 1≤p<∞1\leq p<\infty, first consider measurable functions satisfying

∫X∣f∣p dμ<∞.\int_X |f|^p\,\mathrm d\mu<\infty.

Declare f∼gf\sim g when f=gf=g almost everywhere. The space Lp(X,μ)L^p(X,\mu) is the set of equivalence classes [f][f], with

∥[f]∥p=(∫X∣f∣p dμ)1/p.\|[f]\|_p = \left(\int_X |f|^p\,\mathrm d\mu\right)^{1/p}.

For p=∞p=\infty, define

∥f∥∞=ess sup⁡x∈X∣f(x)∣=inf⁡{M≥0:∣f(x)∣≤M for almost every x},\begin{aligned} \|f\|_\infty &= \operatorname*{ess\,sup}_{x\in X}|f(x)| \\ &= \inf\bigl\{M\geq0: |f(x)|\leq M\text{ for almost every }x\bigr\}, \end{aligned}

and let L∞(X,μ)L^\infty(X,\mu) consist of the classes with finite essential supremum. These definitions and the passage from measurable functions to almost-everywhere classes are given in Axler 2020, Definitions 7.1, 7.3, and 7.15–7.18, pp. 194–195 and 202–203, PDF.

By convention, the brackets are suppressed and the class [f][f] is written as ff. All formulas must nevertheless be independent of the representative. Without the quotient, a function supported on a nonempty null set would be nonzero pointwise but have norm zero, so the norm would fail to distinguish vectors.

Indicator functions and the meaning of the exponent

Section titled “Indicator functions and the meaning of the exponent”

If A∈ΣA\in\Sigma and 0<μ(A)<∞0<\mu(A)<\infty, then

∥1A∥p=μ(A)1/p,∥1A∥∞=1.\|\mathbf 1_A\|_p=\mu(A)^{1/p}, \qquad \|\mathbf 1_A\|_\infty=1.

If μ(A)=0\mu(A)=0, the indicator represents the zero element of every LpL^p. If μ(A)=∞\mu(A)=\infty, it is not in LpL^p for finite pp, although it remains in L∞L^\infty.

The exponent changes what the norm detects:

ExponentQuantity emphasizedBasic interpretation
p=1p=1∫∣f∣ dμ\int \lvert f\rvert\,\mathrm d\mutotal absolute mass
p=2p=2∫∣f∣2 dμ\int \lvert f\rvert^2\,\mathrm d\muquadratic size; induced by an inner product
1<p<∞1<p<\inftylarge values increasingly strongly as pp growsbalance between average and peak control
p=∞p=\inftythe least almost-everywhere upper boundworst-case size after null sets are ignored

In the complex L2L^2 case, the site convention is

⟨f,g⟩L2=∫Xf∗g dμ,\langle f,g\rangle_{L^2} = \int_X f^*g\,\mathrm d\mu,

conjugate-linear in the first slot and linear in the second. Its norm is the L2L^2 norm.

The formula (∫∣f∣p)1/p\bigl(\int|f|^p\bigr)^{1/p} still makes sense for 0<p<10<p<1, but it is not a norm. On a two-point space with counting measure, let f=(1,0)f=(1,0) and g=(0,1)g=(0,1). Then

∥f+g∥p=21/p>2=∥f∥p+∥g∥p.\|f+g\|_p=2^{1/p}>2=\|f\|_p+\|g\|_p.

Thus the triangle inequality fails. The Banach-space, duality, and weak compactness statements on this page all assume 1≤p≤∞1\leq p\leq\infty.

For 1≤p,q≤∞1\leq p,q\leq\infty, call pp and qq conjugate exponents when

1p+1q=1,\frac1p+\frac1q=1,

with 1/∞=01/\infty=0. Thus 11 and ∞\infty are conjugate, and 22 is conjugate to itself.

Hölder’s inequality. If f∈Lp(X,μ)f\in L^p(X,\mu) and g∈Lq(X,μ)g\in L^q(X,\mu) for conjugate exponents, then fg∈L1fg\in L^1 and

∥fg∥1≤∥f∥p ∥g∥q.\|fg\|_1 \leq \|f\|_p\,\|g\|_q.

Here is a complete proof. For 1<p,q<∞1<p,q<\infty, scalar Young’s inequality says

ab≤app+bqq,a,b≥0.ab\leq \frac{a^p}{p}+\frac{b^q}{q}, \qquad a,b\geq0.

If both norms are nonzero, apply it pointwise to

a=∣f∣∥f∥p,b=∣g∣∥g∥q.a=\frac{|f|}{\|f\|_p}, \qquad b=\frac{|g|}{\|g\|_q}.

Integration gives

∫X∣fg∣∥f∥p∥g∥q dμ≤1p+1q=1.\int_X \frac{|fg|}{\|f\|_p\|g\|_q}\,\mathrm d\mu \leq \frac1p+\frac1q =1.

Multiplication by the two norms proves the result. If either norm vanishes, the corresponding function is zero almost everywhere. At the endpoint (p,q)=(1,∞)(p,q)=(1,\infty),

∫X∣fg∣ dμ≤∥g∥∞∫X∣f∣ dμ,\int_X|fg|\,\mathrm d\mu \leq \|g\|_\infty\int_X|f|\,\mathrm d\mu,

and the other endpoint is symmetric. Scalar Young and Hölder appear as Axler 2020, Theorems 7.8–7.9, pp. 196–197, PDF.

For complex functions, write the dual pairing as

⟨g,f⟩q,p=∫Xg∗f dμ.\langle g,f\rangle_{q,p} = \int_X g^*f\,\mathrm d\mu.

It is conjugate-linear in gg, linear in ff, and satisfies

∣⟨g,f⟩q,p∣≤∥g∥q∥f∥p.|\langle g,f\rangle_{q,p}| \leq \|g\|_q\|f\|_p.

Cauchy–Schwarz is exactly the case p=q=2p=q=2.

Minkowski’s inequality. If 1≤p≤∞1\leq p\leq\infty and f,g∈Lp(X,μ)f,g\in L^p(X,\mu), then

∥f+g∥p≤∥f∥p+∥g∥p.\|f+g\|_p \leq \|f\|_p+\|g\|_p.

For p=1p=1, this follows by integrating ∣f+g∣≤∣f∣+∣g∣|f+g|\leq|f|+|g|. For p=∞p=\infty, the same pointwise inequality holds outside the union of two null exceptional sets, so it gives the essential-supremum bound.

Now suppose 1<p<∞1<p<\infty and set h=f+gh=f+g. The elementary estimate

∣h∣p≤2p−1(∣f∣p+∣g∣p)|h|^p \leq 2^{p-1}\bigl(|f|^p+|g|^p\bigr)

first shows that h∈Lph\in L^p. If ∥h∥p=0\|h\|_p=0 there is nothing to prove. Otherwise Hölder, with conjugate exponent q=p/(p−1)q=p/(p-1), gives

∥h∥pp≤∫X∣f∣ ∣h∣p−1 dμ+∫X∣g∣ ∣h∣p−1 dμ≤(∥f∥p+∥g∥p)∥∣h∣p−1∥q=(∥f∥p+∥g∥p)∥h∥pp−1.\begin{aligned} \|h\|_p^p &\leq \int_X |f|\,|h|^{p-1}\,\mathrm d\mu + \int_X |g|\,|h|^{p-1}\,\mathrm d\mu \\ &\leq \bigl(\|f\|_p+\|g\|_p\bigr) \bigl\||h|^{p-1}\bigr\|_q \\ &= \bigl(\|f\|_p+\|g\|_p\bigr)\|h\|_p^{p-1}. \end{aligned}

Division by ∥h∥pp−1\|h\|_p^{p-1} proves the claim. This is the full argument behind Axler 2020, Theorem 7.14, p. 199, PDF.

Together, the two inequalities authorize three recurring operations:

OperationHypothesisGuaranteed control
Multiplyf∈Lpf\in L^p, g∈Lqg\in L^qfg∈L1fg\in L^1 and ∥fg∥1≤∥f∥p∥g∥q\lVert fg\rVert_1\leq\lVert f\rVert_p\lVert g\rVert_q
Addf,g∈Lpf,g\in L^pf+g∈Lpf+g\in L^p and ∥f+g∥p≤∥f∥p+∥g∥p\lVert f+g\rVert_p\leq\lVert f\rVert_p+\lVert g\rVert_p
Test an errorfn−f∈Lpf_n-f\in L^p, g∈Lqg\in L^q∣⟨g,fn−f⟩∣≤∥g∥q∥fn−f∥p\lvert\langle g,f_n-f\rangle\rvert\leq\lVert g\rVert_q\lVert f_n-f\rVert_p

Finite-measure embeddings and their failure

Section titled “Finite-measure embeddings and their failure”

Suppose μ(X)<∞\mu(X)<\infty and 1≤r<s≤∞1\leq r<s\leq\infty. Then

Ls(X,μ)⊆Lr(X,μ)L^s(X,\mu)\subseteq L^r(X,\mu)

and

∥f∥r≤μ(X)1/r−1/s∥f∥s.\|f\|_r \leq \mu(X)^{1/r-1/s}\|f\|_s.

For s<∞s<\infty, apply Hölder to ∣f∣r1X|f|^r\mathbf1_X with exponents s/rs/r and s/(s−r)s/(s-r):

∫X∣f∣r dμ≤(∫X∣f∣s dμ)r/sμ(X)1−r/s.\int_X|f|^r\,\mathrm d\mu \leq \left(\int_X|f|^s\,\mathrm d\mu\right)^{r/s} \mu(X)^{1-r/s}.

Taking the rrth root gives the result. This finite-ss case is Axler 2020, Theorem 7.10, p. 197, PDF. The case s=∞s=\infty follows directly from ∣f∣≤∥f∥∞|f|\leq\|f\|_\infty almost everywhere. In particular, on a probability space the inclusion has norm at most one.

Finite total measure is decisive. First fix r<s<∞r<s<\infty and choose

α=12(1r+1s).\alpha=\frac12\left(\frac1r+\frac1s\right).

On (0,∞)(0,\infty) with Lebesgue measure, define

ftail(x)=x−α1(1,∞)(x).f_{\mathrm{tail}}(x) = x^{-\alpha}\mathbf1_{(1,\infty)}(x).

It belongs to LsL^s but not LrL^r, because αs>1\alpha s>1 while αr<1\alpha r<1. On the same space,

fzero(x)=x−α1(0,1)(x)f_{\mathrm{zero}}(x) = x^{-\alpha}\mathbf1_{(0,1)}(x)

belongs to LrL^r but not LsL^s. Thus on one infinite-measure space, neither inclusion holds universally.

The case s=∞s=\infty has the same conclusion with simpler examples. The function 1(1,∞)\mathbf1_{(1,\infty)} on (0,∞)(0,\infty) lies in L∞L^\infty but not in LrL^r, whereas

g(x)=x−1/(2r)1(0,1)(x)g(x)=x^{-1/(2r)}\mathbf1_{(0,1)}(x)

lies in LrL^r but is unbounded and therefore does not lie in L∞L^\infty.

Completeness theorem. For every measure space and every 1≤p≤∞1\leq p\leq\infty, the normed space Lp(X,μ)L^p(X,\mu) is complete; hence it is a Banach space.

For 1≤p<∞1\leq p<\infty, let (fn)(f_n) be Cauchy. Choose a subsequence (fnk)(f_{n_k}) such that

∥fnk+1−fnk∥p≤2−k.\|f_{n_{k+1}}-f_{n_k}\|_p\leq2^{-k}.

Define

hm=∑k=1m∣fnk+1−fnk∣.h_m = \sum_{k=1}^m|f_{n_{k+1}}-f_{n_k}|.

Minkowski gives ∥hm∥p≤∑k=1m2−k≤1\|h_m\|_p\leq\sum_{k=1}^m2^{-k}\leq1. Since hm↑hh_m\uparrow h, monotone convergence gives

∫Xhp dμ=lim⁡m→∞∫Xhmp dμ≤1.\int_Xh^p\,\mathrm d\mu = \lim_{m\to\infty}\int_Xh_m^p\,\mathrm d\mu \leq1.

Thus h<∞h<\infty almost everywhere, so the telescoping series

f=fn1+∑k=1∞(fnk+1−fnk)f = f_{n_1} + \sum_{k=1}^{\infty}(f_{n_{k+1}}-f_{n_k})

converges absolutely almost everywhere. Its tails satisfy

∥f−fnm∥p≤∑k=m∞2−k⟶0.\|f-f_{n_m}\|_p \leq \sum_{k=m}^{\infty}2^{-k} \longrightarrow0.

The original Cauchy sequence then converges to the same ff. For p=∞p=\infty, choose the same rapidly Cauchy subsequence. Outside one countable union of null sets, its successive differences are bounded by 2−k2^{-k} pointwise, so the representatives converge uniformly there to an essentially bounded measurable function. The essential-supremum tails obey the same geometric bound.

This proves the theorem. Compare Axler 2020, Theorems 7.20 and 7.24, pp. 204–205, PDF.

For 1≤p<∞1\leq p<\infty, simple functions with finite-measure support are dense in LpL^p. Indeed, truncate the magnitude of ff, discard the region where ∣f∣|f| is very small, and quantize the remaining bounded range. This produces simple sns_n with

sn⟶falmost everywhere,∣sn∣≤∣f∣.s_n\longrightarrow f\quad\text{almost everywhere}, \qquad |s_n|\leq|f|.

Each nonzero level set of sns_n lies inside a set {∣f∣≥εn}\{|f|\geq\varepsilon_n\} of finite measure, because

εnpμ({∣f∣≥εn})≤∥f∥pp.\varepsilon_n^p \mu\bigl(\{|f|\geq\varepsilon_n\}\bigr) \leq \|f\|_p^p.

Dominated convergence applied to ∣sn−f∣p|s_n-f|^p gives ∥sn−f∥p→0\|s_n-f\|_p\to0. This is the short argument behind Axler 2020, Exercises 7A.17–7A.19, pp. 200–201, PDF.

Measurable simple functions are also dense in L∞L^\infty: partition an essentially bounded range into cells of diameter tending to zero. But on an infinite-measure space, simple functions with finite-measure support need not be dense in L∞L^\infty. The constant function 11 stays at L∞L^\infty-distance at least 11 from every such function.

Let 1≤p<∞1\leq p<\infty, let qq be conjugate to pp, and now assume that (X,Σ,μ)(X,\Sigma,\mu) is sigma-finite.

Duality theorem. Every continuous linear functional Λ:Lp→C\Lambda:L^p\to\mathbb C has a unique g∈Lqg\in L^q such that

Λ(f)=∫Xg∗f dμ,∥Λ∥=∥g∥q.\Lambda(f) = \int_Xg^*f\,\mathrm d\mu, \qquad \|\Lambda\|=\|g\|_q.

The same statement holds over R\mathbb R with the conjugation omitted. Hölder proves that every g∈Lqg\in L^q gives a functional of norm at most ∥g∥q\|g\|_q. For 1<q<∞1<q<\infty and g≠0g\neq0, the function

fg=∣g∣q−2g∥g∥qq−1f_g = \frac{|g|^{q-2}g}{\|g\|_q^{q-1}}

has ∥fg∥p=1\|f_g\|_p=1 and Λg(fg)=∥g∥q\Lambda_g(f_g)=\|g\|_q. At the endpoint p=1p=1, q=∞q=\infty, the case g=0g=0 is immediate. Otherwise fix 0<ε<∥g∥∞0<\varepsilon<\|g\|_\infty and let

Eε={x:∣g(x)∣>∥g∥∞−ε}.E_\varepsilon = \{x:|g(x)|>\|g\|_\infty-\varepsilon\}.

Sigma-finiteness supplies a measurable B⊆EεB\subseteq E_\varepsilon with 0<μ(B)<∞0<\mu(B)<\infty. The function

fε=g∣g∣1Bμ(B)f_\varepsilon = \frac{g}{|g|} \frac{\mathbf1_B}{\mu(B)}

has L1L^1 norm one and ∣Λg(fε)∣>∥g∥∞−ε|\Lambda_g(f_\varepsilon)|>\|g\|_\infty-\varepsilon. Letting ε↓0\varepsilon\downarrow0 proves ∥Λg∥=∥g∥q\|\Lambda_g\|=\|g\|_q in every case.

The dual tests also recover the norm of each ff. For 1<p<∞1<p<\infty and f≠0f\neq0, define

gf=∣f∣p−2f∥f∥pp−1,g_f = \frac{|f|^{p-2}f}{\|f\|_p^{p-1}},

with value zero where f=0f=0. Then ∥gf∥q=1\|g_f\|_q=1 and

∫Xgf∗f dμ=∥f∥p.\int_Xg_f^*f\,\mathrm d\mu = \|f\|_p.

For p=1p=1, take gf=f/∣f∣g_f=f/|f| where f≠0f\neq0 and zero elsewhere. Consequently,

∥f∥p=sup⁡∥g∥q≤1∣∫Xg∗f dμ∣.\|f\|_p = \sup_{\|g\|_q\leq1} \left| \int_Xg^*f\,\mathrm d\mu \right|.

Surjectivity is the deeper part. On finite-measure pieces, a functional defines a countably additive measure by ν(E)=Λ(1E)\nu(E)=\Lambda(\mathbf1_E). Absolute continuity and the Radon–Nikodym theorem produce a density gg; the functional bound forces g∈Lqg\in L^q. Sigma-finite exhaustion patches the densities uniquely. This is a proof sketch; the full representation argument for 1<p<∞1<p<\infty is Axler 2020, Theorem 9.42, pp. 275–277, PDF. The sigma-finite p=1p=1 extension is stated there as Axler 2020, Exercise 9B.15, p. 279, PDF, rather than supplied with a full proof.

Under the stated hypothesis, (L1)∗(L^1)^* is L∞L^\infty. The reverse-looking claim is generally false: (L∞)∗(L^\infty)^* can contain continuous functionals that do not arise from integration against an L1L^1 function. Thus testing an L∞L^\infty sequence only against L1L^1 describes a weak-star topology, not the full weak topology. A concrete nonrepresentable functional is constructed in Brezis 2011, §4.3, p. 102, publisher record.

For 1<p<∞1<p<\infty, applying duality twice shows that LpL^p is reflexive. The endpoint spaces L1L^1 and L∞L^\infty are not reflexive on the standard infinite-dimensional examples, although finite-dimensional exceptions exist. See Axler 2020, Exercises 9B.16–9B.18, p. 279, PDF and Brezis 2011, §3.5, p. 67, publisher record.

Continue to assume sigma-finiteness when identifying duals with LqL^q spaces.

For 1≤p<∞1\leq p<\infty, a sequence converges strongly in LpL^p when

fn⟶fstrongly in Lp⟺∥fn−f∥p⟶0.f_n\longrightarrow f \quad\text{strongly in }L^p \quad\Longleftrightarrow\quad \|f_n-f\|_p\longrightarrow0.

It converges weakly when every continuous linear test converges. By the duality theorem, this is equivalent to

fn⇀f⟺∫Xg∗fn dμ⟶∫Xg∗f dμfor every g∈Lq.f_n\rightharpoonup f \quad\Longleftrightarrow\quad \int_Xg^*f_n\,\mathrm d\mu \longrightarrow \int_Xg^*f\,\mathrm d\mu \quad \text{for every }g\in L^q.

For a sequence in L∞L^\infty, the condition

∫Xg∗fn dμ⟶∫Xg∗f dμfor every g∈L1\int_Xg^*f_n\,\mathrm d\mu \longrightarrow \int_Xg^*f\,\mathrm d\mu \quad \text{for every }g\in L^1

is weak-star convergence, written fn⇀∗ff_n\overset{*}{\rightharpoonup}f. Full weak convergence in L∞L^\infty tests against every element of (L∞)∗(L^\infty)^* and is generally stronger.

ModeWhat tends to zeroWhat it directly controls
Strong LpL^p∥fn−f∥p\lVert f_n-f\rVert_pall LqL^q pairings, uniformly over the dual unit ball
Weak LpL^peach pairing ⟨g,fn−f⟩\langle g,f_n-f\rangleevery fixed continuous linear observable
Weak-star L∞L^\inftyeach L1L^1 pairingthe chosen predual tests, not every element of (L∞)∗(L^\infty)^*

The general weak topology and its sequential criterion are developed in Brezis 2011, §3.2 and Proposition 3.5, pp. 57–58, publisher record. Brezis states this chapter over real Banach spaces; the complex version used here replaces real-linear tests by complex-linear tests and uses absolute values in the same norm estimates (Brezis 2011, brief user’s guide, p. viii, publisher record).

Strong convergence implies weak convergence. Indeed, Hölder gives, for every fixed g∈Lqg\in L^q,

∣∫Xg∗(fn−f) dμ∣≤∥g∥q∥fn−f∥p⟶0.\left| \int_Xg^*(f_n-f)\,\mathrm d\mu \right| \leq \|g\|_q\|f_n-f\|_p \longrightarrow0.

Two further facts require care:

  1. A weakly convergent sequence is norm bounded.

  2. The norm is weakly lower semicontinuous:

    ∥f∥p≤lim inf⁡n→∞∥fn∥p.\|f\|_p \leq \liminf_{n\to\infty}\|f_n\|_p.

The first is an application of the uniform boundedness principle. For the second, fix gg with ∥g∥q≤1\|g\|_q\leq1. Weak convergence and the dual norm formula give

∣⟨g,f⟩∣=lim⁡n→∞∣⟨g,fn⟩∣≤lim inf⁡n→∞∥fn∥p.|\langle g,f\rangle| = \lim_{n\to\infty}|\langle g,f_n\rangle| \leq \liminf_{n\to\infty}\|f_n\|_p.

Taking the supremum over the dual unit ball proves the claim. Both statements are also part of Brezis 2011, Proposition 3.5, p. 58, publisher record.

A useful extension criterion follows from the same estimate. Suppose sup⁡n∥fn∥p<∞\sup_n\|f_n\|_p<\infty and pairings with fnf_n converge to those with ff for every gg in a norm-dense subset D⊂LqD\subset L^q. For arbitrary g∈Lqg\in L^q, choose d∈Dd\in D close to gg and write

∣⟨g,fn−f⟩∣≤∣⟨d,fn−f⟩∣+∥g−d∥q(∥fn∥p+∥f∥p).\begin{aligned} |\langle g,f_n-f\rangle| &\leq |\langle d,f_n-f\rangle| \\ &\quad+ \|g-d\|_q\bigl(\|f_n\|_p+\|f\|_p\bigr). \end{aligned}

First send n→∞n\to\infty, then d→gd\to g. The uniform norm bound is what prevents the approximation error from growing with nn.

For 1<p<∞1<p<\infty, LpL^p is reflexive. Consequently every norm-bounded sequence in LpL^p has a weakly convergent subsequence. This conclusion combines weak compactness of the closed unit ball with the nontrivial fact that weak compactness has the required sequential consequence. The abstract machinery is cited rather than proved here; see Brezis 2011, Theorems 3.17–3.19 and Remark 17, pp. 67–70, publisher record.

At p=1p=1 and p=∞p=\infty, boundedness alone gives no general weakly convergent subsequence. Banach–Alaoglu gives weak-star compactness for a dual ball, which is a different statement from weak compactness; compactness and sequential compactness also require separate attention outside metrizable settings. See Brezis 2011, Theorem 3.16, pp. 66–67, publisher record.

Weak but not strong. In ℓ2\ell^2, let ene_n be the nnth standard basis vector. For every g=(gk)∈ℓ2g=(g_k)\in\ell^2,

⟨g,en⟩=gn∗⟶0,\langle g,e_n\rangle=g_n^*\longrightarrow0,

because the coordinates of an ℓ2\ell^2 sequence tend to zero. Hence en⇀0e_n\rightharpoonup0, but ∥en∥2=1\|e_n\|_2=1. In particular, weak convergence does not imply convergence of norms or of the nonlinear quantity ∥fn∥22\|f_n\|_2^2.

Weak convergence need not give a pointwise limit either. The functions

ψn(x)=e2πinx,x∈(0,1),\psi_n(x)=e^{2\pi i n x}, \qquad x\in(0,1),

form an orthonormal sequence in complex L2(0,1)L^2(0,1), so Bessel’s inequality implies ψn⇀0\psi_n\rightharpoonup0. For fixed xx, however, convergence of e2πinxe^{2\pi i n x} would force its shifted sequence to have both limits LL and e2πixLe^{2\pi i x}L. Since ∣L∣=1|L|=1, this would require e2πix=1e^{2\pi i x}=1, which is impossible for x∈(0,1)x\in(0,1). Thus the sequence has no pointwise limit anywhere on that interval.

An endpoint obstruction. In ℓ1\ell^1, the same coordinatewise limit does not imply weak convergence. Pairing with g=(1,1,…)∈ℓ∞g=(1,1,\ldots)\in\ell^\infty gives

⟨g,en⟩=1.\langle g,e_n\rangle=1.

In fact no subsequence (enk)(e_{n_k}) is weakly convergent: define a bounded test by gnk=(−1)kg_{n_k}=(-1)^k and set its other coordinates to zero. The resulting pairing alternates.

Concentration for interior exponents. On (0,1)(0,1), let

fn(x)=n1/p1(0,1/n)(x),1<p<∞.f_n(x)=n^{1/p}\mathbf1_{(0,1/n)}(x), \qquad 1<p<\infty.

Then ∥fn∥p=1\|f_n\|_p=1 and fn(x)→0f_n(x)\to0 for every x>0x>0. If qq is conjugate to pp and g∈Lq(0,1)g\in L^q(0,1), then

∣∫01g∗fn dx∣≤∥g1(0,1/n)∥q⟶0.\left|\int_0^1g^*f_n\,\mathrm dx\right| \leq \|g\mathbf1_{(0,1/n)}\|_q \longrightarrow0.

The last limit is the absolute continuity of the integral of ∣g∣q|g|^q. Therefore fn⇀0f_n\rightharpoonup0 but not strongly. At p=1p=1, the constant test g=1g=1 gives ∫fn=1\int f_n=1, exposing the endpoint failure.

Fix N<∞N<\infty and let KK be a real symmetric positive-definite N×NN\times N matrix. The normalized Euclidean Gaussian measure is

dγK(ϕ)=det⁡K(2π)N/2exp⁡ ⁣(−12ϕTKϕ)dNϕ.\mathrm d\gamma_K(\phi) = \frac{\sqrt{\det K}}{(2\pi)^{N/2}} \exp\!\left(-\frac12\phi^{\mathsf T}K\phi\right) \mathrm d^N\phi.

Writing C=K−1C=K^{-1}, the finite-dimensional source integral gives

EK[ϕiϕj]=Cij.\mathbb E_K[\phi_i\phi_j]=C_{ij}.

The normalization, source formula, and covariance identity follow from the finite Gaussian calculation in Zinn-Justin 2021, Chapter 1, §1.1, pp. 1–3, OUP. That source denotes the positive quadratic matrix by SS and its inverse by Δ\Delta; here they are renamed KK and CC, and the weight is divided by its finite normalization to make γK\gamma_K a probability measure.

For u,v∈RNu,v\in\mathbb R^N, define the smeared field

Φu(ϕ)=uTϕ.\Phi_u(\phi)=u^{\mathsf T}\phi.

It belongs to L2(γK)L^2(\gamma_K) and

∥Φu∥L2(γK)2=EK[Φu2]=uTCu.\|\Phi_u\|_{L^2(\gamma_K)}^2 = \mathbb E_K[\Phi_u^2] = u^{\mathsf T}Cu.

Cauchy–Schwarz applied to Φu\Phi_u and Φv\Phi_v yields the covariance-kernel bound

∣uTCv∣≤(uTCu)1/2(vTCv)1/2.|u^{\mathsf T}Cv| \leq \bigl(u^{\mathsf T}Cu\bigr)^{1/2} \bigl(v^{\mathsf T}Cv\bigr)^{1/2}.

This is both a positivity check on the covariance and a quantitative bound on every smeared two-point function.

Let Am,A∈L2(γK)A_m,A\in L^2(\gamma_K). Strong convergence gives the explicit error bound

∣EK[ΦuAm]−EK[ΦuA]∣≤(uTCu)1/2∥Am−A∥L2(γK).\begin{aligned} &\left| \mathbb E_K[\Phi_u A_m] - \mathbb E_K[\Phi_u A] \right| \\ &\qquad\leq \bigl(u^{\mathsf T}Cu\bigr)^{1/2} \|A_m-A\|_{L^2(\gamma_K)}. \end{aligned}

Thus Am→AA_m\to A in L2L^2 controls a correlator and supplies a rate whenever the norm error has one. If Am⇀AA_m\rightharpoonup A only weakly, the correlator still converges because Φu\Phi_u is a fixed L2L^2 test, but the definition provides no rate and does not imply Am2→A2A_m^2\to A^2.

There is also a direct finite-kernel estimate. Give the index set {1,…,N}\{1,\ldots,N\} counting measure, let p,qp,q be conjugate, and suppose ∥Cm−C∥ℓq({1,…,N}2)→0\|C_m-C\|_{\ell^q(\{1,\ldots,N\}^2)}\to0. Hölder on the finite double sum gives

∣uT(Cm−C)v∣≤∥Cm−C∥ℓq({1,…,N}2)∥u⊗v∥ℓp=∥Cm−C∥ℓq∥u∥ℓp∥v∥ℓp.\begin{aligned} |u^{\mathsf T}(C_m-C)v| &\leq \|C_m-C\|_{\ell^q(\{1,\ldots,N\}^2)} \|u\otimes v\|_{\ell^p} \\ &= \|C_m-C\|_{\ell^q} \|u\|_{\ell^p}\|v\|_{\ell^p}. \end{aligned}

Hence norm convergence of the regulated kernel controls every fixed smeared matrix element.

The boundaries are essential:

  • NN is fixed. If NN changes, the spaces change and every constant must be controlled uniformly after specifying comparison maps.
  • The measure is positive and Euclidean. A Lorentzian weight eiSe^{iS} is not a probability measure to which this argument automatically applies.
  • Continuum propagators may be distributions rather than LqL^q functions. Their pairings require test-function and distribution theory.
  • No regulator removal, renormalization, reflection positivity, or continuum symbol Dϕ\mathcal D\phi follows from a fixed-NN estimate.

For the developed physical construction, continue to Regulated Bosonic Field Integrals in Foundations of Quantum Field Theory.

Treating an LpL^p element as a pointwise function. It is an almost-everywhere equivalence class. Point evaluation and values on a named null set require an additional choice of representative.

Using a supremum instead of an essential supremum. A single exceptional point can change the pointwise supremum without changing the L∞L^\infty element or norm.

Calling the expression a norm below exponent one. For 0<p<10<p<1, the triangle inequality fails. Results that use Banach-space completeness or duality cannot be imported unchanged.

Assuming an inclusion without measuring the whole space. The implication Ls⊆LrL^s\subseteq L^r for s>rs>r needs finite total measure. On an infinite-measure space, either inclusion can fail.

Using nonconjugate exponents in Hölder. The basic two-factor estimate requires 1/p+1/q=11/p+1/q=1. Other exponent relations need a different theorem or additional finite-measure input.

Confusing weak with strong convergence. Weak convergence fixes linear pairings, not norms, pointwise behavior, products, or nonlinear observables.

Calling L1L^1 testing of L∞L^\infty weak convergence. Those tests define weak-star convergence. The full dual of L∞L^\infty is generally larger.

Expecting endpoint compactness from boundedness. Bounded sequences in L1L^1 or L∞L^\infty need extra hypotheses for the corresponding weak subsequence statements.

Exporting a regulator-level estimate. Fixed-dimensional norm bounds do not by themselves construct or control a continuum field measure.

Indicator norms and null sets. Let A∈ΣA\in\Sigma. Compute ∥1A∥p\|\mathbf1_A\|_p for finite pp and for p=∞p=\infty. What changes if AA is replaced by a set that differs from it by a null set?

Solution

For finite pp,

∥1A∥pp=∫X1A dμ=μ(A).\|\mathbf1_A\|_p^p = \int_X\mathbf1_A\,\mathrm d\mu = \mu(A).

Thus the norm is μ(A)1/p\mu(A)^{1/p} when the measure is finite. If μ(A)=∞\mu(A)=\infty, the integral expression has extended value ∞\infty, so 1A∉Lp\mathbf1_A\notin L^p for finite pp. If μ(A)>0\mu(A)>0, the essential supremum is 11; if μ(A)=0\mu(A)=0, the indicator is the zero L∞L^\infty element and its norm is zero. Replacing AA by a set equal to it modulo a null set changes no LpL^p element or norm.

Finite-measure inclusion. Suppose μ(X)=M<∞\mu(X)=M<\infty and 1≤r<s<∞1\leq r<s<\infty. Prove

∥f∥r≤M1/r−1/s∥f∥s.\|f\|_r \leq M^{1/r-1/s}\|f\|_s.

What is the bound on a probability space?

Solution

Use Hölder on ∣f∣r1X|f|^r\mathbf1_X with conjugate exponents a=s/ra=s/r and a′=s/(s−r)a'=s/(s-r):

∥f∥rr≤(∫X∣f∣ra dμ)1/a(∫X1a′ dμ)1/a′=∥f∥srM1−r/s.\begin{aligned} \|f\|_r^r &\leq \left(\int_X|f|^{ra}\,\mathrm d\mu\right)^{1/a} \left(\int_X1^{a'}\,\mathrm d\mu\right)^{1/a'} \\ &= \|f\|_s^r M^{1-r/s}. \end{aligned}

Taking the rrth root gives the result. If M=1M=1, then ∥f∥r≤∥f∥s\|f\|_r\leq\|f\|_s.

A norming dual element. Let 1<p<∞1<p<\infty and f∈Lpf\in L^p be nonzero. Verify that

gf=∣f∣p−2f∥f∥pp−1g_f=\frac{|f|^{p-2}f}{\|f\|_p^{p-1}}

has LqL^q norm one and satisfies ⟨gf,f⟩q,p=∥f∥p\langle g_f,f\rangle_{q,p}=\|f\|_p.

Solution

Because q=p/(p−1)q=p/(p-1),

(p−1)q=p.(p-1)q=p.

Therefore

∥gf∥qq=∫X∣f∣(p−1)q dμ∥f∥p(p−1)q=∥f∥pp∥f∥pp=1.\|g_f\|_q^q = \frac{\int_X|f|^{(p-1)q}\,\mathrm d\mu} {\|f\|_p^{(p-1)q}} = \frac{\|f\|_p^p}{\|f\|_p^p} =1.

With the conjugation in the first slot,

⟨gf,f⟩q,p=∫X∣f∣p dμ∥f∥pp−1=∥f∥p.\langle g_f,f\rangle_{q,p} = \frac{\int_X|f|^p\,\mathrm d\mu}{\|f\|_p^{p-1}} = \|f\|_p.

Interior and endpoint basis sequences. Show that en⇀0e_n\rightharpoonup0 in ℓ2\ell^2. Then show that no subsequence of the same standard basis is weakly convergent in ℓ1\ell^1.

Solution

For g∈ℓ2g\in\ell^2, the pairing with ene_n is gn∗g_n^*, which tends to zero because every square-summable sequence has coordinates tending to zero. Hence en⇀0e_n\rightharpoonup0 in ℓ2\ell^2, although its norm stays one.

Given any subsequence (enk)(e_{n_k}) in ℓ1\ell^1, define g∈ℓ∞g\in\ell^\infty by gnk=(−1)kg_{n_k}=(-1)^k and set all other entries to zero. Then ⟨g,enk⟩=(−1)k\langle g,e_{n_k}\rangle=(-1)^k, so the subsequence is not even weakly Cauchy. Therefore it cannot converge weakly.

A regulated correlator error. For the finite Gaussian measure above, let Am→AA_m\to A in L2(γK)L^2(\gamma_K). Prove a bound for

EK[ΦuAm]−EK[ΦuA]\mathbb E_K[\Phi_uA_m]-\mathbb E_K[\Phi_uA]

and state what changes if Am⇀AA_m\rightharpoonup A only weakly.

Solution

Cauchy–Schwarz and the covariance identity give

∣EK[Φu(Am−A)]∣≤∥Φu∥2∥Am−A∥2=(uTCu)1/2∥Am−A∥2.\begin{aligned} \left| \mathbb E_K[\Phi_u(A_m-A)] \right| &\leq \|\Phi_u\|_2\|A_m-A\|_2 \\ &= \bigl(u^{\mathsf T}Cu\bigr)^{1/2} \|A_m-A\|_2. \end{aligned}

The right side tends to zero and is a quantitative error bound. Weak convergence still makes the left side tend to zero because Φu\Phi_u is one fixed L2L^2 test, but it supplies no norm rate and says nothing by itself about nonlinear expressions such as Am2A_m^2.

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