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A Lebesgue measurable function is a measurable function : (,) (,), where is the -algebra of Lebesgue measurable sets, and is the Borel algebra on the complex numbers. Lebesgue measurable functions are of interest in mathematical analysis because they can be integrated.
The Riesz–Fischer theorem also applies in a more general setting. Let R be an inner product space consisting of functions (for example, measurable functions on the line, analytic functions in the unit disc; in old literature, sometimes called Euclidean Space), and let {} be an orthonormal system in R (e.g. Fourier basis, Hermite or Laguerre polynomials, etc. – see orthogonal polynomials ...
In mathematics, the L p spaces are function spaces defined using a natural generalization of the p-norm for finite-dimensional vector spaces.They are sometimes called Lebesgue spaces, named after Henri Lebesgue (Dunford & Schwartz 1958, III.3), although according to the Bourbaki group (Bourbaki 1987) they were first introduced by Frigyes Riesz ().
Measure and integration (as the English translation of the title reads) is a definitive monograph on integration and measure theory: the treatment of the limiting behavior of the integral of various kind of sequences of measure-related structures (measurable functions, measurable sets, measures and their combinations) is somewhat conclusive.
In mathematics, a square-integrable function, also called a quadratically integrable function or function or square-summable function, [1] is a real- or complex-valued measurable function for which the integral of the square of the absolute value is finite.
for -measurable , we have ((())) =, i.e. the conditional expectation () is in the sense of the L 2 (P) scalar product the orthogonal projection from to the linear subspace of -measurable functions. (This allows to define and prove the existence of the conditional expectation based on the Hilbert projection theorem .)
When () <, a set of functions (,,) is uniformly integrable if and only if it is bounded in (,,) and has uniformly absolutely continuous integrals. If, in addition, μ {\displaystyle \mu } is atomless, then the uniform integrability is equivalent to the uniform absolute continuity of integrals.
where α(x) is a function of bounded variation on the interval [0, 1], and the integral is a Riemann–Stieltjes integral. Since there is a one-to-one correspondence between Borel regular measures in the interval and functions of bounded variation (that assigns to each function of bounded variation the corresponding Lebesgue–Stieltjes measure ...