Cowen if the inequality

l X yea 7414
ay s
4 C a at
and 0 East
acncb acyab
holds for all

Then the
a b 7112
Lemme Let y
are equivalent
following
is conven function
I Y
 a

s b
a c sa t c u
whenever

Iot i
b IR is conven
Ca e
Assume that
the condition
satisfies
i e y
A 6 a
a 618
a a ay E C
4 C of d l
ya b and
a c n e
b as
whenever

can write
ab we
se t c
u
Let a

Is
a
II
s
to
u
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converity we have
By
 6 I
YI 41s I ceca

a
9

we have
ecus
a is
It
as
II
sets
ucb
a c

for 022 1
to f a stay
Let
s an
u t u Ci a

u CI a s
C d

d u s
C
s
d a stan
t s
a cu s

Thus we have 246

I d d 4157
4C d a Stan
 differentiable
ca b IR be a
hemmed Let y
are equivalent
Then the following
function

is conven
1 y
se tab
a s
y't if
I y'd e

is monotonically increasing
i e y
on Carb
function

Ioof I c

sa te b
a c
Let
such that
u be
Let u

a Scu cu stab

By taking
u s we it
 4
y'd E
Eye
taking u t we get
and then
e'd
pics s
4 s

asset neb
let
we here
Mut
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for sure 5 E Sit
981 y 5
11
for some Eze tin
Lyft y g

e e Er
3 c E ICE
clearly
this
EEE
s
1ft
 functions
Enemples of conven

e on IR

IR be a
a b s
Let y
Theory is continuous
function Then Y
conven

proof

it

x
n y
ie y y 3 yea
 is defined on the open
Note that I
o

internal carb is ential

6 Ca i IR
0 if at 0,1
n
y
if 2 1
I

is satisfies the definition of

6
is not catiamas
amenity but y

Theorem Jensen's inequality

on a r
positive measure
Let u
be a
that
a set I so
R in
algebra function in Z n

f is real
1 If
I all NER and if
f n b for
if a c
on a b then
I is convene
 f du e y of du
4
f
are
a D and b D
The
Ite
cases
is
It happen that pof
not included may of
in this cone the integral
L u
and its value
not in
extended sense
enists in the
y of
is to

Then act b
t f du
proof put

4 that
we have by convent of

a
 sub

i
as
acct b
94th
t
s
p
2 flu
t tee
4 u at Ct b
we have
defiler of f
by
secant
p 91111
t s 2 yet yes
p
S t
t
6412 ye

we have
Therefore
PCS t
64 2 y E T
H s Eca b
 Henle
fla t 20
flan Y
t
p
4
f NE r
is wearable
is continuous pot
Since 4
both side
integrate
Men
t ao

S got du pct p E
r

pot du
y et
E
f that
have used the fact
we
l
Mcr

a e Then
Eyple let y
 et du
enp
Stan s
f
I finite set say
If is a

Pi Pn
I
Ri
f Pi
ul Pi tw

then
e telemeter
up aim
n
5 1,2
e for
Let Yi

Then

Y Y yn s
bitten
Yi th am inequality
all
for am
 Am Am inequality
General
D Pi Pn
h
hi 5 1,2
MC Pi
Li 1 a Litani
with
it

Ki
f Pi
we
have
Then

have Runny
enp 42017
E aye t gene then

Put dis Yi i 1,2 in

Then
y yet yah I d y e thnk
 empanels
conjugate
Ilion real number such
are positive
If p and q and q
a
we call P
that then
plate enponents
conjugate
pair of

is clear that
It
CD
P D Icq
I

as p so
quest
D are also regarded
So I and
conjugate pains
as a pair of

theorem
Holder's inequality
empanels
be conjugate
Let p and q be a measure
Let x
I c pas
 with measurer Let f and g
space
functions on X with range
be measurable
in o o Then
Yq
f'd
f g du E
f fg'd
The special care p g z of
Revelle is known as
Holden's inequality

Candy Schwartz inequality

proof

A S f Pan
Let

g du
B
f
a e
o then f to
If A
 to are so the
hence fg
theorem holds in this core
assertion of
o then the
and B
A o
If
theorem holds trivially
stalemate of

now assure that

we can
OCB co
CACO and
0

Let
y s
f
G f
This gives that
1
F'du Ftp du

Gordon l
similarity
 enough to show that
is now
It
1
Fa du

such that
nex is
If Cd
and Oc Gcn
CD
Oc F
n

number s ad t
are real
there
then
such that
e Gca
et
Fca

recall that
pt tu
es g
te get
Get
Icap t
f
s t
Fca Gla

t NEX
 du l
ta E
pit
f

theorem Minkowski's inequality

with
x be measure space
let tap so Let measurable
be
Let f and g
measure u in on
Then
on X with range
functions

Pdn f'd gray

f
t
S c g s

hoof write
P f fig y g fig
Cf g
 Holden's inequality
we get
By

I
fr dm est
Eeg
f
du e
f f

where Itt 1

q pal P
ptg pg

I 9 test'du s
f g'd
Iggy
test due
feegjan
I
fg'dP
ft'd
the fuelin
By convent of
TECO D
th EP
shows that

e I Citgo
ft
assure that
we can
Thy
o c S Ees Pdn C D

dividing Ees d both sides

Dy
1 the
and noting
that 1
4
holds
assertion of theorem
pg

in Holden's
holds
Qu when equality
Minkowski's inequalities
and
 items
measure space with
x be arbitrary
Let
measure u
a positive

Q
F X
and if
PHI If o pan

is measurable define

du
11
flip gift
Let 11 flip so
f X 3 Q
LP u
f
the LP norm of
We call I flip
 centerble set and u be
Let A be a

on A Then we
the carting measure
LP space by
the corresponding
denote
EP A or IP
Coplen sequence
Emiko
IP can n

Essential supremum
RE with a positive
measure space
Let X be a
is
o o
g x
suppose
measure u
measurable Let
0
3
aer u 5 14
s

D
If 5 0 put f
 put inf S
If s 0 p

To see this note

es
Claim p
that
gtfo N
I 9 6 4,03

each rent
and for
o
5Gett D
u

0
u 5 03

the essential supremum

We call p
and we write 11918 6
of g
Leto u f x a H flat

of 191m are called

essent ally
The members

bonded meal marble functions

a e Es dell filo
e a
If n

Let exo A bounded caplen sequel

Rn

x be a measure space
Theorem Let
measure u If p and
with a postie and if
enponals I spew
q are Ajngate
Lacus then
f ELP u and g e
 I 11911g
118911 Afllp

the
Kof If I open then above

to
is
the
inequ lity
same

functions
as Holder's inequality applied
1ft and 191

If o note that
p

Fll 1912
If Cal gens I 11

almost all n integrating both

for By
inequality
sides we get the required

measure space
with a

Let X be a

Mdm Suppose
I EP So
and
u
positive measure ELP u
e L u Then Ftg
f e LP g
m

and I ft 911 s A flip t 119llp

 pep so this follows from
Ioof For
since
Minkowski's inequality

Isp du
f
ft 91 du E flt

or p o the inequality
For pot
theorem is a trivial consequence
in the

of the inequality
E Ifl 191
If 91
y

Reine and
IE ped If felt u

Fin p
number then
x is a coupler
E LP
n
a f
 we conclude that
IE pen
for p
f g E LP
m LEO
af ELP
m

ft g ell
m

is a complex vector space

Thn LP u

Tfw f g
ELP u we define
911 It satisfies
d f g If
following properties
the
41 Of d f g
CD
L u we have
f g he
14 for any d g h
h s d f g t
d f
d 9 f
f f
o d ff g
MY d
 d f 9 to flat girl
Note that
a e
however d f 9 to fog

Thus diff g does not define a

metric on LP m

helaters
an equivalence
We define
n
on LP a e
f g
es
f ng

I Nflpa
Pln n

is a complex
note that L
mtg
vector space
9 tts
f
af REG
LEFT
 d A a dais is
and
m
metric on L n
well defined

abdenote this space of equivalence

we
LP u
dens of Metin by

LP u is a
show that
we will
i e
every
metric space
complete Convergent to
in L n
sequence
candy LP u
an element of

be a measure space
Let x
Theorem Then for
measure er
with a postie is complete
LP u
Iep so the space

metric space
 Assume first that leper
Ioof in Pln
be a cocky sequence
Let fn

is subsequence Fri
Then there
a

h me such that

i 1.2.3
11
twixt Fri Eti

put
fail
gut Is I Fw

g Ifniffni
me here
Minkowski's inequality
By
for
4 1,33
El
1gal p
Recalf be measure space with
lemma Let x
Fatou's positive are u

o o is measurable
X
If fu
n then
for each
positive iliger
Fa du
fu due hint
limit a a

claim 194ps
note that gal grin
hint
n

ok 10
he he
lemma
By Fatou's

f s du
E dirty S garden

El
 co
are
Tve fore gens

the series
so that
fn
fn.CM
t
É fie
almost
absolutely for
arranges denote the sum
NEX we
every offense
wherever it converges
by fan
o
put f n

are
7 fins
This tiny
k 40
an

n to
o on

Claim Ilf flip

 N
0 There exists an

Let E

that 1 fu full EE
such m N
N For every
n N and m

if that
lemma thins
Foton's
du
Ifnpfm
If fun din s
hint
EEP
f Ellis
fm
CP u
e
f
EE
Ifm flip
that that
which shows 0
on
my
 o
The core p

fat is comely sequence

in TCM
nex fuel Hallo
Let An
Atuth
net final tu
Bu n

Amin
let E É An Um

to
MLE

each n e É we have
for
El fullo
fuk
Afar full
fur le
fat
 uniformly on Ed
fin
fringy
0 a net
define fan o
ans
yo
then Ifa fila
Be

it th
tepco and
If
Theory in 11ms
comely sequence
is a
fu has a

limit f then
with pointwise
which comeges
sub sequence fan
were to
almost every
 Recall
functions
Simple
R M measure space
C
Ai ER
S n hi XA
is

Let simple function

s x a
L MC n Sen 03 a

If s e I S É Li Na
it
so

for some ni E Q Enlai

then L is
Term If tepco

dense in LPG
 f ELP
m
Ioof Let
measurable
A
i e fix

and Ift du so

that f 30
we can assure
of
want to find a sequence
we
such that
Sn EL
simple future
f in LP
Sn
of
can find sequence
Im we
frets Sn such that
simple
S E E E f
Of
An EX
Sula flu

s X fu o

I
init
 w if f n E FL
1 it Emeli o

t.EE
o if finle fo fu
sin
In if fame It
it fine E E

EG N
2 if f n
 E flat
clearly es es e

on Mto
clearly Saints fan

Note that OE S E f
FELIN
Sn E
LP m on

Sue L

Note that
s f
of f Sn
Su P e EP
If

converges
them
dominating
By
we have

snl'd If snl'd
fig
If smiling If fly
O
 n n
o on
Ilf sull p

is in the LP clone of L
Thr f
E

continuous functions
d Approximation by

compact Hausdorff space

Let X be a locally
on a t algebra R in x
be a measure
and let u
C X
k so compact K
with properties y u
we have
EER
for every
Ecr vopen
NE if ucu

u n KCE kaput
MY sup
ace and every
set E
holds t open
E Co
E ER with M
 ACE andME 0
1 If EEN
At R

X R as Lebesgue measure
Example algebra
R Borel or

Recall continuous
x
G
f support
C x compact
with

is dense
a span Cox
For
theorem
in LP u

That is
above
Let L be as

Proof s simple
x q
I s
ufa
semi toy to
 theorem
Lusin's
Recall Q is measurable
suppose
fix with
measurable set
A be a
Let that
N Assure
MCA
to
not A
if
f n
such that
Eso f ge Cox
For any
E
Fini gens
n
u that
it to
arrange
me we may
Further
m
sup
sin Eff
NEX

Yeah s t
ge Cox
 f n ta with Magee
Sca
g a

E and
measure
sub sail
19cal Is
NEX

Dente
Is 51 du
1 slips

f tf
E E 2P
spalsas

e e r sup se
811
Yg NEX

2
is deme
Con
Be
 is dare ILIR
Reinert Cecily

to be Cox
f x se is said
Darin HE 0 F K compact subset
if
of X such that
f ne k
Fln ee
I
E 06
Clearly Cox E Cox
x compact
and Cox Cox if

Hansdott
X is locally compact
Them If
the completion of Cox
is
face then Cod the supremum
the metric defined by
to
relate
norm sub flail
ppl
NEX
proof we show that
dense
in Cox
is
1 aca
is complete metric
and I C x

there is a

E Cox
and 120
Given f
k so that
compact set K
out side
false
lemma we can find
sohn's
By Ury
such that
9 E GA I ne k
and seal
of gel

K C X

Input open

Then he GR
Defore h Fg

and If hill Suk If 151

 Hen'll s
It
sub Ifans 1 51
c K

E 2 E

Ccn is due
that
This proves
in CoC

is complete metric space

prove
Cox
To comely sequence
start with A is a
we

Assure
that
in c X

first uniformly

f is catiumas
w to that
there exists
an
E 0
Given compact set R
there is
a
and
Il fu flesh
 can outside of K
so that faint
side N k
Henle e ont
pen y
a

FE GM
Oh

Theorem Egorott
Mexico Let
such that
be
couples wearable
in
Let CR
of
sequence at every
be a pointwise
converges
functions
which is a
there

measur ble
Eso
of X For ay such that
port with M X E E
set E CX
on E
uniformly
converges
fu

proof
 Recall
Arc he measurable sets
Let A C
Mcas
MIAH
A
Yin on n too

proof
put a film film ctn
Kl
A
Slu i 57M

note that
C
n h CS 4 1 M
s
ex since fat
5th m
L Y portman x

next on neo
n n y
n

s t
u 7h
for each
u scum ex Elin
 at
look
Now
E
I s ha n

on E
y t amifly
fr

E
M x scan ul
a Chel E

E E

8
me

i
m
RtRqp
Colina
t tr tem
 C 5614 N
C sch ni c

U
S hikes Ed S htt hell Cs ntn

sina. l s ntl Rt
Strela

mined say M
 Lecture

Let
ftp.t.it I aiibetwmane
spencer

measurable rectangle
Definition to be measurable
Xxx is said and
A subset RE some AE Bx
R AxB for
rectangle if
BE By
on
measure
is to construct a
Our aim measure
is consistent with
Y which N In fact
and 1 By
Bx m
and
spencer B on Y
o algebra
we want a
satisfying the following
B
measure 7 on
a

conditions AEB BEBY

AXB E B all
in contain
measur ble
ie B should
rectangles
 MCAI V BI
1 and M AXBI
BE By
AEBx

measurable rectangles
Let 6 collection of
on X x Y

Lemma he is semi algebra

Bx D
Anc x

MIT n xD
B A B
U A B
B A B

xA
iii
be a set
6 0,0
Let 7
MCA VIBI
on 6 and
is ÑAxB
firelion
be a sequence of
Let AixBi
Emma
 rectangles on xY such that
measurable
AXB with AEBx.BE By
Bi
YI
d A Bi
a AVB
Then
ie main B
If mCAi N Bi

ti Bi
proof Let A B

each YE B
NEA Then for
Fine
i such that
there is unique Then
Aix Bi
C y E

B U Bi
i neAi
i
v B mia
Bil fat
NA XIN FEI
for all NEA
 nfX
E
VCBil Taint
VIBI ACM

theorem we get
monotone cot
By
NCBil Vain dm
NCBI 7am dm
X
NCBI MCAII
NCBI MIA
E
d AixBi
Thy a Ax B II
a satiety
function p on
the set
Note that
o
in 1101
union of
Cea is disjoint
if if
ist 2 in then
Ci
acct E.ci i
Ciele for each
Em if c
Fyi c EG
its
and Cinci
 indeed this is
a car Epcot equality

can be intended to
I
Therefore algebra B
measure
in a r

complete Mx
entended measure
a
as
This adv
carting 6 in
measure of
called product
is
meanie space
hone the
we
Therefore
Xxx B NX
requirements
which solitfier our

Klien contelle win of sets in

a

6 in 6
sets
countable union of
Eg
nex
Y Then for each
E
Let E is denoted
n cross
section of
the
E and deferred on
by
 R Y EE
YEY
En
each yey

th y
similery for
E in
cross section of
g EE
ntx
Ey
that
note a

9
nib XEy
XEn
lemma
have the falloing
we
Then
n e and E E Terg
Lemma Let
subset of Y
Eis measurable
measurable rectangle then
E is
proof if
cherly Ene By
Ei Ei Ele
E
if E E G m.tl
6.91
Xena a 8
XE
sup
 sup ein

En f By

i
E t
fer
EE
if
e int em

En C By

space
Bx m be complete measure
Let in terr
be set
a
Let E
1mm 0 Then
the fueling
v CEI
with
deferred by V En
r
g x and
measurable fuelier of
is E
dm Luxo
I
rectangle
measurable
E Ax B
Proof if
Then girl 101 a A
if
 and
is measurable in

g
NCBI MCAS
9dm 9 dm
E
µxY
is
of lemma
the
statement
Then measurable rectangle
E is
true if
is a

set in to
any rectangles
Note that measurable
union of
disjoint of
be a disjert square
Eil Ei
Let E
rectegles and
meanable
Eln
Let gilm
is Linesittle future
Then each g

and 9
g
is meandle fueled
g
 In 9in
And I g

CUNEII
E
xV

all EEG
holds for
This lemma

Then
Now let Eelgg
Ei
E G
Ei
E QI v
co
that
we can assume
Ci EG
EC
Efi its fx0 ECJ
sit v1

Note that

E
film
E 2 Ez

1 1,43 we let g Int

VCEila
For
 we have
so
Ein dm exo
9 dm
SVC
are on
so
Ei

Therefore all nex

V En almost
it
ex
on
are
is gene
That giant
ly is
is
complete gral
At By m

measurable function

Note that 1 1.2

9
o g
co
59 dm

9 du
side
Kif
 This 9dm lnlda
bing.fr
Exo Ei
Yi
v E

complete measure
N be
Let y By which VICE
1mm set for
Let E be a
0
space have En
we
all n
Then almost

proof
with a E
Let E set A
there is etor
Ch then
such
it I
that
MAI
An Edd f t
n Ent
For each
An with
E
it I
it ul
tetro
Now take A
Ifn Et
and A An me A m'AnEM
m A m E
 and in

s t
O
A E Ero
At V1 E
A and
E
to
V1 A
IAI o
exo
NAI du
all nex
o
almost
An

be
By m and By
Protein Let e
E be
a
and
measure spaces
complete such that
XxY
measurable subset of most all REX
for all
20 Then
v1 I The function
Y
measurable subset of
is
En
defined by
g N Ex
9 a
for almost
defined
measurable function
is
all n and
 v E
9dm

there
is F
0
xu 1
proof since
such that
in Tero
and
E C F

V1 E Nl Fl

EY
E Then me
G I
Let 0161
I CEI t
N
G 0
Gov nex
to almost all
v Ga
an
veal Fnl meandslare
Hence gent Em in nex
V En almost all
9 n

measurable fretini
is
g

and
fade futon
Ef
N
01
 ie
complete
v be two
Let By m and By
integrable function
and f be an

measure spaces co Then

Xxx That is I dexo
on

defined
the function for
almost all see
I For integrable function
fcn.gl is
an

by faly
on Y

is an integrable firelier any

II f a g due

defined
the function
for
all y
ill For almost integrable fiction
is an
fcn.gl
fy
a
by
on X

integrable fuelier X
an

dug is an
f f a g

Y
and
 f du die f deal fdm do
f

show it and 4
It we only