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Definition (Lp\mathscr{L}^{p}Lp space)
For 1≤p<∞1\le p<\infty1≤p<∞ we define Lp(X,F,μ)={f:X→R measurable :∫X∣f∣p dμ<∞}\mathscr{L}^{p}(X,\mathcal{F},\mu)=\left\{ f:X\to \mathbb{R}\text{ measurable }: \int\limits _{X}|f|^p \, d\mu<\infty \right\}Lp(X,F,μ)=⎩⎨⎧f:X→R measurable :X∫∣f∣pdμ<∞⎭⎬⎫ Let the relation ∼\sim∼ on Lp(X,F,μ)=Lp(X,F,μ)∼L^{p}(X,\mathcal{F},\mu)=\frac{\mathscr{L}^{p}(X,\mathcal{F},\mu)}{\sim}Lp(X,F,μ)=∼Lp(X,F,μ) be defined ∀f,g∈Lp(X,F,μ)\forall f,g\in\mathscr{L}^p(X,\mathcal{F},\mu)∀f,g∈Lp(X,F,μ) as follows: f∼g ⟺ f=g μ-a.e.f\sim g\iff f=g \ \mu\text{-a.e.}f∼g⟺f=g μ-a.e.
Theorem (LpL^{p}Lp is a Banach space)
∀f∈Lp(X,F,μ)\forall f\in L^p(X,\mathcal{F},\mu)∀f∈Lp(X,F,μ). (Lp(X,F,μ),∥⋅∥Lp)(L^p (X,\mathcal{F},\mu),\|\cdot\|_{L^p})(Lp(X,F,μ),∥⋅∥Lp) is a Banach Space.