1.

The Banach spaces L and C 0

Let (X, M, ) be a complete measure space. For f : X [, ] a measurable

function, define the essential supremum as
ess sup f = sup{t : ({x : f (x) > t}) > 0}.
Then it is easy to see that if L = ess sup f , then t < L implies ({x : f (x) > t}) > 0,
while if t > L, then ({x : f (x) > t}) = 0.
Lemma 1. Let f : X [, ] be a measurable function. Then the set {x : f (x) >
ess sup f } has measure 0.

Proof. Write {x : f (x) > ess sup f } as f 1 ((ess sup f, ]), and let L = ess sup f . Then
(assuming L is finite), note that

[
1
f ((L, ]) = f 1 ((L + k1 , ]).
k=1

Now by the definition of essential supremum, each f 1 ((L + k1 , ]) has measure 0. Then
the result follows by the following Lemma. 
Lemma 2. A countable union of sets of measure 0 has measure 0.

Proof. If Ek are measurable, each with measure 0, and E =

S
k=1 Ek , then

X
X
(E) (Ek ) = 0 = 0.
k=1 k=1

The first inequality is by countable subadditivity. 

Now if f : X [, ] (or f : X C for complex-valued functions) is measurable,

then we define its L norm as
kf kL = ess sup |f |.

We define an equivalence relation on the space of measurable functions by saying

that f g if there is a set Y of measure zero so that f (x) = g(x) for all x X Y . We
say in this case that f = g almost everywhere, and we denote by [f ] as the equivalence
class of functions equal to f almost everywhere. It is straightforward to show that if f = g
almost everywhere, then they have the same essential supremum.
Define the space L (X) (we typically suppress the dependence on M and from the
notation) to be
L (X) = {f measurable : kf kL < }/ .
Note that if [f ] L , then there is a measurable function g [f ] so that for all x X,
|g(x)| kf kL (this is true of f outside a set Y of measure 0 by Lemma 1 applied to
|f |; then simply define g to be the measurable function XY f , which is equal to f on
X Y and to 0 on Y ).
We have the following proposition, whose proof is straightforward:
Proposition 3. L (X) is a vector space (over R if we consider extended-real-valued
functions, and over C if we consider complex-valued functions).
1
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Let K denote the field R or C as appropriate. Recall that a function k k from a

K-vector space V [0, ) is called a norm if it satisfies the following properties:
kcvk = |c| kvk for c K and v V .
kv + wk kvk + kwk for v, w V (the Triangle Inequality).
For v V , kvk = 0 if and only if v = 0.
Proposition 4. k kL is a norm on L (X).

Proof. The first property on scalar multiples follows since

ess sup |cf | = sup{t : ({x : |cf (x)| > t}) > 0} = |c| ess sup |f |.

For the Triangle Inequality, let [f ], [g] L . Then there are sets Y, Z of measure 0 so
that |f (x)| kf kL for x X Y and |g(x)| kgkL for x X Z. Then Y Z is
again a set of measure 0, and for all x X (Y Z), we have
|f (x) + g(x)| |f (x)| + |g(x)| kf kL + kgkL .
This shows kf + gkL = ess sup |f + g| kf kL + kgkL .
Finally, if [f ] L (X) so that kf kL = 0, then |f | is measurable as well, and Lemma
1 shows that the set {x : |f (x)| > 0} = {x : f (x) 6= 0} has measure 0. Thus f = 0 almost
everywhere, and [f ] = [0], the 0 element in the vector space L (X). 

Note: Typically we suppress the notation of equivalence classes from our discussion of
elements of L (X). Thus we typically write f L (X) instead of [f ] L (X).
A K-vector space V with a norm k k is called a Banach space if the induced metric
kx yk is complete.
Theorem 1. L (X) is a Banach space.

Proof. We need to prove that every Cauchy sequence in L (X) is convergent. So consider
a Cauchy sequence {fn } L (X). In other words, for all  > 0, there is an N so that
if m, n N , then kfm fn kL . This is equivalent to writing that there S are sets of
measure zero Ym,n so that for all x X Ym,n , |fm (x)fn (x)| . Now let Y = m,n Ym,n ,
which has measure 0 by Lemma 2 above. On all of X Y , |fm (x) fn (x)|  for all
m, n N .
This shows that for every x X Y , {fn (x)} is a Cauchy sequence in K = R or C.
Since K is a complete metric space, there is a limit which we call f (x) = limn fn (x).
Note f (x) is defined only outside of Y , which has measure 0. For x Y , we can define
f (x) = 0 for example. Note f = limn XY fn is again measurable.
Now return to the Cauchy sequence condition. Recall for  > 0, there is an N so that
for x X Y , for all m, n N , we have |fm (x) fn (x)| . Now let n to find
|fm (x) f (x)|  for all m N . Thus kfm f kL = ess sup |fm f |  for m N .
This shows fm f in the L norm.
Finally, we note f L by the Triangle Inequality: for m N ,
kf kL kfm kL + kfm f kL kfm kL +  < .

 3

Now define C 0 (Rd ) to be the vector space of all bounded continuous real-valued func-
tions on Rd . For f C 0 (Rd ), define
kf kC 0 = sup |f (x)|.
xRd

It is straightforward to verify that k kC 0 is a norm. In particular, note that kf kC 0 = 0

implies that f is identically 0 on all of Rd .
Theorem 2. C 0 (Rd ) is a Banach space.

Proof. We need to prove that every Cauchy sequence converges. So let {fn } be a Cauchy
sequence. So for every  > 0, there is an N so that if m, n N , then supxRd |fm (x)
fn (x)| = kfm fn kC 0 . Therefore, for every x Rd , {fn (x)} is a Cauchy sequence
in the complete metric space R, and thus has a limit f (x). Now, as above, consider
|fm (x) fn (x)|  and let n to conclude that for all m N , |fm (x) f (x)| .
Taking the supremum over Rd , we find kfm f kC 0 0.
Now convergence in C 0 (Rd ) is also known as uniform convergence. We have shown
that the Cauchy sequence {fn } converges uniformly to a function f . But then a standard
theorem implies that f is continuous. It is easy to check f is bounded as well, and so the
Cauchy sequence {fn } has a continuous bounded limit f . Thus C 0 (Rd ) is complete. 
Remark. We can define C 0 (Y ) for any metric space Y , and Rd can be replaced by Y in
the above theorem.
Theorem 3. Let O Rd be a nonempty open set, equipped with the Lebesgue measure
and standard metric from Rd . Then the map : C 0 (O) L (O) given by (f ) = [f ] is
an injective isometry of Banach spaces.

Proof. Note that any f C 0 (O) is automatically bounded and measurable, and so (f )
L (O).
To show is an isometry, we show it preserves the norms. So we want to show
kf kC 0 = kf kL . Now
kf kL = sup{t : m({x : |f (x)| > t}) > 0}.
Note the sets {x : |f (x)| > t} are open, since |f | is continuous. Therefore, each of these
sets is either empty or has positive measure. Thus we have that
kf kL = sup{t : x : |f (x)| > t} = sup |f (x)| = kf kC 0 .
This shows is an isometry of Banach spaces.
To show is injective, let f, g C 0 (O). Then if (f ) = (g), then f = g almost
everywhere. In other words, there is a set Y of measure 0 so that f (x) = g(x) for all
x O Y . But since f, g are continuous, the set {x : f (x) 6= g(x)} is open, and therefore
is either empty or has positive measure. Since it is contained in Y , it must be empty.
Thus f (x) = g(x) for all x O and is injective.