Fall 2012 - Problem 1

Banach-Alaoglu, Hahn-Banach, Lp spaces, Urysohn subsequence principle

Let 1<p<1 < p < \infty and let fn ⁣:R3R\func{f_n}{\R^3}{\R} be a sequence of functions such that lim supnfnLp<\limsup_{n\to\infty}\norm{f_n}_{L^p} < \infty. Show that if fnf_n converges almost everywhere, then fnf_n converges weakly in LpL^p.

Solution.

The condition on the LpL^p norms imply that supnfnLp<\sup_n \norm{f_n}_{L^p} < \infty. Let 1<q<1 < q < \infty be such that 1p+1q=1\frac{1}{p} + \frac{1}{q} = 1 so that we may view Lp(R3)L^p\p{\R^3} is the dual of Lq(R3)L^q\p{\R^3}.

Let {fnk}k\set{f_{n_k}}_k be a weakly convergent subsequence, i.e., fnkff_{n_k} \to f weakly. By assumption, fnkgf_{n_k} \to g pointwise as well. We claim that f=gf = g: if that were not the case, then by Hahn-Banach, there exists hLq(R3)h \in L^q\p{\R^3} such that (fg)h>0\int \p{f - g}h > 0. But by Fatou's lemma and weak convergence,

0<(fg)h=lim infk(ffnk)hlim infk(ffnk)h=(ff)h=0,0 < \int \p{f - g}h = \int \liminf_{k\to\infty} \p{f - f_{n_k}}h \leq \liminf_{k\to\infty} \int \p{f - f_{n_k}}h = \int \p{f - f}h = 0,

a contradiction. Hence, any weakly convergent subsequence of {fnk}k\set{f_{n_k}}_k converges weakly to the same limit. Now let {fnk}k\set{f_{n_k}}_k be any subsequence. This sequence is bounded in (Lq(R3))\p{L^q\p{\R^3}}^*, so by Banach-Alaoglu, it admits a weakly convergent subsequence, and by the argument above, this subsequence converges weakly to ff. Hence, any subsequence of {fn}n\set{f_n}_n admits a further subsequence which converges weakly to ff, and this implies that fnff_n \to f weakly.

Indeed, if that were not the case, then there exists hLq(R3)h \in L^q\p{\R^3} such that lim supnfnh\limsup_{n\to\infty} \int f_nh or lim infnfnh\liminf_{n\to\infty} \int f_nh is not equal to fh\int fh. Without loss of generality, suppose lim supnfnhfh\limsup_{n\to\infty} \int f_nh \neq \int fh and so there exists a subsequence {fnk}k\set{f_{n_k}}_k such that

limkfnkh=lim supnfnhfh.\lim_{k\to\infty} \int f_{n_k}h = \limsup_{n\to\infty} \int f_nh \neq \int fh.

But this means that no further subsequence of {fnk}k\set{f_{n_k}}_k converges weakly to ff, which is impossible. This completes the proof.