Lp spaces
Show that
A={f∈L3(R)∣∣∫R∣f(x)∣2dx<∞}
is a Borel subset of L3(R3).
Solution.
Consider φN:L3(R)→R given by
φN(f)=∫−NN∣f(x)∣2dx.
Observe that
∣φN(f)−φN(g)∣≤∫−NN∣f(x)∣2−∣g(x)∣2dx≤∫−NN∣f(x)−g(x)∣(∣f(x)∣+∣g(x)∣)dx≤∥f−g∥L3∥∣f∣+∣g∣∥L3/2([−N,N]).
Notice further that
∥∣f∣+∣g∣∥L3/2([−N,N])2/3=∫(∣f(x)∣+∣g(x)∣)3/2χ[−N,N](x)dx≤∥∣f∣+∣g∣∥L33/4∥∥χ[−N,N]∥∥L4/3,
so φN is continuous. Hence,
A=k=1⋃∞N=1⋂∞φN−1([0,k]),
so A is Borel.